PENGARUH INDEKS DOW JONES INDUSTRIAL AVERAGE, NIKKEI 225, HANGSENG INDEX, DAN SHANGHAI STOCK EXCHANGE TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA PERIODE TAHUN 2008-2013

Authors

  • Shelby Virby Universitas Pamulang

DOI:

https://doi.org/10.32493/Inovasi.v4i2.p%25p.756

Abstract

ABSTRAK

PENGARUH INDEKS DOW JONES INDUSTRIAL AVERAGE, NIKKEI 225, HANGSENG INDEX, DAN SHANGHAI STOCK EXCHANGE TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA PERIODE TAHUN 2008-2013. Penelitian ini bertujuan untuk mengetahui sejauh mana pengaruh Dow Jones Industrial Average,Nikkei 225, Hangseng Index, dan Shanghai Stock Exchange Terhadap Indeks Harga Saham Gabungan Bursa Efek Indonesia Periode Tahun 2008-2013. Variabel yang diteliti adalah Dow Jones Industrial Average (X1), Nikkei 225 (X2), HangSeng Index (X3), dan Shanghai Stock Exchange (X4) serta (Y) yaitu Indeks Harga Saham Gabungan. Metode penelitian yang dilakukan adalah metode deskriptif kuantitatif.Penulis melakukan riset di PT Indonesian Capital Market Electronic Library yang berada di Bursa Efek Indonesia guna memperoleh data-data yang diperlukan yang berupa angka. Populasi yang digunakan adalah data indeks bulanan bursa saham periode tahun 2008-2013.Untuk mengetahui ada tidaknya pengaruh Dow Jones Industrial Average,Nikkei 225, Hangseng Index, dan Shanghai Stock Exchange Terhadap Indeks Harga Saham Gabungan Bursa Efek Indonesia digunakan uji asumsi klasik yang terdiri dari uji normalitas dengan hasil semua variabel berdistribusi normal, uji autokorelasi nilai DW sebesar 0,439 yang berarti terdapat korelasi, uji multikolinearitas mendekati angka 1 dan nilai VIF dibawah 10, dan uji heteroskedasitas tersebar secara merata. Sedangkan hasil untuk uji koefisien determinasi mempunyai pengaruh sebesar 89,30%.Dan pengujian hipotesis secara simultan semua variabel independen berpengaruh positif dan signifikan terhadap Indeks Harga Sahan Gabungan.

Kata kunci : Dow Jones Industrial Average,Nikkei 225, Hangseng Index, Shanghai Stock Exchange

danIndeks Harga Saham Gabungan

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Published

2017-12-05

How to Cite

Virby, S. (2017). PENGARUH INDEKS DOW JONES INDUSTRIAL AVERAGE, NIKKEI 225, HANGSENG INDEX, DAN SHANGHAI STOCK EXCHANGE TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA PERIODE TAHUN 2008-2013. INOVASI, 4(2). https://doi.org/10.32493/Inovasi.v4i2.p%p.756

Issue

Vol. 4 No. 2 (2017): INOVASI

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Articles

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