INVESTOR PERLU MENGINDENTIFIKASI INDEKS SAHAM USA UNTUK MEMPREDIKSI FLUKTUASI IHSG: LINCOM ANALYSIS
| Autor: | Tri Widianto, Yenni Khristiana, Nugroho Wisnu Murti |
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| Jazyk: | indonéština |
| Rok vydání: | 2018 |
| Předmět: | |
| Zdroj: | Jurnal Analisis Bisnis Ekonomi, Vol 16, Iss 2, Pp 9-17 (2018) |
| Druh dokumentu: | article |
| ISSN: | 1693-5950 2579-647X 15014746 |
| DOI: | 10.31603/bisnisekonomi.v16i2.2609 |
| Popis: | First objective of this study is to identify the influence of the fluctuations in the entire United States stock index on the Indonesian Composite stock Index. The results of thisstudy be used to predict Indonesian Composite indexes in a certain period of timebase of USA indexes fluctuation. The second objective is to find out whether there was a significant difference between the influence of the United States stock indexes on the Indonesian composite index. We used time series secondary data of daily stock price index over in five years (January 1, 2013 to December 31, 2017). The sample selection method used non-probability sampling with purposive sampling technique. We used robust simple regressionto achieve the first goal is, while the second goal used the linear combination. The results analysis showed that all of types of United States stock indices are partially significant and positive to Indonesian Composite index fluctuations (P-Value |
| Databáze: | Directory of Open Access Journals |
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