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PENGARUH INFLASI TERHADAP PENGEMBALIAN PASAR SAHAM DI BURSA EFEK INDONESIA

Tidar, Uun Nuryanti (2014) PENGARUH INFLASI TERHADAP PENGEMBALIAN PASAR SAHAM DI BURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.

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Abstract

The purpose of this study was to determine the effect of inflation on the rate of return at the Jakarta Composite Index (JCI) and to determine the effect of inflation on the rate of return at LQ45 index. The data in this study using data JCI, LQ45 index, and the monthly inflation from January 2005 until December 2012 were obtained from the official website of the Indonesia Stock Exchange. The analytical tool used in this study is the distribution of lag regression (distributed lag models) as well as the coefficient of determination. Testing the hypothesis in this study using simultaneous testing (F test), and the partial test (t test) with a two-way test. The results of the data analysis for JCI show that simultaneous and partial inflation has no significant effect on the rate of return at the Jakarta Composite Index with a value of determination coefficient of 0.048 or 4.8%. While the results of the data analysis for the LQ45 index showed that simultaneous inflation has no significant effect on the rate of return at LQ45 index with coefficient of determination 0.089 or 8.9%. The conclusion of this study is the inflation does not have a significant impact on stock market returns in the Indonesia Stock Exchange.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: Faculty of Economics > Department of Management (61201)
Depositing User: Fitri Ramandhany
Date Deposited: 18 Feb 2016 05:29
Last Modified: 18 Feb 2016 05:29
URI : http://eprints.umm.ac.id/id/eprint/20361

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