SARI, ALVITA (2009) PENGARUH NILAI TUKAR RUPIAH, TRANSAKSI SAHAM OLEH INVESTOR ASING DAN SUKU BUNGA TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA PERIODE JANUARI 2007 - JULI 2009. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
Penelitian ini mengkaji pengaruh nilai tukar, transaksi saham oleh investor asing dan suku bunga terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Dengan menggunakan data sekunder mingguan Pengamatan dilakukan dari bulan Januari 2007 sampai dengan Juli 2009, dengan menggunakan teknik Ordinary Least Square. Hasil regresi menunjukkan bahwa terdapat pengaruh antara variabel nilai tukar, transaksi saham oleh investor asing dan suku bunga secara bersama-sama terhadap pergerakan IHSG di BEI. Secara individu, variabel yang paling berpengaruh signifikan terhadap IHSG adalah nilai tukar dan suku bunga, dan keduanya berpengaruh negatif terhadap IHSG. Sedangkan Transaksi saham oleh investor asing tidak berpengaruh signifikan terhadap IHSG. Rekomendasi yang dapat diberikan untuk penelitian lebih lanjut adalah dengan menambah observasi dan memilah variabel nilai transaksi oleh investor asing berdasarkan per sektor, agar dapat diketahui pengaruhnya terhadap indeks sektoral. This study examined the influence of exchange rates, stock transactions by foreign investors and the interest rate represented by SBI on the IHSG in Indonesia Stock Exchange. This study uses secondary data that include the exchange rate of rupiah against the U.S. dollar, the stock transactions by foreign investors and the interest rate on the IHSG. Observations were made from January 2007 until July 2009. This study analyze data using the Ordinary Least Square technique. The results show that there are influence between variable exchange rates, stock transactions by foreign investors and interest rate together against IHSG movement in the BEI. Individually, the most influential variable of the IHSG is the exchange rate and interest rate, and both have a negative effect on IHSG. While the stock transactions by foreign investors do not have a significant effect on IHSG. Recommendations can be given is: for further research to better results, the research period should be extended and variable value of transactions by foreign investors based on per sector is specified, in order to know its impact on sectoral indices.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-09-123 |
| NIM/NIDN Creators: | 55106120012 |
| Uncontrolled Keywords: | nilai tukar, saham, mku, manajemen keuangan |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | ORYZA LUVITA |
| Date Deposited: | 12 May 2022 07:46 |
| Last Modified: | 14 Jul 2022 03:42 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/61087 |
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