Skripsi
ANALIS DATA PANEL PADA FAKTOR-FAKTOR YANG MEMPENGARUHI HARGA SAHAM (STUDI KASUS PERUSAHAAN YANG TERDAFTAR DI INDEX LQ-45 TAHUN 2019-2023)
The stock price is the current market price determined by supply and demand on the stock exchange. A high share price reflects the high value of the company and creates investor confidence. The purpose of this study is to find out to obtain the best panel data regression model estimates and factors that affect stock prices in companies listed on the LQ-45 index for 2019-2023. The data used is secondary data obtained from the Indonesia Stock Exchange (IDX) website. Panel data regression model estimation was carried out with three models, namely Common Effect Model (CEM), Fixed Effect Model (FEM), Random Effect Model (REM). The selection of the best model is carried out using three tests, namely the Chow test, the Hausman test, and the Lagrange Multiplier test. The best model selected is FEM with individual effects. The panel data regression model of the individual effect FEM is Y ̂_it= γ ̂_i+6,467239+ 0,208841 X_1it+0,162295 X_2it . The estimated variable that has a significant effect on stock prices in companies listed on the LQ-45 index for individual FEM effects is (X_1) and ROE 〖(X〗_2). The FEM model can explain together the effect of the stock price variable significantly by 87.80%.
| Inventory Code | Barcode | Call Number | Location | Status |
|---|---|---|---|---|
| 2407005225 | T153323 | T1533232024 | Central Library (References) | Available |
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