Keterkaitan Indeks Saham Regional dengan IHSG (Indeks Harga Saham Gabungan) Bursa Efek Indonesia Periode Maret-Juli 2020
(Pengujian Hipotesis Pada Kondisi Pandemi Covid-19)
Abstract
Tujuan penelitian bertujuan untuk mengetahui efek Indeks saham Amerika (Dow Jones Industrial Average, S&P 500 Indeks, dan Nasdaq Indeks), Indeks Asia (Nikkei 225, Hang Seng, dan KOSPI), Indeks Eropa (DAX 30, FTSE 100, CAC 40, dan STOXX 50) terhadap IHSG. Populasi dan sampel yang digunakan dalam penelitian ini adalah Dow Jones Industril Average, S&P 500, Nasdaq, Nikkei 225, Hang Seng, KOSPI, DAX 30, FTSE 100, CAC 40, dan STOXX 50 periode 1 Maret hingga 30 Juli 2020. Metode analisis yang digunakan regresi partial least square/PLS. Penelitian menemukan Indeks saham Asia, Indeks Eropa, dan Indeks Amerika berpengaruh positif dan signifikan terhadap Indeks Harga Saham Gabungan.
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