UI - Tesis (Membership) :: Kembali

UI - Tesis (Membership) :: Kembali

Pengaruh Risiko Kredit, Risiko Pasar, Risiko Operasional, serta Risiko Likuiditas terhadap Imbal Hasil Saham Perbankan di Indonesia: Studi terhadap Perbankan yang Terdaftar di Bursa Efek Indonesia tahun 2007-2011 = The Influence of Credit Risk, Market Risk, Operational Risk, and Liquidity Risk against Return in Indonesian Banking Stocks: Study on Banks Listed on the Indonesia Stock Exchange during 2007-2011

Pretty Himmatunnisa; Eka Pria Anas, supervisor; Siregar, Sylvia Veronica Nalurita Purnama, examiner; Catur Sasongko, examiner (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014)
 Abstrak

Tesis ini bertujuan untuk: (1) menguji mso-ansi-language:EN-US">pengaruh risiko kredit, risiko pasar, risiko operasional, serta risiko likuiditas terhadap imbal hasil saham perbankan Indonesia yang terdaftar di Bursa mso-ansi-language:EN-US">Efek IndonesiaEN-US"> tahun 2007-2011, (2) menguji EN-US">pengaruh mso-fareast-font-family:"Times New Roman";mso-ansi-language:EN-US">krisis subprime mortgage di Amerika Serikat"Times New Roman";mso-ansi-language:EN-US;mso-fareast-language:IN"> terhadap imbal hasil saham perbankan Indonesia yang terdaftar di Bursa Efek Indonesia tahun 2007-2011. Metode penelitian menggunakan analisis regresi model data panel. EN-US">Penelitian dilakukan terhadap 20 saham perbankan. Hasil penelitianmso-ansi-language:EN-US"> menunjukkan bahwa: (1) dari keempat faktor risiko, terdapat tiga faktor risiko yang berpengaruh signifikan dengan arah negatif terhadap imbal hasil saham, yaitu risiko kredit, risiko pasar, dan risiko likuiditas, sedangkan risiko operasional berpengaruh signifikan dengan arah positif terhadap imbal hasil saham, (2) tEN-US">idak ada pengaruh signifikan krisis subprime mortgage terhadap imbal hasil saham perbankan di Indonesia.


mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN">This thesis aims to: (1) examine the effect of credit risk, market risk, operational risk, and liquidity risk against returns
"Times New Roman";color:#212121;mso-ansi-language:EN-US;mso-fareast-language:
IN">
mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN">Indonesian banking
mso-fareast-font-family:"Times New Roman";color:#212121;mso-ansi-language:EN-US;
mso-fareast-language:IN">stocks
color:#212121;mso-fareast-language:IN"> listed on the Indonesia Stock Exchange"Times New Roman";color:#212121;mso-ansi-language:EN-US;mso-fareast-language:
IN"> during
mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN"> 2007-2011
"Times New Roman";color:#212121;mso-ansi-language:EN-US;mso-fareast-language:
IN">,
mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN">(2) examine the effect of the subprime mortgage crisis in the United States against returns
mso-fareast-font-family:"Times New Roman";color:#212121;mso-ansi-language:EN-US;
mso-fareast-language:IN">
color:#212121;mso-fareast-language:IN">Indonesian banking "Times New Roman";color:#212121;mso-ansi-language:EN-US;mso-fareast-language:
IN">stocks
mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN"> listed on the Indonesia Stock Exchange
color:#212121;mso-ansi-language:EN-US;mso-fareast-language:IN"> during mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN"> 2007-2011. The research method using panel data regression analysis models. Research conducted on 20 banks
"Times New Roman";color:#212121;mso-ansi-language:EN-US;mso-fareast-language:
IN"> sample
mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN">. The results showed that: (1) of the four risk factors, there are three significant factors influencing risk with negative direction of the stock returns,
mso-fareast-font-family:"Times New Roman";color:#212121;mso-ansi-language:EN-US;
mso-fareast-language:IN">i.e.
color:#212121;mso-fareast-language:IN"> credit risk, market risk, and liquidity risk, while operational risk mso-ansi-language:EN-US;mso-fareast-language:IN">has "Times New Roman";color:#212121;mso-fareast-language:IN">significantly affect with mso-fareast-font-family:"Times New Roman";color:#212121;mso-ansi-language:EN-US;
mso-fareast-language:IN">posi
color:#212121;mso-fareast-language:IN">tive direction of the stock returns"Times New Roman";color:#212121;mso-ansi-language:EN-US;mso-fareast-language:
IN">,
mso-fareast-font-family:"Times New Roman";color:#212121;mso-fareast-language:
IN">(2) there was no significant effect of the subprime mortgage crisis to the stock returns of banks in Indonesia.

 

mso-ansi-language:EN-US"> 

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No. Panggil : T-pdf
Pengarang :
Pengarang/kontributor lain :
Subjek :
Penerbitan : Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014
Program Studi :
Naskah Ringkas :
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource rdacarries
Deskripsi Fisik : xv, 105 pages : illustration ; appendix
Catatan Bibliografi : pages 101-105
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI
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