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Analisis Hubungan Indeks Produksi Industri, Jumlah Uang Beredar, Tingkat Bunga Terhadap Imbal Hasil Saham Di Indonesia Pada Sektor Tersier Periode 2015-2019
This study aims to analyze the relationship between macroeconomic variables described by the industrial production index, money supply, interest rates on stock market return in the tertiary sector during the observation period 2015-2019. These sectors are classified into financial sector, infrastructure sector, property and real estate sector, and the last transportation and logistic sector. This study uses Johansen?s Cointegration methodology. The result of the study show that there is a long-term relationship between macroeconomic variables and the stock return in tertiary sector. This study also indicate that in the short term, interest rate has a relationship with the stock return in financial sector and transportation-logistic sector. Money supply has a significant relationship with the stock return in transportation-logistic sector. Macroeconomic variables do not have a short-term relationship at all with the stock return in infrastructure sector and property-real estate sector.Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 12740 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Indonesia 2021 |
|---|---|
| Edisi | - |
| Subjek | Stock return Macroeconomics Variable |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xv, 59 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |