Analisis faktor-faktor determinan dan hubungan timbal balik antara struktur modal dan return saham = Analysis of determinants and reciprocal relationship between capital structure and stock returns
| Main Authors: | Dian Amelina, author, Add author: Ancella Anitawati Hermawan, supervisor, Add author: Mochamad Muslich, examiner, Add author: Imo Gandakusuma, examiner |
|---|---|
| Format: | Masters Thesis |
| Terbitan: |
Universitas Indonesia
, 2011
|
| Subjects: | |
| Online Access: |
https://lib.ui.ac.id/detail?id=20338247 |
| ctrlnum |
20338247 |
|---|---|
| fullrecord |
<?xml version="1.0"?>
<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><type>Thesis:Masters</type><title>Analisis faktor-faktor determinan dan hubungan timbal balik antara struktur modal dan return saham = Analysis of determinants and reciprocal relationship between capital structure and stock returns</title><creator>Dian Amelina, author</creator><creator>Add author: Ancella Anitawati Hermawan, supervisor</creator><creator>Add author: Mochamad Muslich, examiner</creator><creator>Add author: Imo Gandakusuma, examiner</creator><publisher>Universitas Indonesia</publisher><date>2011</date><subject>Stocks -- Indonesia</subject><subject>Capital stock</subject><description>Tesis ini menguji hubungan antara struktur modal dan return saham, yang ditetapkan sebagai variabel laten endogen. serta faktor-faktor determinan apa saja yang mempengaruhi keduanya. Penentuan faktor-faktor determinan tersebut dila1.-ukan secara simultan dengan menggunakan program LISREL dengan sampel sebanyak !6! perusahaan yang terdaf\ar di Bursa Efek Indonesia (BEJ) pada periode 2008. Variabel Iaten eksogen yang digunakan pada penelitian ini adalah growth, size, profitability, asset structure, uniqueness, industry classification, value, dan liquidity. Hasi1 peneHtian menunjukkan bahwa fak:tor determinan dari struktur modal perusahaan adaiab asset slntcture dan size. Sedangkan faktor determinan yang berpengaruh terhadap return saham adalah size, value, liquidity, dan industry classification. Hasil penelitian juga memperlihatkan bahwa struktur modal dan return saham tidak berpengaruh satu sama lain secara signifikan.
<hr>
The focus of this thesis is to examine the relationship between capital structure and stock returns, as two endogenous variables, and find out their determinants as welL Those determinants will be decided simultaneously by using LISREL program with the use of 161 firms listed in Bursa Efek Indonesia (BEl) of year 2008 as sample. Th.is research uses growth, size, profitability, asset structure, uniqueness., industry classification, value, and liquidity as exogenous latent variables. The results show that asset structure and size are the determinants of capita1 structure. While the determinants of stock returns are size, value, liquidity, and industry classification. The results also indicate that capital structure and stock returns have no significant influence on each other.</description><identifier>https://lib.ui.ac.id/detail?id=20338247</identifier><recordID>20338247</recordID></dc>
|
| format |
Thesis:Masters Thesis Thesis:Thesis |
| author |
Dian Amelina, author Add author: Ancella Anitawati Hermawan, supervisor Add author: Mochamad Muslich, examiner Add author: Imo Gandakusuma, examiner |
| title |
Analisis faktor-faktor determinan dan hubungan timbal balik antara struktur modal dan return saham = Analysis of determinants and reciprocal relationship between capital structure and stock returns |
| publisher |
Universitas Indonesia |
| publishDate |
2011 |
| topic |
Stocks -- Indonesia Capital stock |
| url |
https://lib.ui.ac.id/detail?id=20338247 |
| contents |
Tesis ini menguji hubungan antara struktur modal dan return saham, yang ditetapkan sebagai variabel laten endogen. serta faktor-faktor determinan apa saja yang mempengaruhi keduanya. Penentuan faktor-faktor determinan tersebut dila1.-ukan secara simultan dengan menggunakan program LISREL dengan sampel sebanyak !6! perusahaan yang terdaf\ar di Bursa Efek Indonesia (BEJ) pada periode 2008. Variabel Iaten eksogen yang digunakan pada penelitian ini adalah growth, size, profitability, asset structure, uniqueness, industry classification, value, dan liquidity. Hasi1 peneHtian menunjukkan bahwa fak:tor determinan dari struktur modal perusahaan adaiab asset slntcture dan size. Sedangkan faktor determinan yang berpengaruh terhadap return saham adalah size, value, liquidity, dan industry classification. Hasil penelitian juga memperlihatkan bahwa struktur modal dan return saham tidak berpengaruh satu sama lain secara signifikan.
<hr>
The focus of this thesis is to examine the relationship between capital structure and stock returns, as two endogenous variables, and find out their determinants as welL Those determinants will be decided simultaneously by using LISREL program with the use of 161 firms listed in Bursa Efek Indonesia (BEl) of year 2008 as sample. Th.is research uses growth, size, profitability, asset structure, uniqueness., industry classification, value, and liquidity as exogenous latent variables. The results show that asset structure and size are the determinants of capita1 structure. While the determinants of stock returns are size, value, liquidity, and industry classification. The results also indicate that capital structure and stock returns have no significant influence on each other. |
| id |
IOS18066.20338247 |
| institution |
Universitas Indonesia |
| institution_id |
51 |
| institution_type |
library:university library |
| library |
Perpustakaan Universitas Indonesia |
| library_id |
492 |
| collection |
contoh Repository Tesis (Open) Universitas Indonesia |
| repository_id |
18066 |
| city |
KOTA DEPOK |
| province |
JAWA BARAT |
| repoId |
IOS18066 |
| first_indexed |
2022-12-14T02:34:40Z |
| last_indexed |
2022-12-14T02:34:40Z |
| recordtype |
dc |
| merged_child_boolean |
1 |
| _version_ |
1752198672787963904 |
| score |
17.611225 |