Widiana, Ida I Dewa Agung (2019) Pengaruh Variabel Makroekonomi, Dow Jones Industrial Avarage Index, Shanghai Stock Exchagecomposite Index, Dan The Strait Times Index Terhadap Indeks Harga Saham Gabungan Di Bursa Efek Indonesia. Sarjana thesis, Universitas Brawijaya.
Abstract
Fluktuasi Indeks Harga Saham Gabungan di pengaruhi oleh faktor makroekonomi dan indeks harga saham asing oleh karena itu tujuan penelitian ini untuk mengetahui dan menganalisis pengaruh variabel makroekonomi, Dow Jones Industrial Average Index, Shanghai Stock Exchange Composite Index, dan The Straits Times Index terhadap Indeks Harga Saham gabungan di Bursa Efek Indonesia (BEI) selama periode Maret 2009 sampai Desember 2018. Variabel yang diteliti mencakup harga minyak dunia, inflasi, suku bunga, Dow Jones Industrial Average Index (DJIA), Shanghai Stock Exchange Composite Index (SSEC), dan The Straits Times Index (STI). Penelitian ini menggunakan metode analisis regresi linier berganda. Hasil dari penelitian ini menunjukan bahwa inflasi dan suku bunga tidak berpengaruh signifikan terhadap IHSG, sementara itu harga minyak dunia dan indeks SSEC berpengaruh negatif signifikan terhadap IHSG. Variabel DJIA dan STI berpengaruh positif signifikan terhadap IHSG. Hasil penelitian ini mengindikasikan bahwa IHSG merupakan indeks harga saham yang dapat dipengaruhi oleh variabel makroekonomi dan indeks harga saham dari negara lain.
English Abstract
Fluctuations in Jakarta Composite Index influenced by macroeconomic factors and foreign stock price indexes, therefore the purpose of this study is to investigate and analyze the influence of macroeconomic variables, Dow Jones Industrial Average, Shanghai Stock Exchange Composite, and The Straits Times Index on Jakarta Composite Index in Indonesia Stock Exchange (ISE) covering period from March 2009 to December 2018. Variables studied included crude oil (Brent) price, inflation, interest rates, Dow Jones Industrial Average (DJIA), Shanghai Stock Exchange Composite (SSEC), and The Straits Times Index (STI). This research uses multiple regression analysis methods. The results showed that the (JCI) was influenced by several macroeconomic and foreign share price. Inflation and interest rates have no significant effect on the JCI, while crude oil prices and the SSEC have a significant negative effect on the JCI. DJIA and STI variables have a significant positive effect on JCI. The results of this study indicate that the JCI is a stock price index that can be influenced by macroeconomic variables and stock price indexes from other countries.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/681/052000853 |
| Uncontrolled Keywords: | Variabel Makroekonomi, Dow Jones Industrial Average Index, Shanghai Stock Exchange Composite Index, The Straits Times Index, Indeks Harga Saham Gabungan |
| Subjects: | 300 Social sciences > 339 Macroeconomics and related topics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Endang Susworini |
| Date Deposited: | 18 Aug 2020 03:12 |
| Last Modified: | 18 Aug 2020 03:12 |
| URI: | http://repository.ub.ac.id/id/eprint/178909 |
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