Rifqiawan, R.Arfan (2008) ANALISISPERBEDAANVOLUMEPERDAGANGANSAHAM-SAHAMYANGOPTIMALPADAJAKARTAISLAMICINDEX(JII)DIBURSAEFEKINDONESIA(BEI). Masters thesis, Program Pasca Sarjana Universitas Diponegoro .
![[img]](/style/images/fileicons/application_pdf.png)
| PDF 703Kb |
Abstract
ThepurposeofthisstudyistodeterminethatwhetherinvestorrationalityexistinundergoingthestockchoiceinJakartaIslamicIndexatIndonesiatockExchange. Populationtobechoseninthestudyis44firmslistedonJII.However,thesampleincludedareonly19firmsthatpresent30timesconsecutivelyofsimultanmonitoringonJII.From19firmsafteranalyzedwithsingleindexmodelfound11hasfirmshasERB>Ci*,thatmeanifinvestorinvestsin11stockswillgetreturnhigherwithlowerriskincomparisonwithinvestmentinriskfreeasset.Datatobeusedinthestudyisthesecondaryone,whichiscollectedfromIndonesiaStockExchangeMonthlyStatisticandriskfreeratereportfromCentralBankofIndonesia.ResulttobeobtainedfromthestudydemonstratesonempiricalevidenceofinvestorrationallyinchoosingthestockonJII.ThevalueisshowedaveragelystockstradevolumethathasERB>Ci*higheriscomparedaveragelystockstrade v olumethathasERB<Ci*. Penelitianinibertujuanuntukmenentukanadatidaknyarasionalitasinvestordalammelakukanpemilihansaham-sahamyangtergabungdalamJakartaIslamicIndex(JII)diBursaEfekIndonesia. Populasipenelitianiniterdiridari44perusahaanyangsahamnyamasukdalamjajaranJII.Dari44perusahaantersebutsetelahdiamatiselama30kalipengamatanbulananterdapat19perusahaanyangsahamnyasenantiasamunculdalamJIIsecaaterusmenerus.Dari19perusahaantersebutsetelahdianalisadenganModelIndeksTunggalterdapat11perusahaanyangsahamnyamemilikinilaiERB>Ci*,yangberartijikainvestorberinvestasipada11sahamtersebutakanmemperolehreturnlebihtinggidenganrisikolebihrendahjikadibandingkandenanberinvestasipadaasetbebasrisiko.DatayangdigunakandalampenelitianiniadalahdatasekunderyangdiperolehdarimajalahMonthlyyangditerbitkanolehBursaEfekIndonesiadandatriskfreeratebulanandariBankIndonesia.TeknikanalisisdalampenelitianinimenggunakanMannWhitneyModelAnalisys. Hasilpenelitianinimenunjukkanadanyarasionalitasinvestordalammelakukanpemilihansaham-sahamyangtergabungdalamJakartaIslamicIndex(JII)diBursaEfekIndonesia.Haliniditunjukkandenganrata-ratavolumeperdagangansaham-sahamyangmemilikinilaiERB>Ci*lebihtinggidibandingkandenganrata-ratavolumeperdagangansaham-sahamyangmemilikinilaiERB<Ci*.
| Item Type: | Thesis (Masters) |
|---|---|
| Subjects: | H Social Sciences > HF Commerce > HF5601 Accounting |
| Divisions: | School of Postgraduate (mixed) > Master Program in Accounting |
| ID Code: | 18409 |
| Deposited By: | Mr upt perpus 4 |
| Deposited On: | 14 Dec 2010 04:00 |
| Last Modified: | 14 Dec 2010 04:00 |
Repository Staff Only: item control page
