PENGARUH BERBAGAI INDEKS SAHAM DI ASIA TERHADAP INDEKS HARGA SAHAM GABUNGAN PADA TAHUN 2009-2013

Sylvia, Vilia (2015) PENGARUH BERBAGAI INDEKS SAHAM DI ASIA TERHADAP INDEKS HARGA SAHAM GABUNGAN PADA TAHUN 2009-2013. Skripsi thesis, Universitas Tarumanagara.

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Abstract

The purpose of this study is to analyze the effect of Nikkei 225 Index, Strait Times Index, Kuala Lumpur Composite Index, Hang Seng Index and PSE Composite Index against Jakarta Composite Index (JCI) during the observed period from 2009-2013. The analytical method used in this study are unit root test, classic assumption test, ECM estimation ,co-integration test and multiple regression analysis performed with E-views 6.0. This research used monthly data from 2009 – 2013 for each variable. This research analyzing the influence of Nikkei 225 Index, Strait Times Index, Kuala Lumpur Composite Index, Hang Seng Index and PSE Composite Index toward Jakarta Composite Index simultaneously and partially. The result of the study shows that simultaneously Nikkei 225 Index, Strait Times Index, Kuala Lumpur Composite Index, Hang Seng Index and PSE Composite Index has significant effect on Jakarta Composite Index, but partially only Strait Times Index, Kuala Lumpur Composite Index and PSE Composite Index that has significant effect on Jakarta Composite Index, while Hang Seng Index and Nikkei 225 Index partially has no effect on Jakarta Composite Index.

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: FE Perpus
Date Deposited: 15 Jun 2021 04:22
Last Modified: 15 Jun 2021 04:22
URI: http://repository.untar.ac.id/id/eprint/31059

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