Institusion
Sekolah Tinggi Ilmu Ekonomi Perbanas Surabaya
Author
SANJAYA, RAKHMAD AMIN DARU
Subject
658.15 - FINANCIAL MANAGEMENT
Datestamp
2018-02-07 03:21:11
Abstract :
This studyaimedtoexamine the effect ofDowJones, NASDAQ, Nikkei,
HangSengtowardLQ 45 indexindividually andsimultaneously.
The sample usedin this study wastheDowJones, NASDAQ, Nikkei,
HangSeng, andLQ45. Theamount of dataused is906historical data. The research
modelusedin this study ismultipleregressionmodels.With theF-testtotest the effect
ofsimultaneouslyandtteststo examine the effectindividually.
The resultsobtainedareDowJones, NASDAQ, Nikkei,
HangSengstockindexsimultaneously have a significant effecttoward LQ45 (with
obtained F-value537 352>table F-value2423). IndividuallyDowJonesdoes not
havea significant effectonLQ 45 index, whileNASDAQ, Nikkei,
HangSengstockhave a significant effectLQ 45.
Key word :Indices, Dow Jones, NASDAQ, Nikkei, Hang Seng, LQ 45