ANALISIS DETERMINAN VOLUME TRANSAKSI SAHAM DAN PENGARUHNYA TERHADAP INDEKS HARGA SAHAM LQ45 DI BEI PERIODE TAHUN 2010-2020

PRATAMA, GABRIEL ANUGRAH (2021) ANALISIS DETERMINAN VOLUME TRANSAKSI SAHAM DAN PENGARUHNYA TERHADAP INDEKS HARGA SAHAM LQ45 DI BEI PERIODE TAHUN 2010-2020. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The study was conducted to determine the effect of the BI interest rate, dollar exchange rate, yuan exchange rate and the Shanghai Composite Index (SSE) index on the LQ45 stock index. The study was conducted using 121 samples consisting of monthly data for all variables from 2010 to 2020. Data analysis was performed using multiple linear regression analysis techniques. The results show the BI interest rate, dollar exchange rate, yuan exchange rate and Shanghai Composite index simultaneously have a significant effect on the LQ45 stock index. BI interest rate and yuan exchange rate partially have a significant effect on the LQ45 stock index. The dollar exchange rate and Shanghai Composite index have no significant effect on the LQ45 stock index. The BI interest rate, dollar exchange rate, yuan exchange rate and Shanghai Composite index simultaneously affect volume of transactions. Partially, BI interest rate, dollar exchange rate, yuan exchange rate have a significant effect on transaction volume, while Shanghai Composite index has no significant effect on transaction volume. Simultaneously, BI interest rate, dollar exchange rate, yuan exchange rate, and Shanghai Composite index have a significant effect on the LQ45 stock index with transaction volume as an intervening variable. Keywords: LQ45 Index, BI Interest Rate, Dollar Exchange Rate, Yuan Exchange Rate, SSE Index, Transaction Volume Penelitian dilakukan untuk mengetahui pengaruh suku bunga BI, nilai tukar dollar, nilai tukar yuan dan indeks Shanghai Composite Index (SSE) terhadap indeks saham LQ45. Penelitian dilakukan dengan menggunakan 121 sampel yang terdiri dari data bulanan keseluruhan variabel dari tahun 2010 sampai 2020. Analisis data dilakukan dengan teknik analisis regresi linier berganda. Hasil analisis menunjukkan suku bunga BI, nilai tukar dollar, nilai tukar yuan dan indeks Shanghai Composite secara simultan berpengaruh terhadap indeks saham LQ45. Suku bunga BI dan nilai tukar yuan secara parsial berpengaruh signifikan terhadap indeks saham LQ45. Nilai tukar dollar dan indeks Shanghai Composite tidak berpengaruh signifikan terhadap indeks saham LQ45. Suku bunga BI, nilai tukar dollar, nilai tukar yuan dan indeks Shanghai Composite secara simultan berpengaruh terhadap volume transaksi. Secara parsial, suku bunga BI, nilai tukar dollar, nilai tukar yuan berpengaruh signifikan terhadap volume transaksi, sedangkan indeks Shanghai Composite tidak berpengaruh signifikan terhadap volume transaksi. Secara simultan suku bunga BI, nilai tukar dollar, nilai tukar yuan, dan indeks Shanghai Composite berpengaruh signifikan terhadap indeks saham LQ45 dengan volume transaksi sebagai variabel intervening. Kata Kunci: Indeks LQ45, Suku Bunga BI, Kurs Dollar, Kurs Yuan, Indeks SSE, Volume Transaksi

Item Type: Thesis (S2)
NIM/NIDN Creators: 55118320008
Uncontrolled Keywords: Indeks LQ45, Suku Bunga BI, Kurs Dollar, Kurs Yuan, Indeks SSE, Volume Transaksi
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.24 Financial Institutions/Lembaga Keuangan
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 23 Mar 2022 02:32
Last Modified: 10 Jul 2023 01:30
URI: http://repository.mercubuana.ac.id/id/eprint/58650

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