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All Journal CALYPTRA : Jurnal Ilmiah Mahasiswa Universitas Surabaya
Novita Harsalim
Universitas Surabaya
Education

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PENGARUH MARKET RISK, SIZE, BOOK TO MARKET RATIO, DAN EARNINGS PRICE RATIO TERHADAP RETURN SAHAM SEKTOR MISCELLANEOUS INDUSTRY DI BEI PERIODE 2006-2012 Harsalim, Novita
CALYPTRA : Jurnal Ilmiah Mahasiswa Universitas Surabaya Vol 2, No 2 (2013): CALYPTRA : Jurnal Ilmiah Mahasiswa Universitas Surabaya
Publisher : University of Surabaya

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Abstract

Penelitian ini bertujuan untuk menguji pengaruh market risk, size, bookto market ratio, dan earnings price ratio terhadap return pada perusahaan sektormiscellaneous industry di BEI periode 2006-2012. Temuan penelitianmenunjukkan bahwa market risk berpengaruh negatif signifikan terhadap return,size berpengaruh negatif signfikan terhadap return, book to market ratioberpengaruh positif tidak signifikan terhadap return, dan earnings price ratioberpengaruh positif signfikan terhadap return saham sektor miscellaneousindustry di BEI periode 2006-2012. Implikasi dari penelitian ini adalah marketrisk, size, dan earnings price ratio harus dipertimbangkan oleh investor dan jugaperusahaan itu sendiri.
PERILAKU INVESTOR : “HERDING AND FEEDBACK TRADING” DI BURSA EFEK INDONESIA PERIODE 2012 - 2014 Harsalim, Novita
CALYPTRA : Jurnal Ilmiah Mahasiswa Universitas Surabaya Vol 4, No 2 (2015): CALYPTRA : Jurnal Ilmiah Mahasiswa Universitas Surabaya
Publisher : University of Surabaya

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This study aims to examine investor behavior of herding and feedback trading in IDX at period 2012 – 2014. Where the indicator of herding and feedback trading adopted from Oh et al ( 2007 ) is net investment flows. This study research of two types investor, foreign and domestic.   This study uses a quantitative approach to VAR model. This study uses a sample of investor in IDX period 2012 – 2014 and the sampel used in this study were 36 obserrvations. Using unit root test and lag optimal, the model can be more accurate.   This study findings that foreign and domestic investor has been herding and feedback trading. Domestic investor behavior has influenced by return at 3rd period before, and foreign investor behavior has influenced by net investments domestic at 5th and 8th period before.
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