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Esterrina Fermantiningrum
Universitas Mercu Buana
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PENGARUH RASIO KEUANGAN TERHADAP LIKUIDITAS SAHAM PADA SEKTOR PERBANKAN DI BURSA EFEK INDONESIA PERIODE 2008-2012 Esterrina Fermantiningrum
Jurnal Ilmiah Manajemen dan Bisnis Vol 5, No 1 (2019): Jurnal Ilmiah Manajemen dan Bisnis
Publisher : Universitas Mercu Buana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22441/jimb.v5i1.5623

Abstract

Tujuanpenelitianiniadalahmengujipengaruhrasiokeuanganterhadaplikuiditassaham pada sektorperbankan yang terdaftar di Bursa Efek Indonesiaselamaperiode 2008-2012. Variabel yang di gunakan dalam penelitian ini adalah likuiditas saham (LKS) sebagai variable dependen dengan LDR, DER, ROE, PER, PBV, EPS, dan ROA sebagaivariabelindependen. Sampel yangdipilihberdasarkanmetode purposive sampling. Sampel dalam penelitian ini diambil dari 26 perusahaan di sector perbankan pada periode 2008-2012 sebanyak 130 observasi. Penelitian ini menggunakan analisis regresi data panel. Model PLS (common), fixed effect, dan random effect kemudian di uji untuk memilih model yang paling sesuai. Tes LM dan Hausman menyimpulkanbahwarandom effect adalah model yang paling tepat. Pengujian hipotesis dilakukan dengan menggunakan adjusted R square, uji F, dan uji T berdasarkan Random Effect Model. Dari hasil penelitian menunjukkan bahwa DER, PER, PBV, dan ROA mempengaruhi likuiditas saham (LKS) sedangkan likuiditas LDR, ROE dan EPS tidak memiliki pengaruh terhadap likuiditas saham (LKS). Koefisien determinasi (adjusted R square) menunjukkan bahwa 30,58% fluktuasi likuiditas saham (LKS) dapat di jelaskan oleh tujuh variable independen yaitu, LDR, DER, ROE, PER, PBV, EPS, dan ROA
Pengaruh Rasio Keuangan Terhadap Likuiditas Saham Pada Sektor Perbankan Di Bursa Efek Indonesia Periode 2008-2012 Esterrina Fermantiningrum; Matsani Matsani
Jurnal Ilmu Ekonomi dan Sosial (JIES) Vol 8, No 1 (2019): March 2019
Publisher : Universitas Mercu Buana

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (324.17 KB) | DOI: 10.22441/jies.v8i1.7341

Abstract

The purpose of this research is to examine the Effect of Financial Ratios on Stock Liquidity in the Banking Sector listed in Indonesia Stock Exchange, during 2008-2012. The variables used in this study include stock liquidity (LKS) as the dependent variable with LDR, DER, ROE, PER, PBV, EPS, and ROA as the independent variables. Samples were selected based on the purposive sampling method. Samples in this research come from 26 companies in the banking sector in the period 2008 until 2012 which consist of 130 observations. This research used panel data regression analysis. The PLS (Common), Fixed Effect Model, and Random Effect models were then tested to select the most suitable model. The LM test and Hausman concluded that the Random Effect is the most appropriate model. Hypothesis testing was conducted by using the Adjusted R Square, F test, and T-test based on the Random Effect Model. The results of the research show that DER, PER, PBV, and ROA affect stock liquidity (LKS) while liquidity LDR, ROE, and EPS have no influence on stock liquidity (LKS). The coefficient of determination (Adjusted R Square) indicates that 30.58% of fluctuation in stock liquidity (LKS) can be explained by the seven independent variables namely, LDR, DER, ROE, PER, PBV, EPS, and ROA.
Co-Authors Matsani