FAKTOR - FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS INVESTASI SAHAM DI BURSA EFEK INDONESIA PADA PERIODE KRISIS GLOBAL
| Main Authors: | , Perak Rosinta Jennyfer, , Dr. Mamduh M. Hanafi, MBA |
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| Format: | Thesis NonPeerReviewed |
| Terbitan: |
[Yogyakarta] : Universitas Gadjah Mada
, 2014
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| Subjects: | |
| Online Access: |
https://repository.ugm.ac.id/133549/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=74249 |
Daftar Isi:
- This research aims to analyze the Factors Influencing Stock Investment's Systematic Risk in the Indonesian Stock Exchange during the Global Crisis Period of 2008-2010. The samples of the research are the companies in LQ45 listed in the Indonesian Stock Exchange from 2008 to 2010 that is 19 companies which fulfilled the sample selection criteria. The samples are chosen using purposive sampling method. The independent variable in this research are Liquidity, Leverage, Profitability, Interest Rate of Bank Indonesia's Certificate, and Foreign Currency Exchange, while the dependent variable is stock investment risk. The data used are secondary data obtained from the Indonesian Stock Exchange (BEI) and the Indonesian Capital Market Directory (ICMD), Bank Indonesia's publications both issued publications as well as those in Bank Indonesia's site, and stock data and IHSG obtained from finance.yahoo.com site, and additional data used as theoretical basis in the problem discussion obtained from literatures, books, journals, and articles related with the problem to be discussed. Analysis technique used in this research is Multiple Regression Analysis Technique. This technique is used to test whether the independent variables influence the dependent variable. The result of the test shows that in this study the Leverage and Profitability as measured by ROA has a positive and significant influence on stock systematic risk while the other variables show results that not support the hypothesis proposed in the research.