Image of Pengaruh Kepemilikan Asing Terhadap Volatilitas Return, Volume, dan Risiko Saham: Studi Pada Perusahaan Barang Konsumen di Indonesia dan Singapura Periode 2015 – 2019

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Pengaruh Kepemilikan Asing Terhadap Volatilitas Return, Volume, dan Risiko Saham: Studi Pada Perusahaan Barang Konsumen di Indonesia dan Singapura Periode 2015 – 2019

This study aims to analyze the impact of foreign ownership on return volatility, volume, and stock risk in Indonesia and Singapore in the 2015 to 2019 period. The sample consists of 36 consumer goods companies consisting of 16 companies listed on the Indonesia Stock Exchange and 20 companies listed on the Indonesia Stock Exchange listed on the Singapore Exchange. The research method used is panel data regression with the method of robust least square fixed effect and robust least square random effect. This study found that there is a positive effect of foreign ownership on return volatility in Indonesia and a negative effect of foreign ownership on return volatility in Singapore. In addition, this study also finds a positive effect of foreign ownership on volume in Indonesia and a negative effect of foreign ownership on volume in Singapore. This relationship can be explained by the theory of herding behavior and information asymmetry..Ada Tabel

Ketersediaan

Call NumberLocationAvailable
13051PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen Fakultas Ekonomi dan Bisnis UI.,
Edisi -
Subjek Risk
Foreign ownership
volume
Return volatility
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xiv, 120 p. ; diagr. ; 30 cm
Info Detail Spesifik -
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