scholarly journals The Impact of Covid-19 Pandemic on the Forecasting Indonesian Composite Stock Price Index

2021 ◽  
Author(s):  
Mayasir Aziza ◽  
Nurafni Eltivia ◽  
Nur Indah Riwajanti
Keyword(s):  
Stock Price ◽  
Price Index ◽  
Stock Price Index ◽  
The Impact

scholarly journals The Impact of International Sanctions on Russian Financial Markets

Economies ◽  
2020 ◽  
Vol 8 (4) ◽  
pp. 107
Author(s):  
Mirzosaid Sultonov
Keyword(s):  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
The United States ◽  
The European Union ◽  
Stock Price Index ◽  
The Exchange Rate ◽  
Long Term Impact ◽  
The Impact

Russia’s international comportment and geostrategic moves, particularly the invasion of Ukraine and the annexation of Crimea in 2014, caused a substantial change in its international economic and political relations. In response to Russia’s invasion, the United States of America, the European Union, and their allies imposed a series of sanctions. In this study, by applying an exponential generalized autoregressive conditional heteroscedasticity model to daily logarithmic returns of the ruble exchange rate and the closing price index of the Russian Trading System, we analyze how the returns and volatility of the exchange rate and the stock price index responded to the sanctions and oil price changes. The estimation results show that the sanctions have a significant positive short-term impact on exchange rate returns. Economic sanctions have a significant negative long-term impact on the returns and variance of the exchange rate and a significant positive long-term impact on the returns of the stock price index. Financial sanctions have a positive/negative long-term impact on the returns of the exchange rate/stock price index and a positive long-term impact on the variance of the exchange rate and the stock price index. Corporate sanctions have a positive long-term impact on exchange rate returns.

scholarly journals KURS RUPIAH, INDEKS NIKKEI 225, BI RATE, DAN PENGARUHNYA TERHADAP STOCK EXCHANGE INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE TAHUN 2018-2020

2021 ◽  
Vol 3 (1) ◽  
pp. 75-81
Author(s):  
Andini Nurwulandari
Keyword(s):  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Test Results ◽  
Stock Price Index ◽  
Using Data ◽  
Mixed Stock ◽  
The Impact ◽  
Positive Effect

Gross Domestic Product (GDP) growth is a constructive indicator and vice versa. A rise in GDP affects the buying power of citizens positively. It will therefore raise demand for the commodity. A surge in the market for goods raises the firm's earnings and may also increase the stock price. The analysis was designed to examine the impact on composite stock price index using data from time series from January 2018 to December 2020 of Rupiah Exchange rate, Nikkei 225 Index, and BI Rate. Multiple linear regression is used in the mixed Stock Price Index scheme to identify the relevant influence of BI on the Rupiah and Nikkei 225. The test results show that the BI rate has a significant positive effect on the Rupiah exchange rate for the composite stock pricing index. Meanwhile, the Nikkei 225 Index has no impact on the Composite Stock Price Index.

scholarly journals INTEREST RATE ADJUSTMENT AND STOCK MARKET – THE CASE STUDY OF CHINA

2021 ◽  
Author(s):  
Ning Zeng ◽  
◽  
Xixi Li ◽  
Keyword(s):  
Interest Rate ◽  
Stock Market ◽  
Stock Price ◽  
Price Index ◽  
Stock Index ◽  
Rate Adjustment ◽  
Stock Price Index ◽  
The Interest Rate ◽  
The Impact

This paper examines the impact of interest rate adjustment on the stock market in China. We collect the interest rate adjustment periods from April 21, 1991 to October 24, 2015 since the estab¬lishment of the stock market. Through an Error Correction model together with Granger causality, we investigate responses of the stock index to interest rate adjustment. Our findings suggest that there is existing a long-term reverse relationship between interest rate adjustment and stock index. The impact of interest rate adjustment on stock index returns could not be long-term disequilibria, which will be corrected in short-time. Also, the interest rate is the granger cause of the stock price index, while the stock price index is not the granger cause of interest rate.

scholarly journals Analisa Pengaruh Perubahan Fed Fund Rate, Index Harga Saham Gabungan dan Indeks LQ45 Terhadap Nilai Tukar Dollar Amerika – Rupiah

2020 ◽  
Vol 4 (3) ◽  
pp. 12
Author(s):  
Ricky Suanto ◽  
Yanuar Yanuar
Keyword(s):  
Stock Price ◽  
Price Index ◽  
The United States ◽  
Mediation Process ◽  
Average Return ◽  
The Us ◽  
Us Dollar ◽  
Stock Price Index ◽  
The Impact ◽  
Fund Rate

The economy in Indonesia is experiencing a decline which can be seen from the decline in the Composite Stock Price Index in Indonesia. The decline in the value of the Composite Stock Price Index and Liquid 45 Index (LQ45) affected the rupiah exchange rate against US dollars that have passed the psychological level limit of Rp. 15,000 per 1 USD. The weakening of the rupiah and the index value of the stock was triggered by an increase in interest rates set by the Federal which increase Fed Fund Rate to 2.25% in September 2018.This study aims to explain whether it is true that the announcement of changes in the central bank's fed funds rate in the United States can be related and influence the Stock Price Index and Exchange Rates in other countries, especially in Indonesia.After collecting and processing data with Path Analysis, the results show that the impact in average of the fed fund rate to the average return LQ45 index has the strongest effect compared to other variables, then the strongest effect value is produced by the effect of average return Composite Stock Price Index to the average return of the US Dollar - Rupiah which is negative 0.76. After going through the mediation process, the indirect effect that occurs between the average fed fund rate on the average return of the US Dollar – Rupiah is positive 0.451, which significantly stagnant and changes the direction of the effect compared to its direct effect of negative 0.46.

Pengaruh Covid-19 terhadap Indeks Harga Saham Gabungan (IHSG) dan Nilai Tukar Rupiah

2021 ◽  
Vol 3 (2) ◽  
pp. 313-323
Author(s):  
Nisa Alfira ◽  
Muhammad Iqbal Fasa ◽  
Suharto Suharto
Keyword(s):  
Exchange Rate ◽  
Financial Institutions ◽  
Capital Market ◽  
Stock Price ◽  
World Economy ◽  
Price Index ◽  
The World ◽  
Islamic Financial Institutions ◽  
Stock Price Index ◽  
The Impact

The purpose of this study was to determine the effect of the Covid-19 pandemic on the Composite Stock Price Index (IHSG) and the rupiah exchange rate in Indonesia. The research method used is descriptive qualitative by describing the existing phenomena. The results show that the impact of the Covid-19 pandemic does not only affect public health, but also affects the Indonesian economy, especially in Islamic financial institutions in the Islamic capital market, namely the Composite Stock Price Index and the weakening of the rupiah exchange rate. The pandemic has also been proven to have put pressure on the world economy, including Indonesia.

scholarly journals Bubble Detection and the Impact of Monetary Policy, Market Sentiment and Market Liquidity on Property Stock Price Index in Indonesia

2021 ◽  
Vol 9 (8) ◽  
pp. 75-86
Author(s):  
Sunita Dasman
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Market Liquidity ◽  
Stock Index ◽  
Market Sentiment ◽  
Stock Price Index ◽  
The Impact

The purpose of this study is to detect the existence of a bubble stock and analyze the impact of monetary policy, market sentiment and liquidity on the property stock index in the Indonesian capital market. The data used in this study is secondary data originating from various sources for the period 2016 – 2020 using multiple linear regressions. The bubble stock detection is done by using the ratio between the property stock price index and the consumer nutrient index. The results showed that there was an indication of a moderate bubble stock in the property stock index during the research period 2016 – 2020. The factors that impacted the property stock price index were interest rates, the rupiah exchange rate against the US dollar, market sentiment and market liquidity. The increase in interest rates, the rupiah exchange rate, and market sentiment and liquidity has an impact on the increase in the property stock price index on the Indonesian stock exchange for the 2016 – 2020 periods. Keywords: Bubble Stock, Exchange Rate, Interest Rate, Inflation, Market Sentiment, Market Liquidity

scholarly journals The Impact of the Covid-19 Pandemic on Stock Investment in the Indonesian Capital Market

2021 ◽  
Vol 1 (1) ◽  
pp. 1
Author(s):  
Maulana Majied Sumatrani Saragih ◽  
Sarman Sinaga ◽  
Faisal Faisal ◽  
Rico Nur Ilham ◽  
T Nurhaida
Keyword(s):  
Financial Services ◽  
Stock Price ◽  
Trading Volume ◽  
Price Index ◽  
Stock Exchange ◽  
Volume Data ◽  
Stock Trading ◽  
Stock Investment ◽  
Stock Price Index ◽  
The Impact

The COVID-19 pandemic has hit various sectors, including the stock market where many people are hesitant to invest in stocks. Many industries have been affected by Covid-19, where since March 2020 the Indonesia Stock Exchange Composite Stock Price Index (IHSG) has decreased because many investors sold their shares, but since the third week of May 2020 to early June 2020 has shown an increase indicating stock trading has begun to show improvement. This study aims to analyze which sector stocks are still able to survive during the COVID-19 pandemic, by using stock trading volume data, Composite Stock Price Index (IHSG), weekly and monthly market capitalization values with a sample of 20 stocks - the highest stocks. based on sales volume and transaction value on the Indonesian stock exchange for the period March 2020 to June 2020 obtained from the Financial Services Authority (OJK) weekly report and the Indonesia Stock Exchange (IDX) Monthly Report. The results show that during the COVID-19 pandemic, investors can still get benefits in investing in stocks if every decision made by these investors is supported by careful calculations.

scholarly journals Measuring the Impact of Some Macroeconomic Variables on the Stock Price Index in the Iraq Stock Exchange for the period (2006-2015)

2019 ◽  
Vol 8 (4) ◽  
pp. 93
Author(s):  
Khalil Gh. Hassan ◽  
Wafaa Sabah
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Consumer Price Index ◽  
Macroeconomic Variables ◽  
Long Run ◽  
Negative Effect ◽  
Stock Price Index ◽  
The Impact

This study aims at measuring the impact of some macroeconomic variables on stock prices index in the Iraqi Stock Exchange (ISX) for the monthly data from January 2006 to December 2015 based on (121) observations using the ARDL model. Results indicated that the stock price index of Iraq Stock Exchange (ISX) and macroeconomic variables are co-integrated and a long-run relationship exists between them. The long-run coefficients suggested that the consumer price index (CPI) and money supply (M2) had a negative effect while the Interest-Rate-Current Account (Over Draft) (DR) had a positive effect on the stock prices index. However, the variable exchange rate (EX) did not show significant effect on the stock prices index

scholarly journals The impact of macroeconomic variable movements on stock price index performance in consumer goods industry sector companies: Evidence from Indonesia

2020 ◽  
Vol 14 ◽  
pp. 339-353
Author(s):  
Elegi Zuhri ◽  
Suskim Riantani
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Significant Influence ◽  
Consumer Goods ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Stock Price Index ◽  
Consumer Goods Industry ◽  
The Impact

This research essentially aims to examine the extent to which macroeconomic variables (including inflation, exchange rate, and interest rate) have a significant influence on stock price index and the level of significance for that influence. The researchers focused more on consumer goods industry companies that are listed on the Indonesian Stock Exchange (IDX) within 2015 until 2019, with consideration for the stock price of consumer goods companies listed on the Indonesia Stock Exchange (IDX) as claimed to be the most defensive stock. This study finds that inflation, exchange rate, and interest rate, as composite variables, have a significant influence on stock price index. A partial test revealed that inflation, and exchange rate have negative significant influence on stock price index, while interest rate is found to be nonsignificant.

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