ANALISIS PENGARUH STABILITAS POLITIK DAN FAKTOR EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN
ANALISIS PENGARUH STABILITAS POLITIK DAN FAKTOR EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN
DOI:
https://doi.org/10.29303/jaa.v5i2.96Keywords:
Politik, Faktor Ekonomi, IHSGAbstract
Data yang digunakan dalam penelitian ini adalah data Indek Harga Saham Gabungan yang konsisten masuk di BEI pada periode penelitian, yaitu tahun 2010-2019, Faktor Ekonomi yang di gunakan adalah nilai Tukar, Nilai inflasi, dan data stabilitas politik Indonesia selama periode tahun 2010-2019. Penulis menggunakan metode regresi data panel dengan didukung oleh analisis kuantitatif dengan menggunakan model ekonometrik untuk mendapatkan gambaran yang jelas tentang hubungan antara variabel-variabel yang digunakan dalam penelitian. Penelitian ini dilakukan untuk melihat pengaruh faktor-faktor ekonomi, Nilai Tukar, Inflasi dan stabilitas politik terhadap Indek Harga Saham Gabungan pada periode tahun 2010-2019. Hasil penelitian ini adalah Variabel Nilai Tukar berpengaruh Negatif signifikan terhadap Indeks Harga Saham Gabungan di BEI. Variabel inflansi berpengaruh positif tidak signifikan terhadap Indek Harga Saham Gabungan di BEI. Variabel ISP berpengaruh positif signifikan terhadap Indek Harga Saham Gabungan di BEI. Data Nilai Tukar, inflasi diperoleh dari publikasi Bank Indonesia. Adapun data Stabilitas Politik Indonesia diperoleh dari The Global Economy.com, The World Bank.
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Suciningtias, Siti Aisiyah dan Rizki Khoiroh. (2015). Analisis Dampak Variabel Makroekonomi Terhadap Indeks Saham Syariah Indonesia. Conference in Business, Accounting, and Management. 2 (1): 398-412.
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Trisnawati, Fenny. (2011). Pengaruh Peristiwa Politik Terhadap Perubahan Harga Saham. Pekbis Jurnal. 3 (3): 528-535.
Zhigao Liu a,b , Michael Dunford a , Weidong Liu. (2020). Coupling national geo- political economic strategies and the Belt and Road Initiative: The China- Belarus Great Stone Industrial Park. journal homepage: http://www.elsevier.com/locate/polgeo. Political Geography. 84.102296
Achmad Ath Thobarry. (2008). Analisis Pengaruh Nilai Tukar, Suku Bunga, Laju Inflasi Dan Pertumbuhan Gdp Terhadap Indeks Harga Saham Sektor Properti (Kajian Empiris Pada Bursa Efek Indonesia Periode Pengamatan Tahun 2000-2008 ). Tesis. Program Studi Magister Manajemen Universitas Diponegoro
Anh-Tuan Doan, Thu Phan, Kun-Li Lin. (2020). Governance quality, bank price synchronicity and political uncertainty. Journal Pre-proof. International Review of Economics and Finance. S1059- 0560(20)30086-1.
Anwar, Chairul. (2004). Studi Peristiwa Reaksi Pasar Modal Terhadap Pemilihan Umum Tanggal 5 April 2004 pada Bursa Efek Jakarta. Jurnal Ekonomi dan Bisnis. 2 (9): 98-107
David R. Bowes. (2018). Stock Market Volatility And Presidential Election Uncertainty: Evidence From Political Futures Markets. The Journal of Applied Business Research – January/February 2018 Volume 34, Number 1
Enny Magdalena Saragih. Dr. Isfenti Sadalia, Dr. Amlys Syahputra Silalahi. The Impact of Presidential Election on Abnormal Return, Trading Volume Activity, Security Return Variability in Banking Industries Listed on the Indonesia Stock Exchange. www.ijrrjournal.com E-ISSN: 2349-9788; P- ISSN: 2454-2237
Farhan Ahmed. (2020). Meta-Analysis On American Presidential Election - 2016 And American Stock Market. Estudios de economia apicade. 38-1 2020 P P . 1 – 7
Firdausi, Aurora Nur. (2016). Pengaruh Indeks Harga Saham Regional Asean dan Variabel Makroekonomi terhadap Indeks Harga Saham Syariah Indonesia. Jurnal Al-Muzara’ah. 4 (2): 76-96.
Inho Leea , Shiyong Yoob. (2020). Does peace boost stock prices? Evidence from the Korean stock market. Journal of Asian Economics. ASIECO-101247. University, 0674, Seoul, Republic of Korea.
Isaac Marcelina,, Sheryl-Ann K. Stephenb , Fassil Fantac , Mussie Teckleziond. (2018). Research in International Business and Finance. Contents lists available at ScienceDirect. org/10.1016/j.ribaf.2018.10.003
Jake Yennaco. (2020). Healthcare Stocks and Presidential Elections. Honors theses and capstones.student scholarship.Universitas of new Hampshire.
Lubos Pastor Pietro Veronesi. (2029). Political Cycles And Stock Returns. Nber Working Paper Series . Political Cycles and Stock Returns Lubos Pastor and Pietro Veronesi NBER Working Paper No. 23184.
Mark Schaub. (2020). A Note on the Early Effects of the Brexit and US Presidential Votes on REITs. International Journal of Economics and Finance; Vol. 12, No. 6; 2020 ISSN 1916-971X E-ISSN 1916-9728 Published by Canadian Center of Science and Education.
Mohammad Enamul Hoque a, Mohd Azlan Shah Zaidi. (2020). Global and country- specific geopolitical risk uncertainty and stock return of fragile emerging economies. Borsa Istanbul Review. 20-3 197-213.
Muhammad Ainnul Wahid. (2018). Analisis Pengaruh Stabilitas Politik Dan Faktor Ekonomi Terhadap Jakarta Islamic Index (JII). Skripsi Jurusan Ekonomi Syariah Fakultas Ekonomi Dan Bisnis Universitas Islam Negeri Syarif Hidayatullah Jakarta
Savva Shanaev, Binam Ghimire. (2018). Is all politics local? Regional political risk in Russia and the panel of stock returns. Journal of Behavioral and Experimental Finance. S2214-6350(18)30149-7
Setiawan, Aziz Budi dan Hafidz Ash-Shidiq. (2015). Analisis Pengaruh Suku Bunga SBI, Uang Beredar, Inflasi, dan Nilai Tukar Terhadap Indeks Harga Saham Jakarta Islamic Index (JII) Periode 2009-2014. Jurnal Ekonomi dan Perbankan Syariah. 3 (2): 25-46.
Sriyana, Jaka. 2014. Metode Regresi Data Panel. Yogyakarta: EKONISIA
Stefan Eichler and Timo Plaga. (2020). The Economic Record of the Government and Sovereign Bond and Stock Returns around National Elections. Journal Pre- proof. S0378-4266(20)30099-6
Suciningtias, Siti Aisiyah dan Rizki Khoiroh. (2015). Analisis Dampak Variabel Makroekonomi Terhadap Indeks Saham Syariah Indonesia. Conference in Business, Accounting, and Management. 2 (1): 398-412.
Suramaya Suci Kewal (2012) Pengaruh Inflasi, Suku Bunga, Kurs, Dan Pertumbuhan Pdb Terhadap Indeks Harga Saham Gabungan. Jurnal Econimia Vol 8, No 1 > Kewal
Triandi, dan Skundita Pratikno. 2009. Peranan Audit Operasional Dalam Meningkatkan Efektivitas Dan Efisiensi Fungsi Pembelian Pada PT. Organ …
Trisnawati, Fenny. (2011). Pengaruh Peristiwa Politik Terhadap Perubahan Harga Saham. Pekbis Jurnal. 3 (3): 528-535.
Zhigao Liu a,b , Michael Dunford a , Weidong Liu. (2020). Coupling national geo- political economic strategies and the Belt and Road Initiative: The China- Belarus Great Stone Industrial Park. journal homepage: http://www.elsevier.com/locate/polgeo. Political Geography. 84.102296
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Published
2021-04-29
How to Cite
Basit, A., & Haryono, S. (2021). ANALISIS PENGARUH STABILITAS POLITIK DAN FAKTOR EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN: ANALISIS PENGARUH STABILITAS POLITIK DAN FAKTOR EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN. Jurnal Aplikasi Akuntansi, 5(2), 220–237. https://doi.org/10.29303/jaa.v5i2.96
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