TY - THES N1 - Joko Setyono, S.E., M.Si., ID - digilib22423 UR - https://digilib.uin-suka.ac.id/id/eprint/22423/ A1 - RAHMA ARYANI, NIM. 12390078 Y1 - 2016/08/26/ N2 - Islamic capital market is a facility provided by the goverment to meet the development of the islamic capital market for investors who wish to invest in a company in accordance with islamic principle. Investor buy or sell their share hope a capital gain for asses and determine of the reaction of investors looking for with be measure by abnormal return. Tha aim of this study determines the value of the earning per share effect, human capital, psycal capital and structural capital to changes abnormal return share in the period 2012 -2014 of JII either partially and simultaneously with determining the appropriate criteria desired. This research is descriptive. The population used in this study are all companies listed in JII. While the sample of this reseach are companies that certain criteria predetermined. The method used is purposive sampling with a sample of 22 companies. Technic analysis of the data used is the data analysis is a panel data the data worked with eviews. The result indicate that EPS were significant effect on abnormal return stock in JII with a probabilities values is 0,000. With the direction effect is a negative coeficients (-0.0063), human capital and psycal capital have?nt effect, structural capital have positive effect on abnormal return share in JII with exhibited significantly towards abnormal return share in JII with a values above 0,05 is the probabilties of VAHU (0.630.05), VACE (0,95 0.05), SCVA (0,04 0.05). with R2 is a 0,27 (27%) and adjusted R2 is 0,224 (22,4%) PB - UIN SUNAN KALIJAGA YOGYAKARTA KW - abnormal return KW - earning per share KW - human capital KW - psycal capital and structural capital. M1 - skripsi TI - PENGARUH INTELLECTUAL CAPITAL DAN EARNING TERHADAP ABNORMAL RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEKS (JII) AV - restricted EP - 153 ER -