文章基本信息

标题：Impact of Global Index, Gold Price and Macro Economic Variable for Indonesia Composite Index
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作者：Dyah Ayu Kusumawati ; Nadia Asandimitra
期刊名称：Research Journal of Finance and Accounting
印刷版ISSN：2222-1697
出版年度：2017
卷号：8
期号：2
页码：53-62
语种：English
出版社：The International Institute for Science, Technology and Education (IISTE)
摘要：The purpose of this research to analyze the influence of DIJA Index, FTSE100 Index, NIKKEI225 Index, KOSPI Index, Hang Sheng Index, Gold Price, Money Supply and net export to Indonesia Composite Index. Data for this research have been taken from Indonesian statistic center for macroeconomic variables, yahoo finance for index, and London Bullion Market Association (LBMA) for gold price. The methods of data analysis were multiple linear regresion models. The result of this study shows that DJIA, FTSE100, Hang Seng, money Supply and net export have not influence to Indonesia Composite Index. Meanwhile NIKKEI 225, KOSPI and gold price have positive relation with Indonesia Composite Index. The suggestion can be given to investors and listed companies is to respond the information regarding the Nikkei 225 index, Kospi, and the world gold price to predict Indonesia Composite Index investment decision on the right stock and when it will make the policy valuation company stock.For further research is recommended to increase the number of others who influence the stock price index is not included in this study are economic factors or external factors such as other indexes that exist in the world, the variable inflation, exchange rates, GDP, oil price and others. Subsequent research has also suggested using another index, for example a Kompas 100, LQ-45, and other indices Keywords: Global Index, Gold Price, Indonesia Composite Index, Macro Economic Variable. JEL classification: G14;G15;E51;E62
其他摘要：The purpose of this research to analyze the influence of DIJA Index, FTSE100 Index, NIKKEI225 Index, KOSPI Index, Hang Sheng Index, Gold Price, Money Supply and net export to Indonesia Composite Index. Data for this research have been taken from Indonesian statistic center for macroeconomic variables, yahoo finance for index, and London Bullion Market Association (LBMA) for gold price. The methods of data analysis were multiple linear regresion models. The result of this study shows that DJIA, FTSE100, Hang Seng, money Supply and net export have not influence to Indonesia Composite Index. Meanwhile NIKKEI 225, KOSPI and gold price have positive relation with Indonesia Composite Index. The suggestion can be given to investors and listed companies is to respond the information regarding the Nikkei 225 index, Kospi, and the world gold price to predict Indonesia Composite Index investment decision on the right stock and when it will make the policy valuation company stock.For further research is recommended to increase the number of others who influence the stock price index is not included in this study are economic factors or external factors such as other indexes that exist in the world, the variable inflation, exchange rates, GDP, oil price and others. Subsequent research has also suggested using another index, for example a Kompas 100, LQ-45, and other indices Keywords: Global Index, Gold Price, Indonesia Composite Index, Macro Economic Variable. JEL classification: G14;G15;E51;E62
关键词：Global Index; Gold Price; Indonesia Composite Index; Macro Economic Variable. JEL classification G14;G15;E51;E62