VARIABEL MAKRO EKONOMI YANG MEMPENGARUHI RETURN SAHAM DI BEJ [JURNAL]
Oleh : Akhmad Sodikin - Ketua STIE Miftahul Huda Subang.
Abstract: The macro economic variable who influenced stocks return were gross
dometic product (Soenen and Johnsons, 2001), inflation rate (Flanery et al. 2002 and
Hess and Lee (1999), interest rate and exchange rate (Bodie et al. 2005). These
reseach were done in China, Swiss and USA stock market. The aims of this research
are to know the influence of the macro economic variable, namely SBI rate, inflation
rate and exchange rate to stock return in Jakarta Stock Exchange (JSX) from 2000-
2004. The economic macro variables didn’t influence to return in stock of agricultur,
mining, miscellanous industry, consumption goods, infrastructur, and service,
significantly and partially. In chemical stock, construction and finance, the SBI rate
had influenced to macro economic, partially. In agricultural, mining, consumption
goods, construction, infrastructure, and service, the macro ecnomic variable did’t
influence to return significantly and simultanously.
Keywords: SBI rate, inflation rate, exchange rate of dollar USA to rupiah.
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