The effect of market volatility, illiquidity, and tax amnesty towards stock return in Indonesia

Ongko, Davita Natasha and Laurence, Nikita (2019) The effect of market volatility, illiquidity, and tax amnesty towards stock return in Indonesia. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

The purpose of this research is to examine and analyze how evident the relationship in market volatility and liquidity provision to stock return, also to evaluate the affliction of regulatory changes to the stock market in Indonesia. The data are taken from IDX and IHSG ranging from 2014 until 2018. Testing the relationship between variables will be determined through regression process by statistical methods. Researchers use the panel data regression in which data being measured will have cross-section along with time-series properties. And for the regression process, analysts use the random effect of panel data resulting in significant and consistent outcomes. From the result of this research, analysts can prove that there is a significant effect of stock return with market volatility, illiquidity, along with the influence of tax amnesty implementation.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Ongko, Davita NatashaNIM00000028716davita_natasha@ymail.com
Laurence, NikitaNIM00000022357nikita_laurence@yahoo.com
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorTjong, WilliamNIDN0318116402UNSPECIFIED
Uncontrolled Keywords: relationship; illiquidity; market volatility; stock return; tax amnesty
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: Users 3472 not found.
Date Deposited: 28 Feb 2020 02:20
Last Modified: 22 Apr 2020 09:29
URI: http://repository.uph.edu/id/eprint/8121

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