Arianto, Radityo Fajar (2021) Faktor-faktor yang mempengaruhi tracking error reksadana ETF saham berbasis indeks di Indonesia. Doctoral thesis, Universitas Pelita Harapan.
Text (Title)
Title.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (3MB) |
||
|
Text (Abstract)
Abstract.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (62kB) | Preview |
|
|
Text (ToC)
ToC.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (367kB) | Preview |
|
|
Text (Chapter1)
Chapter1.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (648kB) | Preview |
|
Text (Chapter2)
Chapter2.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB) |
||
Text (Chapter3)
Chapter3.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (844kB) |
||
Text (Chapter4)
Chapter4.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB) |
||
Text (Chapter5)
Chapter5.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (476kB) |
||
|
Text (Bibliography)
Daftar Pustaka.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (300kB) | Preview |
|
Text (Appendices)
Lampiran.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (6MB) |
Abstract
Penelitian ini bertujuan untuk menguji pengaruh volatilitas indeks, perubahan kapitalisasi pasar, volume, momentum dan likuiditas terhadap selisih antara nilai aset bersih (NAB) dengan harga pasar dan return indeks benchmark ETF di Indonesia secara individual. Sampel dari penelitian ini berjumlah 19 ETF dengan metode purposive sampling untuk periode 1 Januari – 30 Juni 2020. Alat analisis yang digunakan adalah regresi berganda dengan data time series. Hasil penelitian ini menunjukkan bahwa terdapat perbedaan yang signifikan antara harga reksa dana ETF dengan nilai aset bersihnya. Faktor penyebab perbedaan tersebut adalah volatilitas indeks benchmark pada 15 sampel, perubahan kapitalisasi pasar pada 12 sampel dan likuiditas pada delapan sampel reksa dana ETF. Faktor yang secara konsisten mempengaruhi kesalahan pelacakan ETF di Indonesia adalah volatilitas indeks benchmark. Kata kunci: kesalahan penelusuran, NAB per unit, volatilitas, kapitalisasi pasar, likuiditas
Item Type: | Thesis (Doctoral) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Creators: |
|
||||||||||||||||
Contributors: |
|
||||||||||||||||
Uncontrolled Keywords: | kesalahan penelusuran ; NAB per unit ; volatilitas ; kapitalisasi pasar ; likuiditas | ||||||||||||||||
Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | ||||||||||||||||
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Business School > Doctor of Management Current > Faculty/School - UPH Karawaci > Business School > Doctor of Management |
||||||||||||||||
Depositing User: | Users 22152 not found. | ||||||||||||||||
Date Deposited: | 08 Oct 2021 00:56 | ||||||||||||||||
Last Modified: | 23 Feb 2022 04:06 | ||||||||||||||||
URI: | http://repository.uph.edu/id/eprint/42692 |
Actions (login required)
View Item |