Pengaruh likuiditas terhadap alokasi portofolio asing studi empiris negara brics dan mist periode 2002-2012  = The impact of liquidity on foreign portfolio allocation empirical study in brics and mist countries during 2002 2012

Aulia Uswah Affani, author

Pengaruh likuiditas terhadap alokasi portofolio asing studi empiris negara brics dan mist periode 2002-2012 = The impact of liquidity on foreign portfolio allocation empirical study in brics and mist countries during 2002 2012

Aulia Uswah Affani; Purba, Adi Vithara, supervisor; Sisdjiatmo Kusumosuwidho Widhaningrat, examiner; Liyu Adhikasari Sulung, examiner ([Publisher not identified] , 2014)

Abstrak

[ABSTRAK

Penelitian ini bertujuan melakukan analisis pengaruh likuiditas terhadap alokasi portofolio asing di negara BRICS dan MIST periode 2002-2012. Likuiditas diukur menggunakan Price Impact, Trading Volume, Turnover Ratio, dan Corwin Schultz Spread. Penelitian menggunakan data panel serta metode regresi Fixed dan Random Effect Model. Selain itu, penelitian juga bertujuan untuk menganalisis hubungan variabel bilateral dan makroekonomi terhadap alokasi portofolio asing di negara BRICS dan MIST periode 2002-2012. Penelitian menemukan bahwa likuiditas memiliki pengaruh positif terhadap alokasi portofolio asing di negara BRICS dan MIST periode 2002-2012.

ABSTRACT
, The aim of this research is to analyze the impact of liquidity on Foreign
Portofolio Allocation in BRICS and MIST Countries during 2002-2012. Liquidity
are measured using Price Impact, Trading Volume, Turnover Ratio, and Corwin
Schultz Spread. This research uses panel data with Fixed and Random Effect
Model as a regression method. Furthermore, this research also analyze the effect
of bilateral and macroeconomic condition on Foreign Portfolio Allocation. This
research found that market liquidity positively affects Foreign Portfolio
Invesments in BRICS and MIST Countries during 2002-2012.]

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Kata Kunci

diversifikasi internasional

alokasi portofolio asing

likuiditas

negara berkembang

international diversification

foreign portfolio allocation

liquidity

emerging markets

Metadata

No. Panggil :	S56564
Entri utama-Nama orang :	Aulia Uswah Affani, author


Entri tambahan-Nama orang :	Purba, Adi Vithara, supervisor Sisdjiatmo Kusumosuwidho Widhaningrat, examiner Liyu Adhikasari Sulung, examiner
Entri tambahan-Nama badan :	Universitas Indonesia. Fakultas Ekonomi dan Bisnis

Subjek :	Management
Penerbitan :	[Place of publication not identified]: [Publisher not identified], 2014
Program Studi :	Manajemen

Bahasa :	ind
Sumber Pengatalogan :	LibUI ind rda
Tipe Konten :	text
Tipe Media :	unmediated ; computer
Tipe Carrier :	volume ; online resource
Deskripsi Fisik :	xv, 110 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik :	Universitas Indonesia
Lokasi :	Perpustakaan UI, Lantai 3

Ketersediaan
Ulasan

No. Panggil	No. Barkod	Ketersediaan
S56564	14-18-031161088	TERSEDIA

Ulasan:

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