ANALISIS FAKTOR-FAKTOR EKONOMI MAKRO YANG MEMPENGARUHI HARGA SAHAM PADA INDUSTRI TELEKOMUNIKASI YANG TERCATAT DI BURSA EFEK INDONESIA

Main Authors: , Dewi Rusiana Aquasari, , Prof. Dr. Zaki Baridwan, M.Sc.
Format: Thesis NonPeerReviewed
Terbitan: [Yogyakarta] : Universitas Gadjah Mada , 2011
Subjects:
ETD
Online Access: https://repository.ugm.ac.id/89795/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=51064
Daftar Isi:
  • Nowadays, communications technology have become part of human needs, itâ��s also became a lifestyle of Indonesian people and tools to facilitate business. Telecommunications industry has given contribution to national income, and shares of telecommunications industry is one of the active traded stocks on stock market. The objective of this study is to appraise the impact of macroeconomic indicators, i.e gross domestic product, interest rates, inflation factors and currency exchange rates to stock prices of the telecommunications industry during the period of 2005-2010. The method used in this study is multiple regression analysis. Data that has been collected from the monthly statistics of The Indonesia Stock Exchange (IDX), economic indicators of The Central Agency of Statistics (BPS), the SBI interest rate and currency exchange rate of Bank of Indonesia. The use of population is the same as sample of the telecommunications industry registered in IDX. The result shows that GDP, inflation factor, currency exchange rate have significant impact, whereas interest rate only significant if tested simultaneously and not significant effect if tested partially.