Abstract :
This research aims to see influence of inflation, interest rates, and exchange rates to return market in the Indonesia Stock Exchange. Independent variables on this study are inflation, interest rates, and exchange rates. Dependent variables are return market IHSG, LQ45, and JII. The Analytical method used in this study is multiple regression analysis performed with SPSS 17. The population in this research is the Indonesia Stock Exchange. This research
using a yearly data from 2008-2012. The results from this research indicate thatExchange rates have significant effect to return market IHSG, LQ45, and JII.While inflation and BI
rates have no effect significant to return market IHSG, LQ45, and JII.
Keywords : return market, inflation, interest rates, exchange rates.