Pengaruh hutang jangka panjang terhadap excess return dan market to book ratio perusahaan yang terdaftar di Bursa Efek Indonesia

Yulianty, Desy (2020) Pengaruh hutang jangka panjang terhadap excess return dan market to book ratio perusahaan yang terdaftar di Bursa Efek Indonesia. Masters thesis, Universitas Pelita Harapan.

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Abstract

Tujuan penelitian ialah untuk menganalisis pengaruh dari hutang jangka panjang (long-term debt) terhadap excess return dan market to book ratio perusahaan, pada perusahaan – perusahaan selain sektor jasa yang terdaftar di Bursa Efek Indonesia. Dari sekitar 623 perusahaan yang terdaftar di Bursa Efek Indonesia, hanya sekitar 340 perusahaan yang terpilih menjadi sampel penelitian dengan teknik purposive sampling. Dengan periode pengamatan dari 2009 – 2018, jumlah sampel yang digunakan adalah sebanyak 200 perusahaan. Metode analisis data yang digunakan adalah regresi data panel dengan model adjusted fixed effect. Hasil pengujian hipotesis menunjukan bahwa hutang jangka panjang (long-term debt) berpengaruh signifikan dan positif terhadap excess return perusahaan dan berpengaruh signifikan dan negatif terhadap market to book ratio perusahaan. / The purpose of this study is to analyze the effect of long-term debt to excess return and market to book ratio, on the companies other than the service sectors listed on Indonesia Stock Exchange. Of the about 623 companies listed on Indonesia Stock Exchange, only about 340 companies are selected as sample with purposive sampling technique. With the observation period from 2009 – 2018, the number of sample used is 200 companies. The data analysis method used is panel data regression with adjusted fixed effect model. The results of hypothesis show that long-term debt has a significant effect and positive to excess return and has significant effect and negative to market to book ratio of the company.

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