DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009
The movement of stock prices traded in the Indonesia Stock Exchange can be monitored from the fluctuation of the Jakarta Composite Index (JCI or IHSG) enabling one to establish whether the market is bullish or otherwise bearish. Inconsistencies from previous researches on the effects of economy indi...
| Main Authors: | , |
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| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: |
| _version_ | 1797032567718805504 |
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| author | , Rahaditomo Muktiwibowo , Prof. DR. Nopirin, M.A. |
| author_facet | , Rahaditomo Muktiwibowo , Prof. DR. Nopirin, M.A. |
| author_sort | , Rahaditomo Muktiwibowo |
| collection | UGM |
| description | The movement of stock prices traded in the Indonesia Stock Exchange can be
monitored from the fluctuation of the Jakarta Composite Index (JCI or IHSG)
enabling one to establish whether the market is bullish or otherwise bearish.
Inconsistencies from previous researches on the effects of economy indicators toward
stock indices has created research gaps. Thru this research some economy indicators
with inconsistencies in previous research such as BI rate, oil price, gold price,
exchange rate IDR/USD, Nikkei 225 index and Dow Jones Industrial Average (DJIA)
will be further analyzed. This research will analyze the effects of the aforementioned
indicators and establish the determinant towards the movement of the JCI.
Sample of this research will be available monthly information regarding BI
rate, oil price, gold price, exchange rate IDR/USD, Nikkei 225 index and DJIA within
the period of 2000 up to 2009. Such indicators will be analyzed using Linear Multiple
Regression, satisfying classical assumption tests beforehand.
The result of this research has indicated the BI rate is the determinant of JCI
movement. BI rate has a significant negative effect towards the JCI. While other
indicators have significant impact both simultaneously or partially. The unique
condition of the Indonesia stock market within the observed period notably the
dominance of the mining sector has opposite outcome of previous research on the
effects oil prices towards stock indices. The increase of gold prices also does not
reflect the predicted effects toward the JCI. |
| first_indexed | 2024-03-13T22:40:06Z |
| format | Thesis |
| id | oai:generic.eprints.org:99749 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:40:06Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:997492016-03-04T08:48:28Z https://repository.ugm.ac.id/99749/ DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 , Rahaditomo Muktiwibowo , Prof. DR. Nopirin, M.A. ETD The movement of stock prices traded in the Indonesia Stock Exchange can be monitored from the fluctuation of the Jakarta Composite Index (JCI or IHSG) enabling one to establish whether the market is bullish or otherwise bearish. Inconsistencies from previous researches on the effects of economy indicators toward stock indices has created research gaps. Thru this research some economy indicators with inconsistencies in previous research such as BI rate, oil price, gold price, exchange rate IDR/USD, Nikkei 225 index and Dow Jones Industrial Average (DJIA) will be further analyzed. This research will analyze the effects of the aforementioned indicators and establish the determinant towards the movement of the JCI. Sample of this research will be available monthly information regarding BI rate, oil price, gold price, exchange rate IDR/USD, Nikkei 225 index and DJIA within the period of 2000 up to 2009. Such indicators will be analyzed using Linear Multiple Regression, satisfying classical assumption tests beforehand. The result of this research has indicated the BI rate is the determinant of JCI movement. BI rate has a significant negative effect towards the JCI. While other indicators have significant impact both simultaneously or partially. The unique condition of the Indonesia stock market within the observed period notably the dominance of the mining sector has opposite outcome of previous research on the effects oil prices towards stock indices. The increase of gold prices also does not reflect the predicted effects toward the JCI. [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Rahaditomo Muktiwibowo and , Prof. DR. Nopirin, M.A. (2012) DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55935 |
| spellingShingle | ETD , Rahaditomo Muktiwibowo , Prof. DR. Nopirin, M.A. DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 |
| title | DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 |
| title_full | DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 |
| title_fullStr | DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 |
| title_full_unstemmed | DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 |
| title_short | DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 |
| title_sort | determinan pergerakan ihsg pada periode 2000 2009 |
| topic | ETD |
| work_keys_str_mv | AT rahaditomomuktiwibowo determinanpergerakanihsgpadaperiode20002009 AT profdrnopirinma determinanpergerakanihsgpadaperiode20002009 |