ANALISIS PENGARUH VARIABEL MAKROEKONOMI TERHADAP HARGA SAHAM SEKTOR PERTAMBANGAN YANG TERCATAT DI BURSA EFEK INDONESIA PERIODE 2006 - 2015

WARDANI, Anastasia Putri Kusuma and HARYANTO , A Mulyo (2016) ANALISIS PENGARUH VARIABEL MAKROEKONOMI TERHADAP HARGA SAHAM SEKTOR PERTAMBANGAN YANG TERCATAT DI BURSA EFEK INDONESIA PERIODE 2006 - 2015. Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

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Abstract

This research aims to analyze the relationship between selected macroeconomic variables with the volatility of mining stock price index. The variables that affect it includes oil price, gold price, exchange rates, inflation and BI rates. This study has 110 samples using monthly data from 2006-2015 from each variables. The analytical method used in this research is Mutiple Linier Regression Analysis where previously performed classical assumption that includes Normality Test, Multicollinearity Test, Autocorrellation Test, and Heteroskedastisitas Test with significance level of 5%. The result showed that the exchange rates and BI rates have significant negative impact on the mining stock price index. Oil price has significant positive impact on the mining stock price index. Gold price has negative impact on the mining stock price index but not significant. Inflation has positive impact on the mining stock price index but not significant.Based on test result show the value of the coefficient of determination adjusted R square of 0,935, so that the variables in this research may explain the variable mining stock price index amounted 93.5%.

Item Type:Thesis (Undergraduate)
Additional Information:mining stock price index, oil price, gold price, exchange rates, inflatiom, BI rates
Uncontrolled Keywords:mining stock price index, oil price, gold price, exchange rates, inflatiom, BI rates
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:51543
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:18 Jan 2017 10:45
Last Modified:18 Jan 2017 10:45

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