Hardiono, Hardiono (2017) Pengaruh sentimen investor, earning per share, dan book value terhadap harga saham di BEI. Masters thesis, Universitas Pelita Harapan.
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Abstract
Tesis ini menganalisis interaksi sentimen investor dengan informasi akuntansi dalam memengaruhi return saham. Sentimen investor adalah cara pandang investor terhadap kinerja perusahaan. Index sentimen investorq disusun menggunakan metode principal component analysis. Penelitian ini membangun indeks sentimen dan menganalisis efek sentimen investor terhadap return saham. Selanjutnya, penelitian ini menganalisis pengaruh interaksi antara sentimen investor dengan informasi akuntansi terhadap return saham Data yang digunakan dalam penelitian adalah seluruh perusahaan go public di Indonesia yang menerbitkan laporan keuangan secara berturut-turut dari tahun 2009-2015. Data diperoleh dari Indonesia Capital Market Directory dan website Indonesia Stock Exchange. Data diolah dengan metode regresi data panel. Dari hasil empiris menujukkan bahwa sentimen investor dan informasi akuntansi memengaruhi secara significant positif terhadap harga saham. Interaksi sentiment investor dan earning per share memengaruhi secara significant positif terhadap capital gain, namun interaksi sentiment investor dan book value memengaruhi secara tidak significant terhadap capital gain. Hal ini dapat dipahami, karena investor di Indonesia lebih memberikan nilai lebih bagi earning dari pada book value. Hal ini memberikan pengaruh ketika sentiment investor rendah, pengaruh interaksi sentimen investor dan earning lebih besar dari pada pengaruh interaksi sentiment investor dan book value dalam memengaruhi capital gain.
| Item Type: | Thesis (Masters) | ||||||||
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| Uncontrolled Keywords: | Sentimen investor ; informasi akuntansi ; earning per share ; book value ; harga saham ; capital gain | ||||||||
| Subjects: | 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 |
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| Depositing User: | Phillips Iman Heri Wahyudi | ||||||||
| Date Deposited: | 11 Oct 2022 03:52 | ||||||||
| Last Modified: | 11 Oct 2022 03:53 | ||||||||
| URI: | http://repository.uph.edu/id/eprint/50727 |
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