Aug 2026· International Journal of Economic, Finance and Business Statistics· Vol 4, pp. 411-422· 0 citations· 10 references
Abstract
This study examines the dynamic determinants of shariah-compliant coal stock prices listed on the Indonesia Shariah Stock Index (ISSI) from 2018 to 2024, filling a critical literature gap regarding macroeconomic and commodity shocks during global energy crises. Employing purposive sampling, eleven coal companies were selected as the research sample. Methodologically, a dynamic panel data regression model was estimated utilizing the Generalized Method of Moments (GMM) to control for endogeneity. The empirical results reveal that while lagged stock prices and global coal prices exert significant positive impacts on market valuations, inflation and the IDR/USD exchange rate introduce severe negative shocks. These findings imply that corporate executives and shariah investors must implement aggressive hedging strategies against macroeconomic volatility.
Stock price movements among basic materials sector issuers on the Indonesia Stock Exchange (IDX) are influenced by internal corporate financial conditions and macroeconomic shifts. This study examines the impact of Return on Equity (ROE), Current Ratio (CR), Earnings per Share (EPS), exchange rates, and economic growth...
This study analyzes the determinants of Foreign Direct Investment (FDI) inflows in Turkey across quarterly observations. Using a quantitative approach with the Autoregressive Distributed Lag (ARDL) model, this paper investigates the dynamic impacts of interest rates, economic growth, exchange rates, government index, a...
B. Nusantara, M. Taufiq· International Journal of Eco...· 0 citations
This research investigates whether changes in monetary policy (proxied by the interest rate) impact the stock market return, volatility, and liquidity across three key indices of the Pakistan Stock Exchange: the KSE100, KSE30, and KMI30. Utilizing monthly data spanning from 2012 through 2025 and employing regression an...
We examine how distinct equity sectors on the Warsaw Stock Exchange respond to inflationary shocks, extending the Fisher hedge hypothesis beyond aggregate market indices. Drawing on monthly data from October 2009 to September 2025, our analysis captures the effects of headline inflation, long-term inflation expectation...
V. Chirilă, C. Chirilă· International Journal of Fin...· 0 citations
This study investigates the empirical relationship between stock price volatility and the
corporate financial performance of listed manufacturing firms on the Nigerian Exchange
Group (NGX) from 2014 to 2024. Using a panel data approach, the study measures financial
performance through Return on Assets (ROA) and Retu...
F. Odey· International Journal of Eco...· 0 citations
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