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ABSTRAKPenelitian ini menganalisis kepemilikan saham investor asing serta investor
domestic dalam sektor properti di Bursa Efek Indonesia, tahun 2008-2014. Dalam
periode penelitian ini, jumlah kepemilikan saham investor asing di sektor properti
bergerak menurun dan cenderung stagnan. Penelitian ini menggunakan metode uji
regresi linear berganda untuk melihat faktor-faktor yang mempengaruhi
kepemilikan saham asing di sektor properti. Variabel yang digunakan adalah
persentase kepemilikan saham asing dan domestic di sektor properti sebagai
variabel terikat, dan persentasi kepemilikan asing dan kepemilikan domestik pada
periode sebelumnya, size (market capitalization), return saham, IHS sektoral serta
IHSG sebagai variabel bebas. Analisis yang sama juga dilakukan kepada
kepemilikan domestik dengan tujuan untuk mendapatkan perbandingan dengan
kepemilikan asing. Hasil penelitian menyatakan bahwa kepemilikan saham pada
periode sebelumnya dan ukuran perusahaan (size) mempengaruhi porsi
kepemilikan saham asing dan domestik di sektor properti. Tetapi, variabel ukuran
perusahaan (size) mempengaruhi kepemilikan saham domestik secara negatif di
sektor properti.
ABSTRACTThis research analyzed foreign equity ownership and domestic equity ownership
in the property sector, listed at the Indonesia Stock Exchange, year 2008-2014.
During the research period, it was found that the foreign equity ownership in the
property sector decreased and stagnated. This research used double linear
regression method to analyse the which factors influence the foreign equity
ownership in the property sector. This research uses variables as follows: foreign
equity ownership percentage in the property sector as dependent variable, and
foreign ownership at previous period, size (market capitalization), stock return,
property sector stock return and market return as independent variable. The same
analysis was conducted for the purpose of comparing the result with foreign
equity ownership. Result of research stated that the stock ownership at previous
period and size of the company influenced foreign stock in the property sector.
However, domestic stock ownership is negatively influenced by size of the
company in the property sector., This research analyzed foreign equity ownership and domestic equity ownership
in the property sector, listed at the Indonesia Stock Exchange, year 2008-2014.
During the research period, it was found that the foreign equity ownership in the
property sector decreased and stagnated. This research used double linear
regression method to analyse the which factors influence the foreign equity
ownership in the property sector. This research uses variables as follows: foreign
equity ownership percentage in the property sector as dependent variable, and
foreign ownership at previous period, size (market capitalization), stock return,
property sector stock return and market return as independent variable. The same
analysis was conducted for the purpose of comparing the result with foreign
equity ownership. Result of research stated that the stock ownership at previous
period and size of the company influenced foreign stock in the property sector.
However, domestic stock ownership is negatively influenced by size of the
company in the property sector.]