BEBERAPA FAKTOR YANG BERPENGARUH TERHADAP KAPITALISASI PASAR SAHAM
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Kata Kunci:
Capital market, Nilai Tukar, Indeks Harga Saham Gabungan (IHSG)
Abstrak
Tujuan utama dari penelitian ini adalah untuk mengukur pengaruh capital market dan nilai tukar terhadap Indeks Harga Saham Gabungan. Penelitian ini menggunakan data sekunder dan menggunakan analisis regresi linier berganda di mana terdapat uji hipotesis klasik dan asumsi di dalamnya. Hasil empiris menunjukkan bahwa capital market berpengaruh positif terhadap pergerakan indeks harga saham dan sementara nilai tukar rupiah terhadap dolar negatif berpengaruh terhadap pergerakan indeks harga saham.
Unduhan
Data unduhan belum tersedia.
Referensi
1. Survey OECD Perekonomian Indonesia, September 2012.
2. Theodore Panayotou, Investments of Change: Motivating and Financing Sustainable Development (London, Earthscan Publications, 1998).
3. Ross Levine dan Sarah Zervos, Stock Markets, Banks and Economic Growth, Working Paper, The World Bank, Policy Research Department, Finance and Private Sector Development Division, 1998.
4. Robert D., dan Gray Jr., Effect of Macroeconomic Variables on Stock Market Returns for Four Emerging Economies: Brazil, Russia, India, and China, International Business and Economics Research Journal, 2008.
5. Stijn Claessens, Daniela Klingebiel, and Sergio L. Schmukler., FDI and Stock Market Development: Complements or Substitutes?, Working Paper, Word Bank, 2001.
6. Fritz Foley C., Mihir A. Desai, dan James R. Hines Jr. (2005), Foreign Direct Investment and the Domestic Capital Stock, American Economic Review Papers and Proceedings 92, No. 2, hal. 33-38.
7. IGP Wira Kusuma, Surjaningsih. Ndari.,dan Siswanto, Benny, Leading Indikator Investasi Indonesia dengan Menggunakan Metode OECD, Buletin Ekonomi Moneter dan Perbankan, Bank Indonesia, 2004.
8. Riskin Hidayat, Keputusan Investasi Dan Financial Constraints: Studi Empiris Pada Bursa Efek Indonesia, Buletin Ekonomi Moneter dan Perbankan, April 2010.
9. Fama, E. F. 1978. The Effect of a Firm’s Investment and Financing Decision on the Welfare of its Security Holders. American Economic Review 68: 272-28.
10. Sarwedi, Investasi Asing Langsung Di Indonesia dan Faktor yang Mempengaruhinya, dalam Jurnal Akuntansi dan Keuangan Vol. 4, No. 1, Fakultas Ekonomi, Universitas Kristen Petra, 2002.
11. Feldstein (2000), How Beneficial Is Foreign Direct Investment for Developing Countries?, http://www.imf.org/external/pubs/ft/fandd/2012/06/loungani.htm
12. Viral Acharya, Hyun Song Shin, dan Tanju Yorulmazer, FiresaleFDI, Working Paper, American Finance Association, 2008.
13. Assaf Razin, dan Sadka, Efraim, Unskilled Migration: A Burden or a Boon for the Welfare State, The Scandinavian Journal of Economics, Vol. 102, No. 3, 2000.
14. Mamik I. Analisis faktor-faktor yang mempengaruhi harga saham perusahaan industri makanan dan minuman di Bursa Efek Jakarta
Periode Januari-Desember 2002. Malang: Fakultas Ekonomi dan Manajemen, Universitas Muhammadiyah Malang, 2003.
15. Wijaya SW. 2008. Pengaruh faktorfaktor makroekonomi dan return IHSG terhadap return saham sektor usaha primer: analisis dengan menggunakan metode GARCH. Bogor: Sekolah Pascasarjana, Institut Pertanian Bogor, 2008.
16. Fuadi DW., Analisis pengaruh suku bunga, volume perdagangan dan kurs terhadap return saham sektor properti yang listed di BEI.
Semarang: Program Pascasarjana, Universitas Diponegoro, 2009.
17. Adam, Anokye M., dan Tweneboah, George., Foreign Direct Investment and Stock Market Development: Ghana’s Evidence, International Research Journal of Finance and Economics, Vol. 36, 2009
18. M. Shahbaz, Nadeem Ahmed and Liaqat Ali, Stock Market Development and Economic Growth: ARDL Causality in Pakistan, International Research Journal of Finance and economics, Vol. 14, 2008.
2. Theodore Panayotou, Investments of Change: Motivating and Financing Sustainable Development (London, Earthscan Publications, 1998).
3. Ross Levine dan Sarah Zervos, Stock Markets, Banks and Economic Growth, Working Paper, The World Bank, Policy Research Department, Finance and Private Sector Development Division, 1998.
4. Robert D., dan Gray Jr., Effect of Macroeconomic Variables on Stock Market Returns for Four Emerging Economies: Brazil, Russia, India, and China, International Business and Economics Research Journal, 2008.
5. Stijn Claessens, Daniela Klingebiel, and Sergio L. Schmukler., FDI and Stock Market Development: Complements or Substitutes?, Working Paper, Word Bank, 2001.
6. Fritz Foley C., Mihir A. Desai, dan James R. Hines Jr. (2005), Foreign Direct Investment and the Domestic Capital Stock, American Economic Review Papers and Proceedings 92, No. 2, hal. 33-38.
7. IGP Wira Kusuma, Surjaningsih. Ndari.,dan Siswanto, Benny, Leading Indikator Investasi Indonesia dengan Menggunakan Metode OECD, Buletin Ekonomi Moneter dan Perbankan, Bank Indonesia, 2004.
8. Riskin Hidayat, Keputusan Investasi Dan Financial Constraints: Studi Empiris Pada Bursa Efek Indonesia, Buletin Ekonomi Moneter dan Perbankan, April 2010.
9. Fama, E. F. 1978. The Effect of a Firm’s Investment and Financing Decision on the Welfare of its Security Holders. American Economic Review 68: 272-28.
10. Sarwedi, Investasi Asing Langsung Di Indonesia dan Faktor yang Mempengaruhinya, dalam Jurnal Akuntansi dan Keuangan Vol. 4, No. 1, Fakultas Ekonomi, Universitas Kristen Petra, 2002.
11. Feldstein (2000), How Beneficial Is Foreign Direct Investment for Developing Countries?, http://www.imf.org/external/pubs/ft/fandd/2012/06/loungani.htm
12. Viral Acharya, Hyun Song Shin, dan Tanju Yorulmazer, FiresaleFDI, Working Paper, American Finance Association, 2008.
13. Assaf Razin, dan Sadka, Efraim, Unskilled Migration: A Burden or a Boon for the Welfare State, The Scandinavian Journal of Economics, Vol. 102, No. 3, 2000.
14. Mamik I. Analisis faktor-faktor yang mempengaruhi harga saham perusahaan industri makanan dan minuman di Bursa Efek Jakarta
Periode Januari-Desember 2002. Malang: Fakultas Ekonomi dan Manajemen, Universitas Muhammadiyah Malang, 2003.
15. Wijaya SW. 2008. Pengaruh faktorfaktor makroekonomi dan return IHSG terhadap return saham sektor usaha primer: analisis dengan menggunakan metode GARCH. Bogor: Sekolah Pascasarjana, Institut Pertanian Bogor, 2008.
16. Fuadi DW., Analisis pengaruh suku bunga, volume perdagangan dan kurs terhadap return saham sektor properti yang listed di BEI.
Semarang: Program Pascasarjana, Universitas Diponegoro, 2009.
17. Adam, Anokye M., dan Tweneboah, George., Foreign Direct Investment and Stock Market Development: Ghana’s Evidence, International Research Journal of Finance and Economics, Vol. 36, 2009
18. M. Shahbaz, Nadeem Ahmed and Liaqat Ali, Stock Market Development and Economic Growth: ARDL Causality in Pakistan, International Research Journal of Finance and economics, Vol. 14, 2008.
Diterbitkan
2020-07-01
Bagaimana Mensitasi
Nasution, L. (2020). BEBERAPA FAKTOR YANG BERPENGARUH TERHADAP KAPITALISASI PASAR SAHAM. Publikasi Penelitian Terapan Dan Kebijakan, 7(2). https://doi.org/https://doi.org/10.46774/pptk.v7i2.263
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