ANALISIS HARGA SAHAM INDEX KOMPAS 100 DENGAN PENDEKATAN ERROR CORRECTION MODEL

Jurnal Dinamika Ekonomi Pembangunan

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Field Value
 
Title ANALISIS HARGA SAHAM INDEX KOMPAS 100 DENGAN PENDEKATAN ERROR CORRECTION MODEL
 
Creator Hamzah, Amir
 
Description The purpose of this research is to analyze the short term and long term relationship between ROI, EPS, PER ,inflation, SBI, exchange rate,and GDP on Stock Price. The data in this research is company financial statements which included Compas 100 Index on the Indonesia Stock Exchange. statistical analysis in this research used stasionarity test, The Classical Assumptions Test, Cointegration Test, Error Correction Model Test. This research found that partially ROI, EPS, PER variables a positive effect on stock prices in the short term and long term, KURS and SBI a positive effect on stock prices in the short term, but there is no effect in the long term, inflation and GDP do not affect the stock price both in the short term and long term. Simultaneously affected the stock prices significantly affect on stock price both in the short term and long term.
 
Publisher universitas pembangunan nasional veteran jawa timur
 
Date 2021-01-28
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
 
Format application/pdf
 
Identifier http://jdep.upnjatim.ac.id/index.php/jdep/article/view/201
10.33005/jdep.v4i1.201
 
Source Jurnal Dinamika Ekonomi Pembangunan; Vol 4 No 1 (2021): JDEP - Jurnal Dinamika Ekonomi Pembangunan; 406 - 414
2614-2546
10.33005/jdep.v4i1
 
Language eng
 
Relation http://jdep.upnjatim.ac.id/index.php/jdep/article/view/201/79
 
Rights Copyright (c) 2021 Amir Hamzah
http://creativecommons.org/licenses/by/4.0
 

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