Analisis dampak peristiwa berskala internasional pada indeks harga saham : studi kasus pada indeks dow jones, ihsg, nikkei 225, kospi dan hang seng

Novianna, Elly Hanna (2004) Analisis dampak peristiwa berskala internasional pada indeks harga saham : studi kasus pada indeks dow jones, ihsg, nikkei 225, kospi dan hang seng. Masters thesis, Universitas Pelita Harapan.

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Abstract

Peristiwa berskala internasional memberikan dampak bagi bursa efek di beberapa negara. Penelitian ini dimaksudkan untuk mengetahui dampak dari penyerangan WTC, perang Irak dan skandal akuntansi tersebut bagi lima indeks bursa, yaitu Dow Jones, IHSG, Nikkei 225, Kospi dan Hang Seng. Analisis dilakukan dengan menggunakan piranti lunak e-views 3.0. Peristiwa penyerangan WTC memberikan dampak yang signifikan pada kelima indeks. Perang irak hanya memberikan dampak pada indeks Dow Jones dan Kospi, sedangkan skandal akuntansi hanya berdampak pada indeks Dow Jones. Dari analisis yang dilakukan diketahui bahwa volume memiliki dampak yang signifikan negatif pada harga. Kelima indeks memiliki korelasi yang positif Sedangkan indeks yang memberikan return tertinggi dengan risiko terendah adalah indeks Dow Jones.

Item Type: Thesis (Masters)
Creators:
CreatorsNIMEmail
Novianna, Elly HannaNIM19020014UNSPECIFIED
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorHulu, EdisonNIDN0315085902UNSPECIFIED
Additional Information: T 19-02 NOV a
Subjects: H Social Sciences > HD Industries. Land use. Labor
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Depositing User: Ms Devy Christiany Zega
Date Deposited: 21 May 2021 06:39
Last Modified: 28 Sep 2021 08:49
URI: http://repository.uph.edu/id/eprint/35857

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