Determinants of Indonesian Capital Market Reaction

DSpace/Manakin Repository

Show simple item record Riyani, Yani Mardiah, Kartawati Mahyus Kusmana, Endang Andriana, Susan Nengzih, Nengzih Soepriyadi, Irzan Endri, Endri 2023-06-20T14:41:22Z 2023-06-20T14:41:22Z 2023-06-20
dc.identifier.issn 2224-2678
dc.description.abstract Several research results in the Indonesian Capital Market have found a market anomaly phenomenon caused by the market reacting to internal and external information. This study aims to examine whether companyspecific factors (company size, growth, and risk), national macroeconomic factors (Inflation, interest rates, and exchange rates on a national scale), and world macroeconomic factors (market returns, Inflation, interest rates, and world-scale exchange rates) ) may cause the Indonesian Capital Market to react. The form of this research is associative descriptive with a population of all companies indexed by LQ45, totaling 45 companies. According to purposive sampling, the sample used is 22 companies, and data analysis using panel data regression with the help of software Eviews 12. The study's results found that only national interest rates and world inflation could cause the Indonesian Capital Market to react. In contrast, size, growth, risk, national Inflation, world returns, world interest rates, and world exchange rates did not cause the Indonesian Capital Market to react. en_GB
dc.subject determinants en_GB
dc.subject market reactions en_GB
dc.subject anomalies en_GB
dc.subject Indonesia en_GB
dc.title Determinants of Indonesian Capital Market Reaction en_GB

Files in this item

This item appears in the following Collection(s)

Show simple item record


Advanced Search


My Account