Pengaruh Makroekonomi terhadap Abnormal Return Saham pada Perusahaan Manufaktur

Authors

  • Yulis Maulida Berniz Universitas Peradaban
  • Adi Susanto Universitas Peradaban
  • Lina Krisnawati Universitas Peradaban

DOI:

https://doi.org/10.31004/jpdk.v3i1.12566

Abstract

Penelitian yang dilakukan berfokus pada upaya untuk melihat pengaruh makroekonomi pada abnormal return saham, makroekonomi yang diukur melalui suku bunga, inflasi serta nilai tukar. Penelitian yang dilakukan menjadikan perusahaan manufaktur di BEI periode 2016-2020 serta pengambilan sampel melalui teknik sampling purposif sehingga memperoleh sampel sejumlah 114 sampel dari 192 populasi. Analisis data menggunakan teknik analisis regresi linier berganda yang meliputi hipotesis test, t test, f test, serta koefisien determinasi test. Penelitian memperlihatkan hasil suku bunga tidak memiliki pengaruh pada abnormal return, nilai tukar tidak memiliki pengaruh pada abnormal return, serta inflasi memiliki pengaruh dengan arah negatif pada abnormal return.

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Published

2021-02-28

How to Cite

Berniz, Y. M. ., Susanto, A. ., & Krisnawati , . L. . (2021). Pengaruh Makroekonomi terhadap Abnormal Return Saham pada Perusahaan Manufaktur. Jurnal Pendidikan Dan Konseling (JPDK), 3(1), 153–159. https://doi.org/10.31004/jpdk.v3i1.12566

Issue

Vol. 3 No. 1 (2021): JPDK

Section

Articles

License

Copyright (c) 2021 Yulis Maulida Berniz, Adi Susanto, Lina Krisnawati

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