RAHMAWATI, WULAN (2024) PENGARUH INDIKATOR MAKROEKONOMI, VOLUME PERDAGANGAN, HARGA BATUBARA DAN HARGA NIKEL TERHADAP INDEKS HARGA SAHAM GABUNGAN. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
![[img]](https://eprints.untirta.ac.id/style/images/fileicons/text.png) |
Text
Wulan_Rahmawati_5553200026_Fulltext.pdf Restricted to Registered users only Download (1MB) |
|
Text
Wulan_Rahmawati_5553200026_02.pdf Restricted to Registered users only Download (521kB) |
|
Text
Wulan_Rahmawati_5553200026_03.pdf Restricted to Registered users only Download (215kB) |
|
Text
Wulan_Rahmawati_5553200026_04.pdf Restricted to Registered users only Download (442kB) |
|
Text
Wulan_Rahmawati_5553200026_05.pdf Restricted to Registered users only Download (73kB) |
|
Text
Wulan_Rahmawati_5553200026_Ref.pdf Restricted to Registered users only Download (112kB) |
|
Text
Wulan_Rahmawati_5553200026_Lamp.pdf Restricted to Registered users only Download (352kB) |
|
Text
Wulan_Rahmawati_5553200026_CP.pdf Restricted to Registered users only Download (15MB) |
|
Text
Wulan_Rahmawati_5553200026_01.pdf Restricted to Registered users only Download (820kB) |
Abstract
The global economy is influenced by the movement of foreign capital entering through capital markets in developing countries such as Indonesia through the IDX. Stock prices are one of the factors considered by investors in making their investments. This study aims to identify the influence of the influence of the effect of Macroeconomic Indicators, Trading Volume, Coal Prices and Nickel Prices on the Composite Stock Price Index in Indonesia for the period October 2018 to September 2023. 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 in the long term the Exchange Rate variabel has a negative effect while the Trading Volume, Coal Prices and Nickel Prices has a positive effect and Interest Rate have no effect. Then in the short term the variable Exchange Rate, Trading Volume, Coal Prices And Nickel prices has a negative effect and the Interest Rate has a positive effect.
| Item Type: | Thesis (S1) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Contributors: |
|
|||||||||
| Additional Information: | Perekonomian global dipengaruhi oleh pergerakan modal asing yang masuk melalui pasar modal dinegara-negara berkembang seperti Indonesia melalui BEI. Harga saham menjadi salah satu faktor pertimbangan investor dalam melakukan investasinya. Penelitian ini bertujuan untuk mengidentifikasi pengaruh dari Pengaruh Indikator Makroekonomi, Volume Perdagangan, Harga Batubara dan Harga Nikel Terhadap Indeks Harga Saham Gabungan di Indonesia periode bulan Oktober 2018 sampai September 2023. Dalam penelitian ini menggunakan periode bulanan, dengan menggunakan metode ARDL (Autoregressive Distributed Lag). Berdasarkan hasil estimasi dari metode ARDL (Autoregressive Distributed Lag) membuktikan bahwasannya dalam jangka panjang variabel Nilai Tukar berpengaruh negatif sedangkan variabel Volume Perdagangan, Harga Batubara, Harga Nikel berpengaruh positif dan Suku Bunga tidak berpengaruh. Kemudian pada jangka pendek variabel Nilai Tukar, Volume Perdagangan, Harga Batubara, Harga Nikel berpengaruh negatif dan Suku Bunga berpengaruh positif | |||||||||
| Uncontrolled Keywords: | IHSG, Macroeconomic Indicators, Trading Volume, Coal Prices, Nickel prices, ARDL IHSG, Indikator Makroekonomi, Volume Perdagangan, Harga Batubara, Harga Nikel, ARDL | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan 05-Fakultas Ekonomi dan Bisnis |
|||||||||
| Depositing User: | Wulan Rahmawati - | |||||||||
| Date Deposited: | 05 Sep 2024 12:21 | |||||||||
| Last Modified: | 05 Sep 2024 12:24 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/40965 |
Actions (login required)
 |
View Item |