PENGARUH NILAI KURS RUPIAH TERHADAP HARGA SAHAM-SAHAM LQ 45 DI BURSA EFEK INDONESIA (BEI)

Main Author: Pati, Bayu Kresna
Format: Thesis NonPeerReviewed Book
Bahasa: eng
Terbitan: , 2010
Subjects:
Online Access: http://eprints.umm.ac.id/5602/1/i.pdf
http://eprints.umm.ac.id/5602/
Daftar Isi:
  • Investment pass through stock exchange beside extend yield, possess risk too. Large small it risk on stock exchange very extremely influence of condition country in particular sector economic, politics and social. The research is result of study at prices share’s company of LQ 45 in Indonesia Stock Exchange period of February 2008 – January 2010 by the title “The influence of the exchange rate’s values of rupiah to prices share’s of Indonesia Stock Exchange (IDX). The research to analis influence of economic macro variable to share perform. Macro variable in this research is exchange rate’s of Rupiah to US Dollar. With to know macro variable who’s influential, then result it will be reference for investor to doing investment of stock exchange. The election of the share price’s as investment instrument’s it’s because the share price’s is assessed as one of the important factor in showing a stock liquidity. If the condition is on a liquidity stock, so share price’s incline to rise or much longer to stand because of more being attention by the investor. On the contrary, degradation of the share prices is considered as signal which will happened inversion of tendency. Data analysis technique which is used in this research is variable regression of lag. That is regression model which involves free variable X that do not only consisting in this period but also in previous period. Processing data is done by using package program of SPSS version 13.00 with result acquirement of regression as follows Y =Rp.23098,917 – 1,716Xt. From the result of regression calculation which have already done based on existing data, generally it can know that the change of rupiah’s rate have a significant effect to the Share’s price. Based on the conclusion above, the researcher can imply to the investor to able to make put and call decisions on Share by paying attention to the change of rate that happened.