PENGARUH BURSA SAHAM GLOBAL DAN MAKRO EKONOMI TERHADAP PERGERAKAN INDEKS HARGA SAHAM GABUNGAN DI BEI ( Periode 2014-2018 )

APRIANI, ERNA (2020) PENGARUH BURSA SAHAM GLOBAL DAN MAKRO EKONOMI TERHADAP PERGERAKAN INDEKS HARGA SAHAM GABUNGAN DI BEI ( Periode 2014-2018 ). S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to study the effect of global markets and macroeconomics on joint stock price movements. This research was conducted at the Indonesia Stock Exchange with the period 2014-2018. The model used in this study uses the VAR / VECM method with the results of the DJIA Variable there is a significant influence on the movement of the CSPI, this means that an increase in the Dow Jones index will have an effect on increasing the value of the CSPI. Significantly, there was no influence between the NIKKEI225 variable on the movement of the JCI because t-statistics were greater than t-tables at the coefficient level. The results of the STI index influence, the value of t-statistics in the short term the effect of the STI shows that the STI has a significant effect on the CSPI, this is indicated by t-statistics smaller than the t-table. Inflation research results, in the short term, there is a significant influence between inflation variables on the movement of the CSPI. BiRate has a significant influence on the CSPI with the tstatistic value in the short term is smaller than the t-table, meaning that in the short term the BiRate increase of 1% will affect the movement of the Composite Stock Price Index (CSPI). The t-statistic value in the short term variable USD / IDR exchange rate has a positive effect on the movement of the JCI. This means that an increase in the exchange rate (IDR / USD) will have an effect on increasing the value of the CSPI and conversely a decrease in the exchange rate (IDR / USD) will have an effect of reducing the value of the CSPI. Keywords: Global Stock Exchange, Macroeconomics, CSPI Penelitian ini bertujuan untuk mempelajari pengaruh pasar global dan ekonomi makro terhadap pergerakan harga saham gabungan. Penelitian ini dilakukan di Bursa Efek Indonesia dengan periode 2014-2018. Model yang digunakan dalam penelitian ini menggunakan metode VAR / VECM dengan hasil Variabel DJIA ada pengaruh yang signifikan terhadap pergerakan IHSG, ini berarti bahwa kenaikan indeks Dow Jones akan berdampak pada peningkatan nilai IHSG. Secara signifikan, tidak ada pengaruh antara variabel NIKKEI225 pada pergerakan IHSG karena t-statistik lebih besar dari t-tabel pada tingkat koefisien. Hasil pengaruh indeks STI, nilai t-statistik dalam jangka pendek pengaruh IMS menunjukkan bahwa STI memiliki pengaruh yang signifikan terhadap IHSG, hal ini ditunjukkan oleh t-statistik yang lebih kecil dari t-tabel. Hasil penelitian inflasi, dalam jangka pendek, ada pengaruh yang signifikan antara variabel inflasi terhadap pergerakan IHSG. BiRate memiliki pengaruh signifikan terhadap IHSG dengan nilai t-statistik dalam jangka pendek lebih kecil dari t-tabel, artinya dalam jangka pendek kenaikan BiRate sebesar 1% akan mempengaruhi pergerakan Indeks Harga Saham Gabungan (IHSG). Nilai tstatistik dalam variabel jangka pendek nilai tukar USD / IDR memiliki efek positif pada pergerakan IHSG. Ini berarti bahwa kenaikan nilai tukar (USD / IDR) akan berdampak pada peningkatan nilai IHSG dan sebaliknya penurunan nilai tukar (USD / IDR) akan memiliki efek mengurangi nilai IHSG. Kata Kunci : Bursa Saham Global, Makro Ekonomi, IHSG

Item Type: Thesis (S2)
Call Number: TM/51/21/034
NIM/NIDN Creators: 55117120092
Uncontrolled Keywords: Bursa Saham Global, Makro Ekonomi, IHSG
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 338 Production, Industrial Economics/Produksi, Ekonomi Industri
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 338 Production, Industrial Economics/Produksi, Ekonomi Industri > 338.7 Joint Ventures/Perusahaan Bersama
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 339 Macroeconomics and Related Topics/Makroekonomi, Ekonomi Makro dan Topik Terkait > 339.5 Macroeconomics Policy/Kebijakan Makroekonomi, Kebijakan Ekonomi Makro
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.9 Accounting for Specific Kinds of Organizations/Akuntansi untuk Jenis Organisasi Tertentu > 657.95 Corporations/Perusahaan
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Putra Arsy Anugrah
Date Deposited: 09 Nov 2021 04:39
Last Modified: 14 Dec 2021 03:46
URI: http://repository.mercubuana.ac.id/id/eprint/50113

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