Hartono, Verencia Permatasari (2015) DAMPAK VARIABEL MAKROEKONOMI DAN INDEKS SAHAM GLOBAL TERHADAP INDEKS HARGA LQ45 DI BURSA EFEK INDONESIA. Skripsi thesis, Universitas Tarumanagara.
Full text not available from this repository.Abstract
The objective of this research was to examine the macroeconomics variable and global stock price index that influencing LQ45 stock price. There were three fundamental macroeconomics variables in this study such as Exchange rate of Rupiah, Interest Rate (SBI), and gold prices which used with global stock price index (Dow Jones Industrial Average) to examine their influence to LQ45 stock price. The sampling data used are 69 months from 2009 January until 2014 September. The selection of the sample used is a non-probability sampling method, using purposive sampling technique. The method used is multiple regression analysis and Error Correction Model using software Eviews 6.0 with a significance level of 5%. The result of t-test show that gold prices have not influence LQ45 stock price. While the Exchange rate of Rupiah, Interest Rate (SBI), and Dow Jones Industrial Average have influence LQ45 stock price. The result of F- test (jointly test) show that there are significant jointly between Exchange rate of Rupiah, Interest Rate (SBI), gold price, and Dow Jones Industrial Average on LQ45 stock price.The result of ECM Models show that between Exchange rate of Rupiah, Interest Rate (SBI), gold price, and Dow Jones Industrial Average on LQ45 stock price, there was not able to achieve a balance in the long run.
| 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 04:40 |
| Last Modified: | 15 Jun 2021 04:40 |
| URI: | http://repository.untar.ac.id/id/eprint/31064 |
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