VARIABEL FUNDAMENTAL MIKRO DAN MAKRO, RISIKO SISTEMATIK DAN KINERJA SAHAM SEBELUM DAN SESUDAH KRISIS GLOBAL (STUDI PADA BURSA EFEK INDONESIA SEBELUM DAN SESUDAH KRISIS GLOBAL

Ismawati, Iis (2017) VARIABEL FUNDAMENTAL MIKRO DAN MAKRO, RISIKO SISTEMATIK DAN KINERJA SAHAM SEBELUM DAN SESUDAH KRISIS GLOBAL (STUDI PADA BURSA EFEK INDONESIA SEBELUM DAN SESUDAH KRISIS GLOBAL. PhD thesis, Universitas Sebelas Maret.

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    Abstract

    Variabel Micro and Macro Fundamentals, Sistematic Risk and Stock Performance Before and After Global Crisis (Study in Indonesian Stock Exchange Period 2004-2013) IisIsmawati (Promotor: Prof. Dr. TulusHaryoo, M.Ek., Dr. Djuminah, M.Si., Ak, Dr. Payamta. M. Si., CPA.,Ak.) This research aims to examine the effect of macro and micro fundamental factors, systematic risk on stock performance of manufacturing companies in Indonesia Stock Exchange before and after global crisis, and to see whether any difference in the effect of macro and micro fundamental variables on stock performance before and after global crisis. The population of this study is a manufacturing company listed on the Indonesian stock exchange,the technique of sampling purposive sampling. The data used in 2004-2007 and 2009-2013. The data analysis are multiple linear regression, analytical path and Chow test. The results show that macro fundamental variables before global crisis and after global crisis have effect on Systematic Risk. Micro and macro fundamental variables were influence on stock performance before global crisis and after global crisis. Systematic risk influenced on stock performance before and after global crisis, as intervening variable the effect of macro fundamental variables on stock performance. There were differences in the effect of micro and macro fundamental variables on stock performance before and after global crisis and there were differences in the effect of macro fundamental variables on systematic risk before and after global crisis. Keywords: Micro and Macro Fundamental Variables, Systematic Risk, Stock Performance, and Global Crisis.

    Item Type: Thesis (PhD)
    Subjects: H Social Sciences > HG Finance
    Divisions: Pascasarjana > Doktor > Ilmu Ekonomi - S3
    Depositing User: Arief Atmojo
    Date Deposited: 08 Dec 2017 09:18
    Last Modified: 08 Dec 2017 09:18
    URI: https://eprints.uns.ac.id/id/eprint/36730

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