ANALISIS PENGARUH BI RATE, RETURN ON ASSET, DAN RETURN ON EQUITY TERHADAP RETURN SAHAM PT TAMBANG BATUBARA BUKIT ASAM (PERSERO) TBK. PERIODE 2007-2011

Penulis

  • Dennis Nugroho Prakoso Universitas Katolik Indonesia Atma Jaya
  • Sinta Boentoro Universitas Katolik Indonesia Atma Jaya

DOI:

https://doi.org/10.25170/jm.v10i2.838

Kata Kunci:

BI Rate, Return On Asset, Return On Equity, Return

Abstrak

This research is conducted to find out the influence of BI Rate, Return On Asset, and Return On Equity on share return of PT Tambang Batubara Bukit Asam (Persero) Tbk. Data gathered is time series data which is analyzed by using GARCH method. The result indicate that only BI Rate has a significant effect.

Referensi

(1990). Almanak Pasar Modal (Capital Market Directory) volume 1, Jakarta: Lembaga Pengembangan Kreatifitas & Pembinaan Disiplin Masyarakat.

Flannery, M. J., Christopher M. J. (1984) The Effect of Interest Rate Changes on the Common Stock Return of Financial Institution.The Journal of Finance.

Ghazanfari, P. F., Henry C. R., Paul S. (2007). The Effect of the Federal Reserve Interest rate Policies on the Returns of Commercial Bank Stocks. Journal of Financial Services Marketing

Henry M. K Mok. (1993). Causality of Interest Rate, Exchange Rate and Stock Prices at Stock Market Open and Close in Hongkong. Asia Pacific Journal of Management.

Martani, D., Mulyono, Rahfiani K. (2009). The Effect of Financial Ratios, Firm Size, and Cash Flow From Operating Activities in the Interim Report to The Stock Return. Chinese Business Review.

Samat, D. (2005). ”Manajemen Lembaga Keuangan”, edisi ke-5. Jakarta :FEUI.

Widiyanti, M., H. Taufik, H. Isnurhadi. (2008). The Influence of Traditional Accounting and Economic Value Added Approaches on Stock Returns of Banks Listed on Jakarta Stock Exchange. Proceedings of The MFA Conference 2008, Parallel Session II (B).

Diterbitkan

2013-11-01
Abstract views: 121 | PDF downloads: 114