Image of Analisis pengaruh variabel makro ekonomiterhadap tingkat pengembalian saham industri manufaktur di bawah kondisi tren pasar di Indonesia Januari 2004 - Juni 2009

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Analisis pengaruh variabel makro ekonomiterhadap tingkat pengembalian saham industri manufaktur di bawah kondisi tren pasar di Indonesia Januari 2004 - Juni 2009

This thesis is an investigation into the relationship that exists between macroeconomics variables and the return of manufacturing industry‟s common stock under trending market conditions. By introducing a dichotomous independent as a way of distinguishing between periods of rising and falling thereby attaching an additional premium to each of four accepted sources of macroeconomics risk for participation in ?Bear‟ market. 66 observations of the three sub-sector industry of former Indonesia‟s manufacturing industry were examined separately. The ultimate results were obtained using Arbitrage Pricing Theory (APT) as the model to obtain factor exposures. The results show that there is no significant relationship between market trend and the return of common stock when the APT is applied. The final recommendation is that more research is needed.Ada tabel

Ketersediaan

Call NumberLocationAvailable
6828PSB lt.2 - Karya Akhir1
Penerbit Depok Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia.,
Edisi -
Subjek Macroeconomics
Stock return
Industry
Manufacturing
Share markets
Arbitrage pricing theory
APT
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xv, 98 l. : il. ; 30 cm & lamp
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
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