Ghifari, Rahadian Fajri and Dr. Drs. Muhammad Saifi, M. Si (2020) Pengaruh Tokyo Stock Price Index (TOPIX) dan Shanghai Stock Exchange (SSE) Terhadap Indeks Harga Saham Gabungan (IHSG) (Studi pada Bursa Efek Indonesia periode 2015 – 2018). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk menganalisis secara empiris pengaruh indeks harga saham negara di Asia+2 terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Variabel bebas yang digunakan dalam penelitian ini adalah Tokyo Stock Price Index (TOPIX) dan Shanghai Stock Exchange (SSE). Sedangkan variabel terikat yang digunakan adalah Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Teknik pengumpulan data dalam penelitian ini adalah dengan metode dokumentasi dengan menelusuri informasi secara historis. Sampel pada penelitian ini berjumlah 3 indeks dengan periode 4 tahun, maka jumlah pengamatan dalam penelitian ini sebanyak 144 yang diperoleh dari hasil perkalian 3 indeks x 4 tahun x 12 bulan. Data yang diperoleh dalam penelitian dianalisis dengan metode analisis regresi liniear berganda yang di uji lebih dulu dengan uji asumsi klasik sedangkan pengujian hipotesis nya dilakukan dengan uji F dan uji T. Hasil penelitian menunjukan bahwa Tokyo Stock Price Index (TOPIX) dan Shanghai Stock Exchange (SSE) memiliki pengaruh signifikan secara simultan terhadap Indeks Harga Saham Gabungan, sedangkan untuk Tokyo Stock Price Index (TOPIX) dan Shanghai Stock Exchange (SSE) memiliki pengaruh signifikan secara parsial terhadap Indeks Harga Saham Gabungan,
English Abstract
The study aims to empirically analyze the influence of the country's share price index in Asia+2 against the Joint Stock Price Index in the Indonesian Stock Exchange. The independent variables used in this study are the Tokyo Stock Price Index (TOPIX) and the Shanghai Stock Exchange (SSE). Meanwhile, the dependent variable used is the Joint Stock Price Index in Indonesian Stock Exchange. The data collection technique used in this study is the documentation method by tracing the information historically. The samples in this study amounted to 3 indexes within the period of 4 years, hence the number of observations in this study is as much as 144 obtained from the result of the multiplication of 3 indices x 4 years x 12 months. The Data obtained in the study was analyzed using multiple linear regression analysis method that were tested in advanced with the classic assumption test while the testing of the hypothesis was done with F test and T test. The results showed that the Tokyo Stock Price Index (TOPIX) and the Shanghai Stock Exchange (SSE) has significant simultaneous influences on the Joint Stock Price Index, while for the Tokyo Stock Price Index (TOPIX) and the Shanghai Stock Exchange (SSE) has a partial significant influence on the Joint Stock Price Index.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0520030188 |
| Uncontrolled Keywords: | Tokyo Stock Price Index (TOPIX), Shanghai Stock Exchange (SSE), Indeks Harga Saham Gabungan, Tokyo Stock Price Index (TOPIX), Shanghai Stock Exchange (SSE), Indeks Harga Saham Gabungan |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Zainul Mustofa |
| Date Deposited: | 09 Aug 2022 03:11 |
| Last Modified: | 26 Sep 2024 03:51 |
| URI: | http://repository.ub.ac.id/id/eprint/193071 |
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