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Pengaruh Perubahan Oil Price dan Gold Price terhadap Return Indeks Saham Sektoral Perusahaan Publik di Indonesia pada Periode 1999-2019
This study aims to determine the effect of changes in oil and gold prices on sectoral stock index returns. This study uses samples from 10 sectoral stock indexes in Indonesia with the JASICA system listed on the Indonesia Stock Exchange in 1999-2019. The type of data used is time- series that processed using a multifactor-asset pricing model. The findings in this study are the effect of changes in oil prices on the stock index returns of public companies in Indonesia is different in each sector, a positive effect on two sectoral stock indices, a negative effect on four sectoral stock indices, and does not affect the other four sectoral stock indices. The effect of changes in gold prices on the return of sectoral stock indexes of public companies in Indonesia also varies in each sector, a positive effect on the two sectoral stock indices, a negative effect on one sectoral stock index, and does not affect the other seven sectoral stock indices. In addition, there is one structural break in the six sector index models with the 1999-2019 research period.Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 12924 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Indonesia 2021 |
|---|---|
| Edisi | - |
| Subjek | Oil price Stock index Gold Price |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 84 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |