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Analisis eksternal dan internal resiko saham LQ45

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Abstract: The objectives of this research are (1) to analyze effect of SBI interest rate and Tenor to stock risk (2) to investigate the impact of BEI policy in selecting stocks on LQ45 and ARS to market risk. Methodology uses Ordinary Least Square (OLS) by time series and cross section analysis. The result re shows that market risk is caused not only by external factors but also internal factors. Nineteen of 26 stocks in LQ45 index, have higher market risk than LQ45. The analysis of strategic risk shows that transaction value and the violation of limits have positive and significant impact to 26 stocks risk market.

Keyword : Risk; Market Risk LQ45; Auto Reject System

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Ketersediaan

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Informasi Detail

Judul Seri

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No. Panggil

Rak Ekonomi JKE Vol.8-9/2012-2014

Penerbit

Jakarta : Magister Perencanaan dan Kebijakan Publik-FEUI., 2013

Deskripsi Fisik

Hal. 41-56, Vol.8 No.3 Oktober

Bahasa

Indonesia

ISBN/ISSN

18582311

Klasifikasi

NONE

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

J Kebijakan Ekonomi Vol.9 (1) 2013

Subjek

Portofolio Saham

Info Detail Spesifik

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Pernyataan Tanggungjawab

Hasril Hasan

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