INFLASI, SUKU BUNGA DEPOSITO DAN RETURN PASAR TERHADAP RETURN SAHAM PADA INDUSTRI BARANG KONSUMSI YANG TERDAFTAR DI BEI 2006-2009
Abstrak: This article examines
the influence of inflation, interest rates, and market return on stock return
in consumer goods industry which is registered in BEI 2006-2009. Data obtained
from Statistik Ekonomi dan Keuangan Indonesia (SEKI) published by Bank
Indonesia, ICMD, and Yahoo Finance
Historical Prices. Methods analysis
used are descriptive and
verificative with panel data
regression. The results showed that
inflation, deposit rates
and market return
explain stock return of
68.52%. Inflation and
deposit rates partially have negative effect on stock returns,
while market return has positive effect.
Keywords: Inflation, Interest Rates, Market Return,
Stock Return, Consumer Goods
Industries
Penulis: ELLEN RUSLIATI dan
SYARAH NURUL FATHONI
Kode Jurnal: jpakuntansidd110065
