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Pengaruh risiko kebangkrutan terhadap imbal hasil saham perusahaan publik Indonesia 2008-2012 = The effect of bankruptcy risk towards stock returns a study in Indonesian companies 2008-2012

Dimas Yusuf; Lenny Suardi, supervisor; Ruslan Prijadi, examiner; Irwan Adi Ekaputra, examiner ([Publisher not identified] , 2014)

 Abstrak

[ABSTRAK
Penelitian ini bertujuan untuk menguji pengaruh risiko kebangkrutan terhadap imbal hasil saham, dan mengacu pada penelitian yang dilakukan oleh penelitian Chen dan Hill (2013). Beberapa metode perhitungan risiko kebangkrutan digunakan, yaitu Z-Score Altman (1968), discrete time hazard Campbell et. al. (2008), dan Chava dan Jarrow (2004). Sampel pada penelitian ini berjumlah sebanyak 86 perusahaan untuk Z-Score Altman, 162 perusahaan untuk discrete time hazard Campbell et. al., dan 156 perusahaan untuk discrete time hazard Chava & Jarrow. Hasil yang didapatkan adalah ditemukannya pengaruh yang positif dan tidak linear antara risiko kebangkrutan dengan imbal hasil saham.
ABSTRACT
, This research aims to test the effect of bankruptcy risk, proxied by
probability of bankruptcy, towards stock returns, and is inspired by the research
done by Chen and Hill (2013). Several methods of bankruptcy risk calculation are
used; Altman Z-Score (1968), Campbell et. al. Discrete Time Hazard (2008), and
Chava and Jarrow Discrete Time Hazard (2004) and are tested on non-financial,
public companies Indonesia – of which this kind of research has not widely tested
yet. The number of samples used for Altman Z-Score are 86 companies, 156
companies are used in Campbell et. al. Discrete Time Hazard, and 162 in Chava
& Jarrow Discrete Time Hazard. The research shows that there are positive,
significant, and non-linear effects from probability of bankruptcy, as a proxy of
bankruptcy risk, towards stock returns]

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No. Panggil : S57512
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2014
Program Studi :
Bahasa : ind
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xvi, 107 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
S57512 14-18-238376819 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20387513
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