Marwan, Naufal (2023) ANALISIS PENGARUH ALIRAN INVESTASI DANA ASING, VOLUME PERDAGANGAN, HARGA MINYAK DAN INDIKATOR MAKROEKONOMI TERHADAP PERGERAKAN INDEKS SAHAM. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to identify the effect of Foreign Fund Investment Flow, Trading Volume, Oil Prices, Interest Rates, Inflation, and Exchange Rates on Stock Index Movement in Indonesia from 2015 to 2022. In this study using a monthly period, using the ARDL (Autoregressive Distributed Lag) method. Based on the estimation results of the ARDL (Autoregressive Distributed Lag) method, it proves that the Oil Price variable has a positive effect and the Interest Rate has a negative effect in the long term, while the Flow of Foreign Fund Investment, Trade Volume has a positive effect and the Exchange Rate has a negative effect in the short term. And for Inflation has no effect in the long term or short term on the movement of the Stock Index
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengidentifikasi pengaruh dari Aliran Investasi Dana Asing, Volume Perdagangan, Harga Minyak, Suku Bunga, Inflasi, dan Nilai Tukar terhadap Pergerakan Indeks Saham di Indonesia dari tahun 2015 sampai 2022. Dalam penelitian ini menggunakan periode bulanan, dengan menggunakan metode ARDL (Autoregressive Distributed Lag). Berdasarkan hasil estimasi dari metode ARDL (Autoregressive Distributed Lag) membuktikan bahwasanya variabel Harga Minyak berpengaruh positif dan Suku Bunga berpengaruh negatif dalam jangka panjang, sedangkan Aliran Investasi Dana Asing, Volume perdagangan berpengaruh positif dan Nilai Tukar berpengaruh negatif dalam jangka pendek. Dan untuk Inflasi tidak berpengaruh dalam jangka panjang maupun jangka pendek terhadap pergerakan Indeks Saham | |||||||||
| Uncontrolled Keywords: | Indeks Saham, Aliran Investasi Dana Asing, Volume Perdagangan, Harga Minyak, Indikator Makro ekonomi, ARDL | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions H Social Sciences > HG Finance |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Opal Naufal Marwan | |||||||||
| Date Deposited: | 19 Oct 2023 13:51 | |||||||||
| Last Modified: | 19 Oct 2023 13:51 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/30521 |
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