ANALISIS PENGARUH RISIKO SISTEMATIS DAN LIKUIDITAS TERHADAP TINGKAT PENGEMBALIAN SAHAM DALAM PERUSAHAAN NON-KEUANGAN LQ-45 PERIODE 2007-2009
Abstract: This study aims to
examine how the effect of systematic risk and liquidity on stock returns. In
this study, researchers found that the systematic risk and liquidity influence
stock returns of the shares. Researchers focused on non-financial companies
listed in the LQ-45 index for the period 2007 to 2009. The method used is panel
data and a sample of 11 non-financial firms. For statistical processing methods
used least squares regression analysis. Researchers found that the the returns
on shares of non financial companies listed in the LQ-45 index, are
simultaneously affected by systematic risk and liquidity. Results of studies
have shown that there is significant influence between systematic risk and the
liquidity of the stock returns in the fixed effect models, but there are also
other factors beyond the systematic risk and liquidity that also influence the
rate of return on stocks.
Penulis: Sumani, Suhari
Kode Jurnal: jpakuntansidd130145
