scholarly journals Pengaruh Kurs, Suku Bunga BI, Indeks STI, Indeks KLSE dan Indeks MC Terhadap Indeks Harga Saham Gabungan Di BEI Periode September 2014-Desember2015

2018 ◽  
Vol 5 (2) ◽  
pp. 178
Author(s):  
Melisa Puspita Dewi ◽  
Nurhayati Nurhayati ◽  
Hadi Paramu
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Stock Price ◽  
Quantitative Research ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
Kuala Lumpur ◽  
Price Indices

The aims of this research are to analyze the influence of Strait Times Index, Kuala Lumpur Stock Exchange index, and Manila Composite index on strengthening or weakening relation of exchange rate and BI rate against Jakarta Composite Index from September 2014-December 2015. This research used secondary data and a quantitative research . The type of research used is explanatory research ,the population are stock price indices in Bursa Efek Indonesia and sample used is Jakarta Composite Index which shows daily prices fluctuation of all stocks. Analysis methode used is moderated regression analysis. The results showed Strait Times Index able to strengthen exchange rate with Jakarta Composite Index and unable to strengthen BI rate with Jakarta Composite Index, Kuala Lumpur Stock Exchange index able to strengthen exchange rate and BI rate with Jakarta Composite Index, last Manila Composite index unable to strengthen exchange rate with Jakarta Composite Index and able to strengthen BI rate with Jakarta Composite Index. Keywords: Strait Times Index, Kuala Lumpur Stock Exchange, Manila Composite, Indeks Harga Saham Gabungan, Moderated Regression Analysis.    

scholarly journals KONSEP TEORI H, PENGARUH BI RATE, KURS TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE TAHUN 2009 – 2017

2019 ◽  
Vol 22 (1) ◽  
pp. 13-26
Author(s):  
Roikhan Mochamad Aziz ◽  
Awaludin Syarif Abdulah
Keyword(s):  
Exchange Rate ◽  
Significant Influence ◽  
Confidence Level ◽  
Research Method ◽  
Quantitative Research ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
Macroeconomic Variables ◽  
Meeting Point

This study was to examine the general effects BI Rate (Bank Indonesia’s Rate) and Exchange Rate (Rupiah againts USD) as macroeconomic variables againts Jakarta Composite Index atau JSX Composite and the information about possibility of H-Teory that might be used. Descriptive quantitative research method was used to this research. Secondary data technique collection with Eviews version 4.0 as a tools to proceed it. The datas of this research was taken from Central Statistics Agency (BPS), Bank Indonesia (BI, and Indonesia Stock Exchange (IDX) from 2009 – 2017 period. The result showed that BI Rate and Exchange rate has no significant influence on JSX Composite, this was seen from the results the test for the whole varibales in the model was done using the F-test, showed that the F-statistic value of 2212.537 with the probability value of 0.000000 was smaller than α = 0.05 which means H0 was accepted. This means that the BI rate and exchange rate were tested together (simultaneous) did not significantly affect the JSX Composite with a confidence level of 0.984719 or 98.47 percent. H theory here, is expected to be a meeting point in any test that includes the dimensions of Worship.

scholarly journals PENGARUH DEBT TO EQUITY RATIO DAN RETURN ON ASSETS TERHADAP HARGA SAHAM PERUSAHAAN SEKTOR MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

2020 ◽  
Vol 8 (2) ◽  
Author(s):  
Ayu Puspitaningtyas, SE., MM.
Keyword(s):  
Regression Analysis ◽  
Data Analysis ◽  
Stock Price ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Return On Assets ◽  
Independent Variables ◽  
Equity Ratio ◽  
Test Result

<em>This study aims to determine the effect of debt to equity ratio and return on assets of stock price on food and beverages sector in Indonesia Stock Exchange. This study used secondary data, with samples 9 food &amp; beverages companies in Indonesia Stock Exchange during the study period 2016-2018. Independent variables in this study are debt to equity ratio and return on assets. This study used purposive sampling technique. The method of data analysis used multiple regression analysis. Based on results of the study, only debt to equity ratio have no significant effect on stock price. Meanwhile, the F test result shows that Debt to Equity Ratio and Return on Assets jointly have  effect on stock price.</em>

scholarly journals Pengaruh Kurs, Suku Bunga, dan Dividen Pershare Terhadap Harga Saham Pada Sektor Perbankan yang Terdaftar di Bursa Efek Indonesia Tahun 2013– 2017

2018 ◽  
Vol 10 (1) ◽  
pp. 21-33
Author(s):  
Atika Riziqyani ◽  
Gunistiyo ◽  
Niken Wahyu C
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Stock Prices ◽  
Stock Price ◽  
Banking Sector ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Share Price

The effect of exchange rate, interest rate and dividend of share price on banking sector which is listed in Indonesia Stock Exchange year 2013-2017. Essay. Tegal: Faculty of Economics and Business Universitas Pancasakti Tegal,2018. The purpose of this study is to determine the ability of investors in considering stock prices in the banking sector in 2013-2017. Hypothesis in this research is 1) exchange rate effect on stock price. 2) interest rates affect the stock price. 3) dividend pershare effect on stock price. 4) exchange rate, interest rate and dividend pershare simultaneously affect the stock price. The population used in this study is a banking company that publishes stock prices listed on the Indonesia Stock Exchange in 2013-2017. The sample in this research are 21 banking companies. With technique of sampling using purposive sampling. The data in this research is quantitative data. Sources of data in this study are secondary sources obtained from the share price of an annual banking company published in Indonesia Stock Exchange period 2013-2017. Data collection techniques using documentation techniques. Data analysis method using descriptive statistic, classical assumption test, simple linear regression analysis, multiple linear regression analysis and coefficient of determination, then obtained the result of research that the exchange rate does not have a significant effect on stock prices, the interest rate does not significantly influence the stock price, against stock price, exchange rate, interest rate and dividend pershare have significant effect to stock price.

scholarly journals Pengaruh Tunneling Incentive, Mekanisme Bonus Dan Exchange Rate Terhadap Keputusan Perusahaan Melakukan Transfer Pricing

2019 ◽  
Vol 1 (2) ◽  
pp. 572-588
Author(s):  
Patriot Jaya Ayshinta ◽  
Henri Agustin ◽  
Mayar Afriyenti
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Sampling Method ◽  
Stock Exchange ◽  
Transfer Pricing ◽  
Secondary Data ◽  
Total Sample ◽  
Research Use ◽  
Panel Regression ◽  
Manufacturing Companies

This research aims to examine to analyze the effect of tunneling incentive, bonus scheme and exchange rate on the company’s decision to do transfer pricing. The population in this research are manufacturing companies listed in Indonesia Stock Exchange (IDX) in 2014 until 2017. The sample of study was determined by using purposive sampling method, and that total sample 48 manufacturing companies. The data used is secondary data. The technique of collecting data by documentation at www.idx.com. The analytical method used is Panel Regression Analysis with SPSS22 software. /This research use logistic regression analysis as analysis /method.The result of analysis in this research showed that tunneling incentive and bonus scheme had no effect on ithe company’s decision to do transfer pricing.  Exchange rate had a significant effect on the company’s decision to do transferi pricing

scholarly journals The Effect Of Audit Tenure, Company Size, Audit Firm's Reputation On Audit Quality

2020 ◽  
Vol 8 (3) ◽  
pp. 393-402
Author(s):  
Kinanti Putri Nasuci ◽  
Retna Sari ◽  
Ratna Hindria Dyah Pita Sari
Keyword(s):  
Regression Analysis ◽  
Research Method ◽  
Quantitative Research ◽  
Sampling Method ◽  
Audit Quality ◽  
Stock Exchange ◽  
Secondary Data ◽  
Company Size ◽  
Manufacturing Companies ◽  
Literature Study

This study aims to determine the effect of audit tenure, company size, and KAP's reputation on audit quality. The theory used in this research is agency theory. This research used quantitative research method. This data collected was secondary data by documentation and literature study. The sample used in this study was manufacturing companies in the consumer goods sector which were listed on the Indonesia Stock Exchange in 2015 – 2018.  The sample of this study amounted to 128 observational data from 32 companies chosen by purposive sampling method. The analysis used logistic regression analysis. The results showed audit tenure and KAP's reputation have a significant effect on audit quality, while firm size has no significantly effect on audit quality. Keywords: Audit Quality, Audit Tenure, Company Size, KAP Reputation

scholarly journals FLUCTUATION OF INFLATION VALUE AND BI RATE AGAINSTVOLATILITY OF STOCK PRICE IN PT. UNILEVER INDONESIA Tbk

2020 ◽  
Vol 3 (2) ◽  
pp. 333-342
Author(s):  
Nely Supeni ◽  
Helmi Agus Salim
Keyword(s):  
Stock Price ◽  
Quantitative Research ◽  
Stock Exchange ◽  
Price Volatility ◽  
Secondary Data ◽  
Stock Price Volatility ◽  
Industry Sector ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Share Value

PT. Unilever Indonesia Tbkis one of the companies in the Consumer Goods Industry sector on the Indonesia Stock Exchange (BEI) with the highest share value throughout 2018. The purpose of this study is 1) To partially determine the effect of inflation and the BI Rate on Stock PriceVolatility at PT . Unilever Indonesia Tbk, 2) To find out the effect of simultaneous Inflation and BI Rate on Stock Price Volatility at PT. Unilever Indonesia Tbk.This type of research is quantitative research with secondary data type then the analysis used is Multiple Linear Regression. The results of the analysis state that partially Inflation has a significant negative effect on Stock Price Volatility while the BI Rate has a significant negative effect on Stock Price Volatility. Then the results of thesimultaneous analysis state that inflation and the BI Rate have a significant effect on stock price volatility. Keywords:Inflation, BI Rate, Stock Price Volatility

Pengaruh Inflasi Dan Tingkat Suku Sbi Terhadap Harga Saham Pada Perusahaan Manufaktur Sub Sektor Food and Beverarge yang Go Public Di Bursa Efek Indonesia

2019 ◽  
Vol 14 (2) ◽  
pp. 32
Author(s):  
Veny Mayasari
Keyword(s):  
Regression Analysis ◽  
Sample Size ◽  
Stock Price ◽  
Quantitative Research ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Entire Population ◽  
Exchange Method ◽  
Manufacturing Company ◽  
Food And Beverage

Abstract The purpose of this research are to determine and analyse the influence of Inflation and SBI rate to Stock Price at Food and Beverage Manufacturing Company that go public in Indonesia Stock Exchange.The population used in this research are all Food and Beverage Manufacturing Company that go public in Indonesia Stock Exchange. The sampling technique is a census, so the sample size used was the entire population that 10 Food and Beverage Manufacturing Company that go public in Indonesia Stock Exchange. Method used in this research is quantitative research. According to the result of regression analysis find that:inflation have significance effects to Stock Price at Food and Beverage Manufacturing Company that go public in Indonesia Stock Exchange, SBI Rate have significance effects to Stock Price at Food and Beverage Manufacturing Company that go public in Indonesia Stock Exchange. (3)   Inflation, SBI Rate have significance effects to Stock Price at Food and Beverage Manufacturing Company that go public In Indonesia Stock ExchangeKeywords : Inflation, SBI Rate, and Stock Price.

PENGARUH VOLATILITAS NILAI TUKAR, IDR-USD TERHADAP RETURN SAHAM DI BURSA EFEK INDONESIA: PENERAPAN MODEL GARCH

2019 ◽  
Vol 14 (2) ◽  
pp. 95
Author(s):  
Rahmadiva Dianitha Danial ◽  
Brady Rikumahu
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Granger Causality ◽  
Stock Price ◽  
Foreign Exchange Market ◽  
Stock Exchange ◽  
Composite Index ◽  
Granger Causality Test ◽  
Causality Test ◽  
Stock Market Returns

Penelitian ini bertujuan untuk menguji pengaruh  volatilitas return nilai Kurs IDR-USD terhadap volatilitas return pasar saham di Bursa Efek Indonesia. Dari pengambilan data sekunder dari 3 Januari 2012 hingga 29 September 2017 diperoleh data time series sebanyak 1404 hari. Data  dianalisis dengan model  GARCH dan Uji Granger Causality. Berdasarkan hasil permodelan GARCH(1,1), volatilitas kurs mempengaruhi volatilitas IHSG. Uji Granger Causality menunjukkan bahwa volatilitas kurs  dan IHSG memiliki hubungan yang kausal dua arah. Penelitian ini menunjukkan bahwa informasi kurs dapat memprediksikan kondisi harga indeks saham di pasar modal di periode hari berikutnya, begitupun sebaliknya. Prediksi tepat yang dilakukan oleh investor akan mengurangi risiko dan meningkatkan imbal hasil dalam berinvestasi jika pasar uang maupun pasar modal yang sedang bergejolak.  Kata Kunci: GARCH, Volatilitas, IHSG, Nilai Tukar ABSTRACT This study aims to examine the effect of the volatility of the return on the IDR-USD exchange rate toward  the volatility of stock market returns in the Indonesia Stock Exchange. From the data collection from 3 January 2012 until 29 September 2017 we obtained 1404 time series. Analyzing data, this study used  GARCH modeling and Granger Causality Test. The selected GARCH (1,1) modeling result shows that the volatility of exchange rate influences the volatility of Indonesian Composite Index.  Granger Causality test shows that the volatility of exchange rate and volatility of Indonesian Composite Index have two-way granger cause. This study indicates that exchange rate information can predict the condition of stock price index in capital market and movement of Indonesian Composite Index (ICI) can predict exchange rate movement in foreign exchange market. Appropriate predictions by investors will reduce the risk and increase the yield in investing if the money market and capital markets are fluctuating high. Keywords: GARCH, Volatility, ICI, Exchange Rate

PENGARUH INFLASI, TINGKAT SUKU BUNGA, KURS, HARGA MINYAK DUNIA DAN HARGA EMAS DUNIA TERHADAP IHSG DAN JII DI BURSA EFEK INDONESIA

2017 ◽  
Vol 2 (2) ◽  
pp. 285
Author(s):  
Umi Sartika
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
T Test ◽  
Gold Price ◽  
Oil Price ◽  
F Test ◽  
Closing Price ◽  
The Exchange Rate

ABSTRACT  The research aims to investigate empirically the influence of selected macroekonomic variables. The research design is associative. Independent variabel  are  inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price on Indonesia Composite Index and Jakarta Islamic Index at The Indonesia Stock Exchange (IDX). This paper examines the direct effect of selected macroeconomic variabel on Indonesia Composite Index and Jakarta Islamic Index. The data is taken from the monthly closing price of each dependent and independent variables. The sampling method used in this study is the sample saturated and obtained a sample of 60 months of data closing price. The data used are secondary data collection methods of data documentation. The analysis which used in this research is multiple linier regression analysis, F test and t test. The result of calculations using Eviews 8, showed that: the result hypothesis F test, obtained value of Fcompute > Ftable, means that there is the influence of inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price together on Indonesia Composite Index and Jakarta Islamic Index. While result of the hypothesis t test, showed that inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price partially had not influence on Indonesia Composite Index and Jakarta Islamic Index

scholarly journals PENGARUH INFLASI, SUKU BUNGA, DAN NILAI TUKAR RUPIAH TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA

2018 ◽  
Vol 6 (2) ◽  
Author(s):  
Siska Wahyuni Sukamto
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Quantitative Research ◽  
Price Index ◽  
Stock Exchange ◽  
Economic Variable ◽  
Study Results ◽  
Negative Effect ◽  
Stock Price Index

This studi was conducted to determine the effect macro economic variable of inflation, interest rate, and exchange rate againts the stock price indeks on indonesia stock exchange, and look for variables that effect most dominant among the three variables in the stock price index. Type of research is quantitative research, using multiple regression analysis, F test, t test and standardized coefficient as a tool of analysis in this study. Results of the study found that the variables inflation, interest rate, and exchange rate either simultaneously is significant effect on stock price index. Either partially the inflation variable has a significant effect on stock price index, while the variable interest rate have a significant negative effect on the stock price index, and the exchange rate has a significant effect on the stock price index, inflation variable are the most dominany effect on stock price index on Indonesia Stock Exchange

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