CD Tesis

Pengaruh Arus Dana Asing Dan Aktivitas Transaksi Domestik Terhadap Volatilitas Dan Kinerja Pasar Modal Indonesia

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This research is aimed to analyze the direct and non direct effect between foreign capital flow and transaction activity to volatility and capital market performance.
The object of this research is Indonesian Stock Exchange with historical data on 2009-2018. This research use path analysis with Partial Least Square (PLS) method.
The result of this study shows that directly, foreign capital net flow has significantly positive effect to capital market performance. But Volatilty has significantly negative effect to capital market performance. At then, indirect effect show that volatility has mediated the relationship between foreign capital net flow to capital market. However, we don’t find any significant effect for relation of transaction activity to capital market direcly or indirectly. Highly volatile market conditions need attention because they tend to have a negative effect on investment returns. The magnitude of the dominance of foreign ownership of funds in the capital market tends to have an impact on the high dependence of capital market fluctuations and performance on foreign investor activities. However, the high level of foreign capital entering the market and the high level of volatility actually pushes the level of stock returns to be more optimal for investors.
The Goodness of Fit Model figured from Q-Square, that is 0,117 for volatility and 0.144 for capital market performance which means the relevance of predictive model is good.
Keyword : Foreign Capital Flow, Transaction Activity, Volatility, Capital
Market Performance

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

10 03. 220 (0071)

Penerbit

Pekanbaru : Universitas Riau – Pascasarjana – Tesis Manajemen., 2020

Deskripsi Fisik

ix, 96 hlm,; ill.: 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

10 03. 220 (0071)

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MANAJEMEN

Info Detail Spesifik

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Pernyataan Tanggungjawab

FATAH

Versi lain/terkait

Lampiran Berkas

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