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PENDEKATAN ERROR CORRECTION MODEL SEBAGAI PENENTU HARGA SAHAM

Jurnal Keuangan dan Perbankan, Volume 14, Nomor 3, September 2010
Journal from JIPTUNMERPP / 2012-01-26 02:01:15
Oleh : David Kaluge, Diploma 3 of Finance and Banking Merdeka University Malang (jurkubank@yahoo.com)
Dibuat : 2010-09-01, dengan file

Keyword : Error correction model, short run impact, long run impact, stock prices.

This research was to find the effect of profitability, rate of interest, GDP, and foreign exchange rate on stock prices. Approach used was error correction model. Profitability was indicated by variables EPS, and ROI while the SBI (1 month) was used for representing interest rate. This research found that all variables simultaneously affected the stock prices significantly. Partially, EPS, PER, and Foreign Exchange rate significantly affected the prices both in short run and long run. Interestingly that SBI and GDP did not affect the prices at all. The variable of ROI had only long run impact on the prices.

Deskripsi Alternatif :

This research was to find the effect of profitability, rate of interest, GDP, and foreign exchange rate on stock prices. Approach used was error correction model. Profitability was indicated by variables EPS, and ROI while the SBI (1 month) was used for representing interest rate. This research found that all variables simultaneously affected the stock prices significantly. Partially, EPS, PER, and Foreign Exchange rate significantly affected the prices both in short run and long run. Interestingly that SBI and GDP did not affect the prices at all. The variable of ROI had only long run impact on the prices.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiD
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.