Jurnal Ilmiah ASET
Vol 10 No 1 (2008): Jurnal ASET Volume 10 No 1

Analisis Beta Saham Sektor Properti Sebelum dan Selama Krisis Ekonomi dengan Metode Time Series Auto Correlation Model

Yulistyono, Herry (Unknown)



Article Info

Publish Date
26 Jan 2019

Abstract

The main objective of this research was to know income statement ratio variable that influenced to systematic risk (Beta Saham) of the property sector previous monetary crisis and during monetary crisis took place in Indonesia. The research applied sixteen cross-section and four time series data and chose with purposive sampling. The selection of the best model used stepwise regression and analysis of research was used time-series autocorrelation method. The result of liquidity ratio ( CATA ) and capital market ratio (EPS) were consistent with apriority expectation. However, contrary to a priori expectation or not consistent with systematic risk (β) were leverage ratio (TDE) and profitability ratio (ROI). Then, the result of dummy variable was indicated consistent with hypothesis. That mean was systematic risk when accured of monetary crisis obviously and significantly different with systematic risk when accured of monetary crisis in Indonesia.

Copyrights © 2008






Journal Info

Abbrev

jurnalaset

Publisher

Subject

Economics, Econometrics & Finance Social Sciences

Description

Jurnal Ilmiah Aset terbit sejak 1999 merupakan jurnal ekonomi yang menyajikan artikel hasil penelitian empiris terkini yang mencakup manajemen, akuntansi, dan studi pembangunan. Setiap naskah yang dikirimkan ke editorial Jurnal Ilmiah Aset akan ditelaah oleh mitra bestari yang relevan secara double ...