%A NIM. 12390078 RAHMA ARYANI
%O Joko Setyono, S.E., M.Si.,
%T PENGARUH INTELLECTUAL CAPITAL DAN EARNING TERHADAP
ABNORMAL RETURN SAHAM PADA PERUSAHAAN YANG
TERDAFTAR DI JAKARTA ISLAMIC INDEKS (JII)
%X 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%)
%K abnormal return, earning per share, human capital,
psycal capital and structural capital.
%D 2016
%I UIN SUNAN KALIJAGA YOGYAKARTA
%L digilib22423