scholarly journals The Effect of Inflation Rate, Exchange Rate, The Certificate of Bank Indonesia (SBI) Interest Rate and Sharia Stock Trading Volume on Sharia Stock Performance in Companies Listed on the Indonesian Sharia Stock Index (ISSI)

2021 ◽  
Vol 8 (3) ◽  
pp. 326
Author(s):  
Teddy Sumirat Bassar ◽  
Nury Effendi ◽  
Achmad Kemal Hidayat ◽  
Budiono Budiono
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Trading Volume ◽  
Research Method ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Stock Index ◽  
Stock Trading ◽  
Stock Performance

This study aims to determine and analyze the effect of the inflation rate, exchange rate, SBI interest rate and Sharia stock trading volume on the performance of Sharia stocks in companies listed on the Indonesian Sharia Stock Index. In this study, a research model was created using Sharia stock performance as the dependent variable. While the independent variables are the inflation rate, exchange rate, certificate of Bank Indonesia (SBI) interest rate and Sharia stock trading volume. The research method used is quantitative research method with multiple regression models using panel data. The research object employs Sharia stocks from companies that are in the Indonesian Sharia Stock Index (ISSI), namely Sharia stocks that are listed on the stock exchange, active, and meet the requirements of the Capital Market in Indonesia during the period January 2014 to December 2018. The object of this research includes all 392 companies using purposive sampling technique. Further, the samples used are 278 companies that meet the requirements. Based on the results, it shows that the inflation rate has no effect on the performance of Sharia stocks. Next, the exchange rate and the SBI interest rate have a significant negative effect on the performance of Sharia stocks, while the trading volume of Sharia stocks has no effect on the performance of Sharia stocks.

PENGARUH TINGKAT SUKU BUNGA DEPOSITO, KURS VALUTA ASING DAN TINGKAT INFLASI TERHADAP VOLUME PERDAGANGAN SAHAM PADA BURSA EFEK INDONESIA

2021 ◽  
pp. 339-352
Author(s):  
Susi E. Situmeang ◽  
Kornel Munthe ◽  
Antonius M Purba
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Foreign Exchange ◽  
Trading Volume ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Foreign Exchange Rate ◽  
Survey Method ◽  
Manufacturing Companies ◽  
Stock Trading

The purpose of this study was to determine the effect of deposit interest rates, foreign exchange rates and inflation rates on the volume of stock trading on the Indonesia Stock Exchange. This study applies a survey method to 54 Manufacturing companies that have been listed on the Indonesia Stock Exchange for the 2017-2019 period. The sampling technique used the proportional random sampling method. The research data were analyzed using multiple linear regression analysis. The results showed that the variable deposit interest rate, foreign exchange rate, inflation rate simultaneously had a significant effect on stock trading volume and the variable deposit interest rate, foreign exchange rate, inflation rate partially had a positive and significant effect on the volume of stock trading in manufacturing companies in Indonesia. Indonesia stock exchange. The coefficient of determination (R^2) is 50.7 percent, this shows that variations in the variable deposit interest rate, foreign exchange rate, inflation rate can explain the variation in stock trading volume 50.7%.

Anlysis Of Factors Affecting Price Movements Of The Joint Stock Index On Indonesia Stock Exchange In 2015-2019

2021 ◽  
Vol 4 (4) ◽  
pp. 113-117
Author(s):  
Jonerli Gunawan ◽  
Ella Silvana Ginting
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Composite Index ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Oil Price ◽  
Stock Index ◽  
Factors Affecting

The study aims in determining and analyzing the effect ofInflation Rate, Exchange rate, Interest rate and Oil Prices on Indonesia Composite Index simultaneously and partially on the Indonesian Stock Exchange in 2015-2019. The population that is used in this study is Indonesia Composite Index on the Indonesian Stock Exchange (IDX) period in 2015 to 2019 which totaling 60 months. The samplex selection uses a saturated sampling technique so all polulation are used as samples. This research used quantitative descriptive by testing classic assumption tests and multiple linear regression analysis using IBM SPSS Statistics 21 aplications.Simultaneously Inflation Rate, Exchange rate, Interest rate and oil price have an effect on Indonesia Composite Index. Partially, Infaltion Rate and Oil Price have a significant effect on Indonesia Composite Index while Exchange Rate, Interest Rate have no effect on Indonesia Composite Index in Indonesia Stock Exchange Periode 2015-2019.

scholarly journals Pengaruh Devidend Payout Ratio, Devidend Yield, Ukuran Perusahaan, Volume Perdagangan, Nilai Tukar, Inflasi, dan Tingkat Suku Bunga Terhadap Volatilitas Harga Saham Pada Perusahaan Manufaktur Yang Tercatat Di Bursa Efek Indonesia Tahun 2012-2016

2019 ◽  
Vol 2 (1) ◽  
pp. 73-82
Author(s):  
Syarifah Nur Azura ◽  
Myrna Sofia ◽  
Nurhasanah Nurhasanah ◽  
Firmansyah Kusasi
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Price Volatility ◽  
Sampling Technique ◽  
Company Size ◽  
Manufacturing Companies ◽  
Stock Price Volatility

The aims of this study is to look at the effect of Devidend Payout Ratio, Devidend Yield, Company Size, Trading Volume, Exchange Rate, Inflation, Interest Rate Against Stock Price Volatility. With a purposive sampling technique, this study took 7 companies as samples of 153 manufacturing companies listed on the Indonesia Stock Exchange in 2012-2016. Data analysis was performed using Multiple Regression. The results of the study show that the Devidend Payout Ratio has an effect on Stock Price Volatility, while the Devidend Yield, Company Size, Trading Volume, Exchange Rate, Inflation and Interest Rate do not affect the Stock Price Volatility. While simultaneously all the independent variables tested showed a significant effect on Stock Price Volatility in Manufacturing companies listed on the Indonesia Stock Exchange in 2012-2016.

The Effect of Macroeconomic Conditions on the Performance of Vietnamese Stock Market

2021 ◽  
Vol 8 (12) ◽  
pp. 73-82
Author(s):  
Hien-Ly Pham ◽  
Ching-Chung Lin ◽  
Shih-Ju Chan
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Global Supply Chain ◽  
Gold Price ◽  
Monthly Data ◽  
Macroeconomic Conditions ◽  
The Impact

Vietnam plays an important role in the global supply chain. As one of important emerging markets, many studies have focused on Vietnam-related issues. Vietnam established two stock markets in 2000s. The market performance becomes one of interesting issues to explore. This study is to investigate the impact of macroeconomic variables, including inflation rate, exchange rate, interest rate, imports, exports, and gold price, on Ho Chi Minh stock market. The study period is from July 2000 to October 2014. Using the monthly data collected from Vietnam General Statistic Office, IMF International Financial Statistics, and Ho Chi Minh stock exchange, the empirical findings of our regression model show that there exists a positive relationship for imports and gold price, while the relationships for exchange rate and interest rate are negative. No significant relationship has been found for the variables of inflation rate and exports.

scholarly journals Analisis Reaksi Investor di Bursa Efek Indonesia pada Pelantikan Joko Widodo

2020 ◽  
Vol 12 (1) ◽  
pp. 50
Author(s):  
Komang Lia Karina ◽  
I Nyoman Sujana ◽  
M. Rudi Irwansyah
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
Secondary Data ◽  
Wilcoxon Test ◽  
Stock Index ◽  
Stock Trading ◽  
Significance Level ◽  
Significant Difference ◽  
Before And After

This study aimed to analyze the reaction of investors on Indonesia Stock Exchange to the inauguration of the 8th President by observing whether there were any significant differences in abnormal returns and stock trading volume activities before and after the event. The observation period used in this study was 10 days, with details of each 5 days before and after the President's inauguration event that occurred on 20 October 2019. This research was quantitative research and used daily transaction data on the market capital as a secondary data source. The samples used were companies that were included in the LQ45 stock index for the period August 2019 - January 2020. A non-parametric test in the form of Wilcoxon test was used to test the hypothesis. The results of this study showed that there were no significant difference in abnormal return and stock trading volume activity in the period before and after the event. This was evidenced by the probability value above the significance level of 5%. Thus, the results of this study were stated that there was no reaction from the investor related to the event of the inauguration of the 8th President in Indonesia.

scholarly journals PENGARUH VOLUME PERDAGANGAN SAHAM DI MATURE MARKET TERHADAP VOLUME PERDAGANGAN SAHAM DI EMERGING MARKET

2019 ◽  
Vol 4 (1) ◽  
pp. 11-19
Author(s):  
Yunita Astikawati ◽  
Avelius Dominggus Sore
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Emerging Market ◽  
Investment Decision ◽  
Volume Effect ◽  
Stock Index ◽  
Multilinear Regression ◽  
Stock Trading ◽  
Purposive Sampling ◽  
Mature Market

Abstract:  Mature market is safer investment than emerging market. It’s became a references to emerging market in order to make investment decision particularly in stock exchange. Therefore, the analize to test of effect the stock trading volume in both mature market and emerging market year 2014 until 2018, is needed. The sample was determined by purposive sampling. Stock index which used in this research i.e. NYSE, NASDAQ, FTSE 100, SSEC, HANG SENG, Kopsi, STI, SENSEX, IHSG, JSE, Stock Exchange Thailand, and TSEC Taiwan. To analize the data is used multilinear regression. The result shows that’s mature market which representative by NYSE, Nasdaq, FTSE 100, SSEC, HANGSENG,  Kopsi, and STI has a significant positive effect to IHSG, SET, and TSEC. Meanwhile, NYSE, Nasdaq, FTSE 100, SSEC, HANGSENG, Kopsi, STI hasn’t stock trading volume effect in SENSEX and JSE. It can be concluded that in developing countries, the decision to buy and sell stock in the mature market became fundamental consideration for investors to sell or buy it. Keyword: Emerging, Mature, VolumeAbstrak: Mature market memiliki keamanan investasi daripada emerging market. Mature market menjadi acuan bagi emerging market dalam membuat keputusan investasi terutama di pasar modal. Oleh karena itu perlu adanya analisis untuk menguji pengaruh dari volume perdaganan saham di mature market dan emerging market tahun 2014-2018. Sampel yang digunakan adalah purposive sampling. Indek saham yang digunakan dalam analisis ini adalah NYSE, Nasdaq, FTSE 100, SSEC,  HANGSENG,  Kopsi, STI, SENSEX, IHSG, JSE, Stock Exchange Thailand, dan TSEC taiwan.  Analisis yang digunakan adalah regresi berganda. Hasil analisis menunjukan bawha mature market yang diwakili oleh indek NYSE, Nasdaq, FTSE 100, SSEC,  HANGSENG,  Kopsi, STI memiliki pengaruh positif signifikan  terhadap indek saham IHSG, SET, TSEC. Sedangkan indek NYSE, Nasdaq, FTSE 100, SSEC,  HANG SENG,  Kopsi, STI tidak mempengaruhi volume perdagangan saham di indek SENSEX dan JSE. Disimpulkan bahwa keputusan jual beli saham di mature market menjadi dasar pertimbangan bagi investor untuk menjual atau membeli saham pada negara berkembangKata Kunci: Emerging, Mature, Volume

scholarly journals Analysis of the Return and Risk of Investment in Insurance Companies Listed on the Indonesia Stock Exchange

At-Taqaddum ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 57-72
Author(s):  
Aizzah Sifaur Robbyah ◽  
Ferry Khusnul Mubarok ◽  
Rahman El Junusi ◽  
Rofiul Wahyudi
Keyword(s):  
Exchange Rate ◽  
Return On Investment ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Insurance Companies ◽  
Risk And Return ◽  
Foreign Currencies ◽  
High Level ◽  
Level Of Risk

The return and risk of stock investment have a high level of volatility because it depends on fundamental and technical conditions and the influence of micro and macro variables. This study aims to determine the risk and return on investment in insurance companies and analyze the effect of macroeconomic variables on the level of risk and return on investment in insurance companies. The sampling technique used was purposive sampling.  Data analysis shows that for three years, Asuransi Jasa Tania Tbk has the highest level of conclusion, which is 22.3%, and Asuransi Harta Aman Pratama Tbk. has the lowest rate of -3.3%. For three years, the value of Gross Domestic Product has increased successively so that this will cause a stock return that is proportional to the level of risk that will be faced. Changes in the inflation rate up and down for three consecutive years have a different effect every year where when the inflation rate decreases, the rate of return on investment will be high. In addition, the interest rate decreased from 4.75% in 2016 to 4.25% in 2017. Then it increased to 6.00% in 2018. The Rupiah exchange rate against the dollar is getting weaker, indicating an increase in the exchange rate. Every year from 2016 to 2018. When the rupiah exchange rate weakens, people will choose to invest in foreign currencies because the value of these foreign currencies can determine the size of the risk of a business.

scholarly journals PENGARUH VOLUME PERDAGANGAN SAHAM DAN HARGA SAHAM TERHADAP BID-ASK SPREAD STUDI PADA PERUSAHAAN-PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

2017 ◽  
pp. 62-74
Author(s):  
Ruminsar Nainggolan ◽  
Donalson Silalahi
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Multiple Regression Equation ◽  
Manufacturing Companies ◽  
Stock Trading ◽  
Bid Ask Spread ◽  
Bid Ask Spreads

ABSTRACT The purpose of this study is to determine the effect of stock trading volume and stock prices on bid-ask spreads on manufacturing companies listed on the Indonesia Stock Exchange. The population in research is 155 companies and by using purposive sampling as sampling technique, then the sample in this research is 46 company. The data used are secondary data and use multiple regression equation as an analytical tool. Based on the results of the research it can be argued that, trading volume and stock prices have a negative and significant effect on the bid-ask spread both before and after the data grouping. The results also show that stock trading in Indonesia Stock Exchange is liquid. Investors or potential investors who want to invest in the capital market should make trading volume and stock price as a reference in making investment decisions, because simultaneously these two variables have a significant effect on bid-ask spreads.

Pengaruh Laba Bersih, Arus Kas Dan Dividen Tunai Terhadap Volume Perdagangan Saham Pada Perusahaan Publik Sektor Barang Dan Konsumsi Di BEI

2019 ◽  
Vol 4 (1) ◽  
pp. 32
Author(s):  
Etty Susilowati ◽  
Hernawati Sinaga
Keyword(s):  
Cash Flow ◽  
Capital Market ◽  
Trading Volume ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Net Income ◽  
Stock Trading ◽  
Public Companies ◽  
Positive Effects ◽  
The Capital Market

The stock trading volume is the number of shares that are traded on the capital market every trading day with a price level agreed upon by the seller and buyer through an intermediary in the capital market. Stocks will be more liquid with the amount of investment in shares. To assess the volume of stock trading, investors can evaluate net income, cash flow and cash dividends. The purpose of this study was to analyze the effect of net income, cash flow and cash dividends on the volume of stock trading in 10 public goods and consumption sectors listed on the Indonesia Stock Exchange (IDX) through a purposive sampling technique both simultaneously and partially. The research data were analyzed using multiple linear regression methods. The results of this study indicate that simultaneously net income, cash flow and cash dividends have significant effects on the volume of stock trading of public companies in the goods and consumption sector, while partially, only net income (β = 0.485) and cash flow (β= 1.587) have significant positive effects against the volume of stock trading.

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