ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI
The purpose of this research is to examine the influence of macroeconomics variables and international stock market to stock price index in Indonesia Stock Exchange (Composite Stock Price Index/IHSG) in the long run. This study uses time series data with period 2008:10 � 2010:12. Variables that us...
| Main Authors: | , |
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| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: |
| _version_ | 1826045318688407552 |
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| author | , Biorika Prima , Eduardus Tandelilin, Prof., Dr., MBA. |
| author_facet | , Biorika Prima , Eduardus Tandelilin, Prof., Dr., MBA. |
| author_sort | , Biorika Prima |
| collection | UGM |
| description | The purpose of this research is to examine the influence of
macroeconomics variables and international stock market to stock price index in
Indonesia Stock Exchange (Composite Stock Price Index/IHSG) in the long run.
This study uses time series data with period 2008:10 � 2010:12. Variables that
used are Indonesia Stock Exchange (IHSG), Dow Jones Industrial Average Index,
Hang Seng Index, money supply (M2), BI rate and inflation. Jakarta Stock
Exchange (IHSG) is the dependent variable where the rest of them are
independent variables.
This research using Ordinary Least Squares method by Co-integration
approach. The result show that IHSG in the long run is determined by Dow Jones
Industrial Average Index (DJIA), Hang Seng Index (HSI), money supply (M2), BI
rate and inflation. DJIA, HSI, Inflation and money supply (M2) has positive effect
and statistically significant on IHSG. Whereas, BI Rate has negative effect and
statistically significant on IHSG. |
| first_indexed | 2024-03-13T22:35:21Z |
| format | Thesis |
| id | oai:generic.eprints.org:98215 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:35:21Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:982152016-03-04T08:45:55Z https://repository.ugm.ac.id/98215/ ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI , Biorika Prima , Eduardus Tandelilin, Prof., Dr., MBA. ETD The purpose of this research is to examine the influence of macroeconomics variables and international stock market to stock price index in Indonesia Stock Exchange (Composite Stock Price Index/IHSG) in the long run. This study uses time series data with period 2008:10 � 2010:12. Variables that used are Indonesia Stock Exchange (IHSG), Dow Jones Industrial Average Index, Hang Seng Index, money supply (M2), BI rate and inflation. Jakarta Stock Exchange (IHSG) is the dependent variable where the rest of them are independent variables. This research using Ordinary Least Squares method by Co-integration approach. The result show that IHSG in the long run is determined by Dow Jones Industrial Average Index (DJIA), Hang Seng Index (HSI), money supply (M2), BI rate and inflation. DJIA, HSI, Inflation and money supply (M2) has positive effect and statistically significant on IHSG. Whereas, BI Rate has negative effect and statistically significant on IHSG. [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Biorika Prima and , Eduardus Tandelilin, Prof., Dr., MBA. (2012) ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=52105 |
| spellingShingle | ETD , Biorika Prima , Eduardus Tandelilin, Prof., Dr., MBA. ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI |
| title | ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI |
| title_full | ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI |
| title_fullStr | ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI |
| title_full_unstemmed | ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI |
| title_short | ANALISIS PENGARUH VARIABEL EKONOMI MAKRO DAN INDEKS SAHAM INTERNASIONAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN KOINTEGRASI |
| title_sort | analisis pengaruh variabel ekonomi makro dan indeks saham internasional terhadap indeks harga saham gabungan di bursa efek indonesia dengan pendekatan kointegrasi |
| topic | ETD |
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