PENGARUH
INFLASI, NILAI TUKAR DAN SUKU BUNGA SBI TERHADAP VOLATILITAS HARGA SAHAM
(Studi Pada
Perusahaan Yang Terdaftar Dalam Indeks LQ45 Periode 2008-2012)
Maslan
Jurusan Manajemen, Fakultas Ekonomi, Universitas
Tanjungpura
Pontianak
ABSTRACT
The purpose
of this study is to determine the effect of inflation, exchange rates and
interest rates SBI to stock price volatility companies listed on LQ45 period
2008-2012. The data used in this research is secondary data, while the sampling
technique used purposive sampling. The sample in this study amounted to 13
companies that made it into the sample and the exact criteria listed in LQ45
index during the study period. The analysis technique used is multiple
regression analysis and hypothesis testing using t test partial and coefficient
of determination.
From the
results of the analysis showed that the three partially independent variables,
namely inflation, exchange rates and interest rates SBI and significant
positive effect on the stock price volatility with a
