PRADANA, DENNI YOGA (2014) HARGA SAHAM DAN VARIABEL MIKROEKONOMI : UJI KAUSALITAS T-Y GRANGER STUDI EMPIRIS PADA IHSG DI BURSA EFEK INDONESIA TAHUN 2008-2012. S1 thesis, Universitas Negeri Jakarta.
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Abstract
ABSTRACT Denni Yoga Pradana, 2013: Stock Prices and Microeconomic Variables :T-Y Granger Causal Evidence From Indonesia Stock Exchange Period 2008 - 2012. Skripsi, Jakarta: Concentration of Financial Management, Study Program of Management, Department of Management, Faculty of Economics, State University of Jakarta. The purpose of this research is to analyze whether there is causal relation between Microeconomic Variables (Price to Book Value (PBV), Price Earnings Ratio (PER), Market Capitalization and Trading Volume) and the Composite Stock Price Index in Indonesia Stock Exchange Period 2008 - 2012. The data used are secondary data obtained from Indonesia Stock Exchange (IDX). The analysis unit in this research is 60 (monthly observations). The analysis in this research is an analysis of time series data. Descriptive analysis showed that Indonesia Stock Market Condition is good and profitable. This is indicated by The market capitalization and trading volume are increase annualy, but it still shows the market Price to Book Value (PBV) and Price Earnings Ratio (PER) are very volatile. The analysis in this research is an analysis of time series data. From the test results of this study, it is known that there are bi-directional causal relation between Price to Book Value (PBV), Price Earnings Ratio (PER),and Trading Volume to the Composite Stock Price Index. On the other hand, unidirectional causality is found from the Composite Stock Price Index to the Market Capitalization but no causality is found from the opposite direction. Keyword: Microeconomic Variables, the Composite Stock Price Index, & T-Y Granger Causality.
| Item Type: | Thesis (S1) |
|---|---|
| Additional Information: | Pembimbing I: Dr. Hamidah, SE, M.Si ; Pembimbing II: Dra. Umi Mardiyati, M.Si |
| Subjects: | Ilmu Sosial (Social Science) > Ilmu Ekonomi (Economics) > Ekonomi Makro (Macroeconomics and Related Topics) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Analisis Data Manajemen (Data Processing and Analysis of Management) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Investasi, Manajemen Modal, Kapitalisasi (Management of Investment, Capitalization) |
| Divisions: | Fakultas Ekonomi > S1 Manajemen |
| Depositing User: | Budi Siswanto |
| Date Deposited: | 26 Jan 2018 02:26 |
| Last Modified: | 26 Jan 2018 02:26 |
| URI: | http://repository.fe.unj.ac.id/id/eprint/2796 |
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