Salam, Jundi Abdu Robih (2019) Pengaruh Indeks Harga Saham Kawasan Asia Tenggara Terhadap Indeks Harga Saham Gabungan (IHSG) (Studi pada Bursa Efek Indonesia Tahun 2016-2018). Sarjana thesis, Universitas Brawijaya.
Abstract
Tujuan dalam penelitian ini untuk menguji pengaruh FTSE Bursa Malaysia KLCI (KLCI), Singapura Straits Times Index (STI), Stock Exchange of Thailand (SET) mewakili Thailand, Philipine Stock Exchange Composite Index (PSEI), serta Vietnam Ho Chi Minh Stock Index (VNI), secara simultan dan parsial terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia. Jenis penelitian ini adalah explanatory. Variabel penelitian ini adalah KLCI, STI, SET, PSEI, dan VNI sebagai variabel bebas serta variabel IHSG sebagai variabel terikat. Populasi dan sampel dalam penelitian ini adalah data penutupan bulanan KLCI, STI, SET, PSEI, VNI, dan IHSG dari bulan Januari 2016 sampai bulan Desember 2018 sebanyak 36 bulan. Metode Analisis data dengan menggunakan analisis regresi linier berganda. Hasil penelitian menunjukkan variabel 1) KLCI, STI, SET, PSEI, dan VNI secara simultan berpengaruh positif dan signifikan terhadap IHSG; 2) secara parsial variabel KLCI, SET, PSEI, dan VNI berpengaruh positif dan signifikan terhadap IHSG sedangkan variabel STI berpengaruh negatif dan signifikan terhadap IHSG. Saran dan rekomendasi yang dapat diberikan dari peneliti dalam penelitian ini adalah diharapkan investor dan pelaku pasar memperhatikan pergerakan indeks harga saham negara lain khususnya indeks harga saham di Kawasan Asia Tenggara karena berdasarkan penelitian ini menunjukkan adanya pengaruh terhadap Indeks Harga Saham Gabungan di Indonesia.
English Abstract
The purpose of this research is to examine the influence of partial and simultaneously of FTSE Bursa Malaysia KLCI (KLCI), Singapore Straits Times Index (STI), Stock Exchange of Thailand (SET), Philipine Stock Exchange Composite Index (PSEI), and Vietnam Ho Chi Minh Stock Index (VNI) towards Jakarta Composite Index (JCI) in Indonesia Stock Exchange. The Type of this research is explanatory research. The research’s variable are KLCI, STI, SET, PSEI, and VNI as independent variable and JCI as dependent variable. Population and sample in this research are monthly closing data of KLCI, STI, SET, PSEI, VNI, and JCI from January 2016 until December 2018, these are counted 36 months. Analysis method in this research is multiple linier regression. The result of this research indicate that 1) KLCI, STI, SET, PSEI, and VNI simultaneously positive and significant impact towards JCI; 2) KLCI, SET, PSEI, and VNI partially have positive and significant effect on JCI, and STI has negative and significant effect on JCI. Suggestions and recommendations that can be given from the researcher in this studies is is expected investors and market participants need to pay more attention about the movements in the stock prices of other countries especially the stock price indices in the Southeast Asia Region for investment decision-making. Based on this research shows there is an influence on the Jakarta Composite Index in Indonesia.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2019/867/052001036 |
| Uncontrolled Keywords: | FTSE Bursa Malaysia KLCI (KLCI), Straits Times Index (STI), Stock Exchange of Thailand (SET), PSE Composite Index (PSEI), Vietnam Ho Chi Minh Stock Index (VNI), Indeks Harga Saham Gabungan (IHSG) FTSE Bursa Malaysia KLCI (KLCI), Straits Times Index (STI), Stock Exchange of Thailand (SET), PSE Composite Index (PSEI), Vietnam Ho Chi Minh Stock Index (VNI), Jakarta Composite Index (JCI) |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | soegeng sugeng |
| Date Deposited: | 18 Aug 2020 03:11 |
| Last Modified: | 21 Oct 2021 00:58 |
| URI: | http://repository.ub.ac.id/id/eprint/178521 |
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