PENGARUH SUKU BUNGA REVERSE REPO RATE DAN INFLASI TERHADAP RETURN SAHAM

(Studi Empiris Pada Perusahaan Sektor Keuangan Yang Terdaftar Di Bursa Efek Indonesia Periode 2016-2018)

  • Sandi Rendy Tumundo UNCEN
  • Syaikhul Falah UNCEN
  • Bill J. C. Pangayow UNCEN
Keywords: BI 7 days, reverse repo rate, inflation, return saham

Abstract

This research aims to see the influence of the interest rate (reverse) repo rate directly and indirectly
through inflation on the return of shares as well as interest rates (reverse) The repo rate to inflation
and inflation on the return of shares, the financial sector companies listed on the Indonesia Stock
Exchange in June year 2016 to December year 2018.
Results showed that the interest rate (reverse) repo rate has no significant effect either directly and
indirectly through inflation on return of shares, can be seen from the analysis of the line and
calculation of Sobel test in get t count is-3.64 whereas T table is 2.0518 (significance 0.05) then, in
the view of T count (-3.64) < T table (2.0518) meaning there is no while the interest rate (reverse)
repo rate has a significant effect on inflation in the see of simple regression rates of reverse repo rate
against inflation based on T-Test sig value of 0.05 < 0.05, and inflation also significantly and partial
impact on the stock return with the value of the significance test T is 0.041. (0.041 < 0.05) and T count
2.150 > 2.0518 t tables.

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Published
2020-05-28
How to Cite
Tumundo, S., Falah, S., & Pangayow, B. (2020). PENGARUH SUKU BUNGA REVERSE REPO RATE DAN INFLASI TERHADAP RETURN SAHAM. Jurnal Akuntansi Dan Keuangan Daerah, 15(1), 27-45. Retrieved from http://ejournal.akuntansiuncen.ac.id/index.php/JurnalAkuntansiUncen/article/view/131

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