PENGARUH VOLUME PERDAGANGAN SAHAM, NILAI TUKAR, INFLASI DAN SUKU BUNGATERHADAP PERGERAKAN IHSG PADA BURSA EFEK INDONESIA

Authors

  • Harnanto Nugroho
  • Dwi Sudaryati

DOI:

https://doi.org/10.31941/jebi.v14i1.192

Abstract

The capital market is one of the media that provide investment opportunities for individual and
institutional investors. Therefore, the direction and magnitude of movement of the stock market to be a topic of
interest to academics and market practitioners to learn. Capital markets play an important role in the
Indonesian economy, where the value of the Composite Stock Price Index can be a leading economic indicator in
a country. Index movement is strongly influenced by investor expectations of the fundamental conditions of the
country and globally. A new information will affect investors; expectations that ultimately will affect the index.
Population and sample in this study was the period of the stock price index from January 1, 2008 until December
31, 2010.  
The results of this study are stock trading volume, exchange rate, inflation, and interest rates SBI
simultaneously affect the movement of the Composite Stock Price Index. Partial test shows that the stock trading
volume and inflation does not affect the movement of the IHSG..

Keywords: Stock Trading Volume, Exchange Rate, Inflation, SBI, IHSG.

Author Biography

Dwi Sudaryati

Dosen UPN "Veteran" Yogyakarta

Published

2015-08-03