e_Jurnal Ilmiah Riset Akuntansi
Vol 8, No 03 (2019): e_Jurnal Ilmiah Riset Akuntansi Februari 2019

ANALISIS PENGARUH KEPEMILIKAN INSTITUSI ASING TERHADAP VOLATILITAS RETURN SAHAM DI BURSA EFEK INDONESIA TAHUN 2014-2017

Nisa Amelia Ramdani (Unknown)
Nur Diana (Unknown)
Muhammad Cholid Mawardi (Unknown)



Article Info

Publish Date
12 Feb 2019

Abstract

AbstractThis research was conducted with the aim to: 1) knowing a foreign institutional ownership in conjunction with variable control (domestic government ownership, size, turnover, and leverage) effect on stock return volatility. 2) partial ownership know foreign institutions, domestic government ownership, size, turnover, and leverage effect on stock return volatility. The data used in this research is secondary data. The population used in this study are all the manufacturing companies listed on the Indonesia stock exchange (BEI) in 2014-2017. The selection of the sample using a purposive sampling. Based on the criteria, obtained 39 companies sampled in this study are then analyzed using regression data panel. Based on the results of the analysis can be put forward some conclusions as follows: 1) F test results show that foreign institutional ownership in conjunction with variable control (domestic government ownership, size, turnover, and leverage) have significant effects against the volatility of stock return. 2 t test) results show that only a positive turnover effect significantly to the volatility of stock return.  Keywords: foreign institutional Ownership, stock return volatility.

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Journal Info

Abbrev

jra

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal Ilmiah Riset Akuntansi diterbitkan oleh Program Studi Akuntansi Fakultas Ekonomi Universitas Islam Malang setiap Februari dan Agustus dengan tujuan sebagai media pertukaran informasi dan karya ilmiah mahasiswa, staf pengajar, alumni, dan masyarakat akademik yang tertarik pada penelitian ...