Analisis Pemilihan Saham oleh Investor Asing di Bursa Efek Indonesia
Abstract: The first objective
of this study is to analyze what kind of sector industry which is selected by foreign
investor in Indonesia. Second, to analyze what kind of financial firm
characteristic of stocks which is selected by foreign investor. This study used
a quantitative approach by using secondary data from financial reports and
historical data from Indonesian Stock Exchange. Researcher used multivariate
regression to analyze the correlation between stocks selected by foreign investor
with financial firm characteristic. Based on the result, foreign investor are
overweight stocks from Consumer Goods Industry. Dividend yield, beta, and book
to market are financial firm characteristic which is significantly influence the
stock selection by foreign investor.
Penulis: RUDY CHANDRA
Kode Jurnal: jpadministrasinegaradd100086