Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange
This study aims to determine the analysis of factors that affect the performance of stock and bond-based ETFs on the Indonesian stock exchange. This research was conducted on stock and bond-based ETFs listed on the Indonesian stock exchange for the period 2019-2021. The sampling technique used in th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LPPM Universitas Ibn Khaldun Bogor
2023-06-01
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| Series: | Jurnal Manajemen |
| Subjects: | |
| Online Access: | https://ejournal.uika-bogor.ac.id/index.php/manajemen/article/view/9418 |
| _version_ | 1827925177837551616 |
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| author | Eva Aprilia Christi Pardomuan Sihombing |
| author_facet | Eva Aprilia Christi Pardomuan Sihombing |
| author_sort | Eva Aprilia Christi |
| collection | DOAJ |
| description | This study aims to determine the analysis of factors that affect the performance of stock and bond-based ETFs on the Indonesian stock exchange. This research was conducted on stock and bond-based ETFs listed on the Indonesian stock exchange for the period 2019-2021. The sampling technique used in this research is purposive sampling. The samples in this study were 13 stock-based ETFs and 1 bond-based ETF sourced from Bloomberg, the Indonesian stock exchange website, ETF prospectus and asset management website. The data analysis method used is panel data regression analysis with the EViews program tool. The results of this study indicate that Risk affects the performance of stock and bond-based ETFs, Tracking Errors affect the performance of stock and bond-based ETFs, Expense Ratio has no significant impact on the performance of stock and bond-based ETFs.
Key Words: ETFs, Risk, Tracking Error, Expense Ratio, Stock, Bond |
| first_indexed | 2024-03-13T05:22:30Z |
| format | Article |
| id | doaj.art-ad8a87c6b893470abb944f8051a370d1 |
| institution | Directory Open Access Journal |
| issn | 2301-4628 |
| language | English |
| last_indexed | 2024-03-13T05:22:30Z |
| publishDate | 2023-06-01 |
| publisher | LPPM Universitas Ibn Khaldun Bogor |
| record_format | Article |
| series | Jurnal Manajemen |
| spelling | doaj.art-ad8a87c6b893470abb944f8051a370d12023-06-15T12:02:23ZengLPPM Universitas Ibn Khaldun BogorJurnal Manajemen2301-46282023-06-0114217218910.32832/jm-uika.v14i2.94188037Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock ExchangeEva Aprilia Christi0Pardomuan Sihombing1Mercubuana UniversityMercubuana UniversityThis study aims to determine the analysis of factors that affect the performance of stock and bond-based ETFs on the Indonesian stock exchange. This research was conducted on stock and bond-based ETFs listed on the Indonesian stock exchange for the period 2019-2021. The sampling technique used in this research is purposive sampling. The samples in this study were 13 stock-based ETFs and 1 bond-based ETF sourced from Bloomberg, the Indonesian stock exchange website, ETF prospectus and asset management website. The data analysis method used is panel data regression analysis with the EViews program tool. The results of this study indicate that Risk affects the performance of stock and bond-based ETFs, Tracking Errors affect the performance of stock and bond-based ETFs, Expense Ratio has no significant impact on the performance of stock and bond-based ETFs. Key Words: ETFs, Risk, Tracking Error, Expense Ratio, Stock, Bondhttps://ejournal.uika-bogor.ac.id/index.php/manajemen/article/view/9418etfs, risk, tracking error, expense ratio, stock, bond |
| spellingShingle | Eva Aprilia Christi Pardomuan Sihombing Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange Jurnal Manajemen etfs, risk, tracking error, expense ratio, stock, bond |
| title | Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange |
| title_full | Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange |
| title_fullStr | Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange |
| title_full_unstemmed | Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange |
| title_short | Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange |
| title_sort | analysis of factors affecting the performance of stock and bond based etf on the indonesia stock exchange |
| topic | etfs, risk, tracking error, expense ratio, stock, bond |
| url | https://ejournal.uika-bogor.ac.id/index.php/manajemen/article/view/9418 |
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