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FAKTOR FUNDAMENTAL MAKROEKONOMI DAN RISIKO SISTEMATIS PERUSAHAAN MANUFAKTUR DI BURSA EFEK INDONESIA JAKARTA

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Informasi Detail

Judul Seri

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No. Panggil

PNL

Penerbit

: ., 2010

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

PNL Bambang Sudiyatno,

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

Macroeconomic factors and systematic risk.

Info Detail Spesifik

The purpose of this research is to analysis influence of macroeconomic factor are a inflation, interest rate, exchange rate, and economic growth toward systematic risk for 2004 to 2006. This research use secondary data, with the source of data from BPS and Indonesian Capital Market Directory publication. Technical sampling used purposive sampling, and total sample is 116 firm with the 348 observation sample. The analysis use regression ordinary least square OLS. The result of the test that inflation and exchange rate are significant negative influence the systematic risk, but interest rate and economic growth are significan t positive toward to systematic risk. In this research is only interest rate support economic theory, wh ereas inflation, exchange rate, and economic growth is not support economic theory. The R-square is 0,855 so the four independent variable is have a strong ability to predict systematic risk.

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