Analisis Pengaruh Variabel Makroekonomi Terhadap Return Saham Syariah Di Indonesia
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The purpose of this study is to know the effect of macroeconomic variables on return of syariah stock in Indonesia. The samples of the study are 22 firms listed in BEI with quarterly data from 2000:01 – 2006:04, by using Ordinary Least Square (OLS) Method and apply the panel data to estimate the impact of macroeconomic variables on return of syariah stock in Indonesia. The result of study indicated that both SBI and Economic Growth significantly effect on Return on syariah stock in Indonesia.