Analisis pengaruh karakteristik pasar ekuitas suatu negara terhadap alokasi portopolio ekuitas asing yang diterima (Studi empiris pada negara APEC periode 2001-2010

Deskripsi

The aim of this research is to analyze the determinants of foreign equity portfolio allocation in APEC during year 2001 until 2010. The determinants are explained using variables such as stock market size, turnover ratio, local equity market volatility, and exchange rate volatility. This research uses panel data and Pooled Least Square regression as a method. The finding of this research is the existence of significant relationship between stock market size, turnover ratio and foreign equity portfolio allocation in APEC in period of 2001-2010.Ada tabel