Venska, DewaAyuKartika (2014) The Effect of Global Stock Index (Dow Jones Industrial Average, Nikkei 225, Hang Seng, and Strait Times) on Jakarta Composite Index at Indonesian Stock Exchange period of 2010-2012,. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini dimaksudkan untuk mengetahui dan menganalisis fluktuasi indeks harga saham global dan korelasi dengan Indeks Komposit Jakarta di Bursa Efek Indonesia dan juga untuk menemukan proporsi efek pasar saham global di Indeks Komposit Jakarta. Pasar saham global yang diwakili oleh Dow Jones Industrial Average yang mewakili pasar saham AS, Nikkei 225 yang mewakili Tokyo Japan Stock-Market, Hang Seng Index yang mewakili pasar saham Hong Kong, Strait Times Index yang mewakili pasar saham Singapura. Ini adalah penelitian kuantitatif dan metode penelitian yang digunakan dalam penelitian ini adalah metode penjelasan. Data pengambilan sampel yang digunakan adalah 36 bulan sejak tahun awal 2010 hingga akhir tahun 2012. Penelitian ini menganalisis pengaruh empat pasar saham global terhadap Indeks Komposit Jakarta secara bersamaan dan sebagian. Hasil penelitian menunjukkan bahwa secara bersamaan indeks harga saham pasar saham global memiliki pengaruh signifikan terhadap indeks komposit Jakarta, tetapi hanya secara parsial Dow Jones Industrial Average, Nikkei 225, dan Strait Times Index memiliki pengaruh signifikan terhadap Indeks Komposit Jakarta, sementara saja Hang Seng secara parsial tidak berpengaruh pada Indeks Komposit Jakarta.
English Abstract
This study was intended to know and analyze the fluctuations of the global stock price index and the correlation with Jakarta Composite Index at Indonesian Stock Exchange and also to find the proportion of the global stock markets effect in Jakarta Composite Index. The global stock markets represented by Dow Jones Industrial Average which represents USA stock-market, Nikkei 225 which represent Tokyo Japan stock-market, Hang Seng Index which represents Hong Kong stock-market, Strait Times Index which represents Singapore stock-market. This is quantitative research and the research method used in this study was the explanatory method. The sampling data used are 36 months from the beggining year of 2010 until the end year of 2012. This research analyzing the influence of four global stock markets toward Jakarta Composite Index simultaneously and partially. The result of the study shows that simultaneously the stock price index of global stock markets has significant effect on Jakarta Composite Index, but in partially only Dow Jones Industrial Average, Nikkei 225, and Strait Times index has significant effect on Jakarta Composite Index, while only Hang Seng partially has no effect on Jakarta Composite Index.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2014/108/051402434 |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 21 Apr 2014 14:24 |
| Last Modified: | 22 Oct 2021 04:18 |
| URI: | http://repository.ub.ac.id/id/eprint/116187 |
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