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Pengaruh profitabilitas perusahaan terhadap expected stock return di pasar saham ASEAN

Nathania, Clara (2021) Pengaruh profitabilitas perusahaan terhadap expected stock return di pasar saham ASEAN. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh profitabilitas perusahaan terhadap expected stock return di pasar saham ASEAN. Penelitian ini menggunakan data time series dengan total observasi sebanyak 121,200 dengan total sampel 1,010 perusahaan dari lima negara di ASEAN, yaitu Indonesia, Thailand, Malaysia, Filipina, dan Vietnam selama periode Januari 2010 hingga Desember 2019. Data diolah dengan menggunakan metode Ordinary Least Square. Validitas dari metode ini dapat diuji dengan uji Breusch-Godfrey dan uji Newey-West. Dari hasil penelitian dengan menggunakan regresi Fama-MacBeth (1973) dapat dibuktikan bahwa profitabilitas perusahaan yang diukur dengan operating profit-to-equity dan operating profit-to-assets memiliki pengaruh signifikan dan hubungan yang positif terhadap expected stock return di pasar saham ASEAN.
Item Type: Thesis (Bachelor)
Creators:
Creators
NIM
Email
ORCID
Nathania, Clara
NIM01011170188
nathania.clara15@gmail.com
UNSPECIFIED
Contributors:
Contribution
Contributors
NIDN/NIDK
Email
Thesis advisor
Kim, Sung Suk
NIDN0324106805
sungsuk.kim@uph.edu
Uncontrolled Keywords: profitabilitas; expected stock return; pasar saham ASEAN
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Business School > Management
Current > Faculty/School - UPH Karawaci > Business School > Management
Depositing User: Clara Nathania
Date Deposited: 09 Feb 2021 13:31
Last Modified: 04 Apr 2023 08:51
URI: http://repository.uph.edu/id/eprint/16541

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