Skripsi

ARBITRAGE PRICING THEORY MODEL TESTING ON SHARESIN BANKING SECTOR

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Penilaian

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This study is trying to see which macroeconomicsfactors that can affect the stock return in banking sector period of2005-2010. Sample used in this study are shares on banking sector in Indonesia Stock Exchange. The macroeconomics variables used in this study are Consumer Price Index, Industrial Production Index, Goldprice and Money Supply. This research used multiple linear regression analysis and BLUE test. The researchflnding shows that none ofthe macroeconomics variables used in the study has positive ejfect on the stock return. The R squaredfor this model is only 0,104 which means that only 10,4% stock return variable can b e explained by the independent variables whereas the rest 89,6% is explained by otherfactors, such as, the internal condition offirm. And out of8 companies tested, the APT model only significant in explaining Bank Central Asia, simultaneously but partially only CP1 andMoney Supply are significant. Keywords: APT, Consumer Price Index, Industrial Production Index, Gold price, Money Supply

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Availability

Inventory Code	Barcode	Call Number	Location	Status
1207001026	T45661	T456612012	Central Library (REFERENCES)	Available but not for loan - Not for Loan

Detail Information

Series Title

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Call Number

T456612012

Publisher

Inderalaya : Prodi Manajemen, Fakultas Ekonomi Universitas Sriwijaya., 2012

Collation

xii, 78 hlm.; tab.; 29 cm.

Language

English

ISBN/ISSN

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Classification

658.150 7

Content Type

Text

Media Type

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Carrier Type

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Edition

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Subject(s)

Financial management
Ekonomi Manajemen.

Specific Detail Info

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Statement of Responsibility

MI

Other version/related

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