Analisis Pengaruh Koneksi Politik, Kepemilikan Institusional, Return On Equity, Ukuran Perusahaan, dan Leverage Terhadap Sinkronisitas Harga Saham

Juniyanti, Juniyanti (2020) Analisis Pengaruh Koneksi Politik, Kepemilikan Institusional, Return On Equity, Ukuran Perusahaan, dan Leverage Terhadap Sinkronisitas Harga Saham. Undergraduate thesis, Universitas Internasional Batam.

[img] Text
s-1642059-abstract-en.pdf

Download (1MB)
[img] Text
s-1642059-abstract-id.pdf

Download (1MB)
[img] Text
s-1642059-bibliography.pdf

Download (284kB)
[img] Text
s-1642059-chapter1.pdf

Download (253kB)
[img] Text
s-1642059-chapter2.pdf

Download (270kB)
[img] Text
s-1642059-chapter3.pdf
Restricted to Repository staff only

Download (274kB) | Request a copy
[img] Text
s-1642059-chapter4.pdf
Restricted to Repository staff only

Download (259kB) | Request a copy
[img] Text
s-1642059-chapter5.pdf

Download (2MB)
[img] Text
s-1642059-cover-id.pdf

Download (22kB)

Abstract

Karya ilmiah ini ditulis dengan tujuan untuk mengetahui pengaruh variabel independen terhadap variabel sinkronisitas harga saham. Variabel independen yang dimaksud pada karya ilmiah ini adalah variabel koneksi politik, kepemilikan institusional, ROE, ukuran perusahaan, leverage, skewness dan kurtosis. Penulis akan memaparkan hasil penelitian terhadap variabel diatas pada karya ilmiah ini. Perusahaan LQ45 yang terkenal sebagai perusahaan dengan kondisi keuangan, prospek pertumbuhan, dan nilai transaksi yang tinggi merupakan sample yang digunakan pada karya ilmiah ini. Periode pengambilan sample karya ilmiah ini adalah tahun 2014 sampai dengan tahun 2018 yaitu selama 5 (lima) tahun. Laporan keuangan dan laporan tahunan perusahaan LQ45 diunduh melalui situs https://www.idx.co.id/. Sedangkan informasi pengembalian mingguan perusahaan yang dibutuhkan untuk pengolahan data variabel sinkronisitas harga saham diperoleh melalui situs https://finance.yahoo.com/. Data penelitian yang diperoleh kemudian diolah menggunakan aplikasi Eviews versi 10 dan SPSS versi 22. Hasil penelitian menunjukkan bahwa variabel kepemilikan institusional berhubungan signifikan negatif terhadap variabel sinkronisitas harga saham. Sedangkan variabel ukuran perusahaan dan kurtosis berhubungan signifikan positif terhadap sinkronisitas harga saham. Variabel lainnya yaitu koneksi politik, Return On Equity (ROE), leverage dan skewness tidak ditemukan hubungan yang signifikan terhadap variabel sinkronisitas harga saham. Kata Kunci: Sinkronisitas harga saham, koneksi politik, kepemilikan institusional, Return On Equity (ROE), ukuran perusahaan. ********************************************************************** This scientific work is written to examine the effect of the independent variable towards the synchronicity of stock prices variable. The independent variables referred to in the scientific work are political connections, institutional ownership, ROE, company size, leverage, skewness and kurtosis. Author will elaborate the results of the variables in this research. The LQ45 company which is well known for its financial condition, growth prospects, and high transaction value has been chosen as sample used for this study. The sampling period ranged from 2014 to 2018, which is 5 (five) years. The financial statements and annual reports of the LQ45 company are downloaded through the site https://www.idx.co.id/. Whereas the company's information regarding weekly return needed for data processing of share price synchronicity is obtained through the website https://finance.yahoo.com/. The research data obtained are then processed using Eviews application version 10 and SPSS version 22. Results indicate that the institutional ownership variable has significant negative effect on the synchronicity of stock price. While compant size and kurtosis variables has significant positive effect on the synchronicity of stock prices. Other variables, namely political connections, Return On Equity (ROE), leverage and skewness do not have a significant relationship to the variable synchrony of stock prices. Keywords: Stock price synchronization, political connections, institutional ownership, Return On Equity (ROE), company size.

Item Type: Thesis (Undergraduate)
Additional Information: Similarity: 22
Uncontrolled Keywords: Stock price synchronization, political connections, institutional ownership, Return On Equity (ROE), company size.
Subjects: H Social Sciences > HC Economic History and Conditions
H Social Sciences > HF Commerce
H Social Sciences > HF Commerce > HF5601 Accounting
H Social Sciences > HG Finance
Divisions: School of Economic and Business > Accounting
SWORD Depositor: Admin Repository Universitas Internasional Batam
Depositing User: Admin Repository Universitas Internasional Batam
Date Deposited: 27 Apr 2020 07:06
Last Modified: 02 Oct 2020 02:31
URI: http://repository.uib.ac.id/id/eprint/2118

Actions (login required)

View Item View Item