IDEAS home Printed from https://ideas.repec.org/p/osf/osfxxx/9p2h6.html
   My bibliography  Save this paper

PENGARUH KONDISI FUNDAMENTAL, INFLASI DAN SUKU BUNGA SERTIFIKAT BANK INDONESIA TERHADAP HARGA SAHAM (Studi Kasus Perusahaan Real Estate Dan Property Yang Terdaftar Di Bursa Efek Indonesia)

Author

Listed:
  • Syahfitri, Okinawa
  • Dewi, Aminar Sutra

Abstract

The stock price is a reflection of the value of the company. Stock price fluctuations can not only be influenced by company fundamentals but also influenced by the macro economy of a company. In this study aims to determine the effect of fundamental conditions, inflation and sbi interest rates on stock prices. The data used is secondary data. This study selects data on the real estate and property industry that are listed on the Indonesian stock exchange with the observation period of 2015-2017. The method of sample collection uses a purposive sampling method which obtained 22 companies studied. The analytical method used is panel data regression, which is the Random Effect Models (REM) test. The results of this study show that the fundamental conditions with ROA have a significant effect on stock prices, EPS has a significant effect on stock prices, PBV has a significant effect on stock prices, DER has a significant effect on stock prices and SBI Interest Rate has a significant effect on stock prices whereas Inflation has no effect significant to stock prices.

Suggested Citation

  • Syahfitri, Okinawa & Dewi, Aminar Sutra, 2019. "PENGARUH KONDISI FUNDAMENTAL, INFLASI DAN SUKU BUNGA SERTIFIKAT BANK INDONESIA TERHADAP HARGA SAHAM (Studi Kasus Perusahaan Real Estate Dan Property Yang Terdaftar Di Bursa Efek Indonesia)," OSF Preprints 9p2h6, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:9p2h6
    DOI: 10.31219/osf.io/9p2h6
    as

    Download full text from publisher

    File URL: https://osf.io/download/5cb3fe02353c58001c9a780d/
    Download Restriction: no
    File URL: https://libkey.io/10.31219/osf.io/9p2h6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osf:osfxxx:9p2h6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSF (email available below). General contact details of provider: https://osf.io/preprints/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.