Full Description
| Cataloguing Source | LibUI ind rda |
| Content Type | text (rdacontent) |
| Media Type | unmediated (rdamedia); computer (rdamedia) |
| Carrier Type | volume (rdacarrier); online resources (rdacarrier) |
| Physical Description | xv, 129 pages : illustration ; 28 cm + appendix |
| Concise Text | |
| Holding Institution | Universitas Indonesia |
| Location | Perpustakaan UI, Lantai 3 |
- Availability
- Digital Files: 1
- Review
- Cover
- Abstract
| Call Number | Barcode Number | Availability |
|---|---|---|
| S54526 | 14-18-704287342 | TERSEDIA |
| No review available for this collection: 20368799 |
Abstract
Penelitian ini bertujuan untuk menganalisis pengaruh likuiditas saham terhadap tingkat imbal hasil saham perusahaan seluruh sektor industri yang terdaftar di Bursa Efek Indonesia pada tahun 2007-2012. Penelitian ini menggunakan uji analisis Fixed Effect Method (FEM). Variabel independen dalam penelitian ini berupa likuiditas saham yang diproksikan dengan turnover rate, sedangkan variabel dependennya adalah tingkat imbal hasil saham. Dalam penelitian ini digunakan data panel sejumlah 1008 data observasi dari sampel sejumlah 168 perusahaan. Dengan menggunakan model regresi berganda, penelitian ini menemukan bahwa terdapat hubungan yang positif antara likuiditas dengan return saham. Likuiditas terbukti merupakan determinan yang penting dan memiliki pengaruh yang signifikan terhadap return saham.
The main objective of this research is to analyze the effect of stock liquidity on all industrial sector firms stock return which are listed in Indonesia Stock Exchange for the period of 2007-2012. This research is analyzed with Fixed Effect Model (FEM). The independence variable of this research is liquidity and stock return as dependent variable. Turnover rate is used as proxy for liquidity. This research uses a panel data with 1008 observations data from 168 firm samples. Using multiple regression, this research found a positive relation between turnover rate and stock return. Liquidity is found to be an important determinant and has a significant influence on stock returns.
The main objective of this research is to analyze the effect of stock liquidity on all industrial sector firms stock return which are listed in Indonesia Stock Exchange for the period of 2007-2012. This research is analyzed with Fixed Effect Model (FEM). The independence variable of this research is liquidity and stock return as dependent variable. Turnover rate is used as proxy for liquidity. This research uses a panel data with 1008 observations data from 168 firm samples. Using multiple regression, this research found a positive relation between turnover rate and stock return. Liquidity is found to be an important determinant and has a significant influence on stock returns.