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ABSTRAKASEAN akan segera melaksanakan Kawasan Perdagangan Bebas ASEAN
atau AFTA. Dengan dilaksanakannya AFTA, arus investasi akan dengan cepat
berpindah dari satu negara ke negara yang lain. Negara-negara emerging market
dianggap sebagai primadona dalam bursa saham ASEAN.
Pergerakan return saham dipengaruhi oleh berbagai faktor. Dengan
menggunakan metode regresi linear, diperoleh hasil bahwa size, value,
profitability, dan investment memberikan pengaruh yang terhadap return saham di
bursa efek Indonesia, Malaysia, Filipina, dan Thailand pada periode tahun 2009-
2013.
ABSTRACTASEAN will implement the ASEAN Free Trade Area or AFTA soon. By
implementing this policy, investment flows would move quickly from one country
to the others. Emerging market countries have regarded as the best performance in
ASEAN stock exchange.
The movement of stock returns are influenced by various factors. By using
linear regression, obtained that size, value, profitability, and investment have
significant influence on stock return in Indonesia, Malaysia, Philippines, and
Thailand stock exchange in the period 2009-2013, ASEAN will implement the ASEAN Free Trade Area or AFTA soon. By
implementing this policy, investment flows would move quickly from one country
to the others. Emerging market countries have regarded as the best performance in
ASEAN stock exchange.
The movement of stock returns are influenced by various factors. By using
linear regression, obtained that size, value, profitability, and investment have
significant influence on stock return in Indonesia, Malaysia, Philippines, and
Thailand stock exchange in the period 2009-2013]