PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP RETURN, LIKUIDITAS DAN VOLATILITAS RETURN SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR MANUFAKTUR DI BURSA EFEK INDONESIA
Does the online retrieval using Google�s Search engine relevant in explaining returns, liquidity and volatility of stock return in Indonesia stock exchange? The results of this study aim to answer that question. Based on the results of the analysis, the variabel of investor attention represented b...
| Main Authors: | , |
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| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: |
| _version_ | 1797032683734302720 |
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| author | , BERTO USMAN , Prof. Dr. Eduardus Tandelilin, M.B.A. |
| author_facet | , BERTO USMAN , Prof. Dr. Eduardus Tandelilin, M.B.A. |
| author_sort | , BERTO USMAN |
| collection | UGM |
| description | Does the online retrieval using Google�s Search engine relevant in explaining
returns, liquidity and volatility of stock return in Indonesia stock exchange? The
results of this study aim to answer that question. Based on the results of the
analysis, the variabel of investor attention represented by Google insight had
positive and significant impact on returns, liquidity and volatility of stock returns
on manufacturing firms in Indonesian Stock Exchange during the period from
2009 to 2010. The hypothesis testing in this study was performed three times by
using panel data regression analysis. The test result revealed that the search of
online information through Google is one of the efforts to reduce the asymmetry
information between informed investors and the un-informed investors.
Ultimately, these results lead us to a conclusion, that the high search of
information will help investors in making investment decisions that impact on
liquidity improvement. Therefore, the increasing of the liquidity of a stock will
affect the volatility returns of share traded. |
| first_indexed | 2024-03-13T22:42:06Z |
| format | Thesis |
| id | oai:generic.eprints.org:100309 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:42:06Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1003092016-03-04T08:45:48Z https://repository.ugm.ac.id/100309/ PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP RETURN, LIKUIDITAS DAN VOLATILITAS RETURN SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR MANUFAKTUR DI BURSA EFEK INDONESIA , BERTO USMAN , Prof. Dr. Eduardus Tandelilin, M.B.A. ETD Does the online retrieval using Google�s Search engine relevant in explaining returns, liquidity and volatility of stock return in Indonesia stock exchange? The results of this study aim to answer that question. Based on the results of the analysis, the variabel of investor attention represented by Google insight had positive and significant impact on returns, liquidity and volatility of stock returns on manufacturing firms in Indonesian Stock Exchange during the period from 2009 to 2010. The hypothesis testing in this study was performed three times by using panel data regression analysis. The test result revealed that the search of online information through Google is one of the efforts to reduce the asymmetry information between informed investors and the un-informed investors. Ultimately, these results lead us to a conclusion, that the high search of information will help investors in making investment decisions that impact on liquidity improvement. Therefore, the increasing of the liquidity of a stock will affect the volatility returns of share traded. [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , BERTO USMAN and , Prof. Dr. Eduardus Tandelilin, M.B.A. (2012) PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP RETURN, LIKUIDITAS DAN VOLATILITAS RETURN SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR MANUFAKTUR DI BURSA EFEK INDONESIA. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=56141 |
| spellingShingle | ETD , BERTO USMAN , Prof. Dr. Eduardus Tandelilin, M.B.A. PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP RETURN, LIKUIDITAS DAN VOLATILITAS RETURN SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR MANUFAKTUR DI BURSA EFEK INDONESIA |
| title | PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP
RETURN, LIKUIDITAS DAN VOLATILITAS RETURN
SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR
MANUFAKTUR DI BURSA EFEK INDONESIA |
| title_full | PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP
RETURN, LIKUIDITAS DAN VOLATILITAS RETURN
SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR
MANUFAKTUR DI BURSA EFEK INDONESIA |
| title_fullStr | PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP
RETURN, LIKUIDITAS DAN VOLATILITAS RETURN
SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR
MANUFAKTUR DI BURSA EFEK INDONESIA |
| title_full_unstemmed | PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP
RETURN, LIKUIDITAS DAN VOLATILITAS RETURN
SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR
MANUFAKTUR DI BURSA EFEK INDONESIA |
| title_short | PENGARUH GOOGLE SEARCH TRAFFIC TERHADAP
RETURN, LIKUIDITAS DAN VOLATILITAS RETURN
SAHAM STUDI EMPIRIS: PERUSAHAAN SEKTOR
MANUFAKTUR DI BURSA EFEK INDONESIA |
| title_sort | pengaruh google search traffic terhadap return likuiditas dan volatilitas return saham studi empiris perusahaan sektor manufaktur di bursa efek indonesia |
| topic | ETD |
| work_keys_str_mv | AT bertousman pengaruhgooglesearchtrafficterhadapreturnlikuiditasdanvolatilitasreturnsahamstudiempirisperusahaansektormanufakturdibursaefekindonesia AT profdreduardustandelilinmba pengaruhgooglesearchtrafficterhadapreturnlikuiditasdanvolatilitasreturnsahamstudiempirisperusahaansektormanufakturdibursaefekindonesia |