Noviani, Elia and Merina, Citra Indah (2017) DETERMINAN SINKRONISASI HARGA SAHAM PADA PERUSAHAAN PERTAMBANGAN YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI). Prosiding Seminar Nasional Ekonomi dan Bisnis Global Competitive Advantage. pp. 156-163. ISSN 9-786027-433-533
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Abstract
This study to analyze the factors that affect the synchronization of stock prices at mining companies listed on the Indonesia Stock Exchange period 2015-2016. The type of data used is secondary data. The data is obtained through the Indonesia Stock Exchange website (www.idx.co.id) and the site (https://finance.yahoo.com/). The data analyzed in this research is processed from Company Annual Financial Report. The data that have been collected is analyzed by data analysis method which is done by classical assumption test before doing hypothesis testing. Hypothesis testing in this study using multiple linear regression with t test, F test and coefficient of determination test. The results show that partially discretionary accrual, and market risk influence the synchronization of stock prices. Non-discretionary accruals have no effect on stock price synchronization. Simultaneously non-discretionary accrual, discretionary accrual and market risk affect stock price synchronization. Keywords: non-discretionary accrual, discretionary accrual, market risk and stock price synchronization
| Item Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Social Sciences |
| Depositing User: | Mrs Citra Indah |
| Date Deposited: | 20 Aug 2018 05:08 |
| Last Modified: | 20 Aug 2018 05:08 |
| URI: | http://eprints.binadarma.ac.id/id/eprint/3840 |
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