Chaterine, Chaterine (2014) ANALISIS PENGARUH BI RATE DAN RETURN IHSG TERHADAP RETURN SAHAM-SAHAM LQ45 PERIODE NOVEMBER 2009 s/d NOVEMBER 2013. Skripsi thesis, UNIVERSITAS TARUMANAGARA.
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Abstract
This study was conducted to analyze the impact of market return and
interest rate to stock return. The research handled in Jakarta, Indonesia therefore the
market return predictor was capital gain of IHSG and the interest rate predictor was
BI rate. As the most liquid stock in Indonesia, this research use LQ45 to be the
subject. The population of this research is all of stocks which are always been
grouped as LQ45 for the period November 2009 until November 2013. The stocks
which are grouped in LQ45 sets every 6 month, so there was 9 periods of LQ45.
The methods of data collection conducted by the internet. The techniques of data
analysis using a multiple regression. The findings of this research showed that 19
out of 23 stock return were significantly influenced by both IHSG return and BI rate.
From those 19 stocks, there is a stock which indicates an autocorrelation on the data
series. The other finding is there’s only 4 out of 18 stock return were significantly
influenced by BI rate, and half of them were positively influenced, and the others
were negatively influenced; in the other hand 18 of 18 stock return were
significantly positively influenced by IHSG’s return.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Subjects: | Skripsi/Tugas Akhir Skripsi/Tugas Akhir > Fakultas Ekonomi |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | FE Perpus |
| Date Deposited: | 25 May 2023 08:41 |
| Last Modified: | 25 May 2023 08:41 |
| URI: | https://repotest.untar.ac.id/id/eprint/40204 |
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