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Estimasi Fixed Effect Model dari Likuiditas Aset, Financial Leverage dan Likuiditas Saham di Indonesia
Jurnal Benefita, 2019-10, Vol.4 (3), p.412-421
[Peer Reviewed Journal]
ISSN: 2477-7862 ;EISSN: 2477-7862 ;DOI: 10.22216/jbe.v4i3.3932
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Title:
Estimasi Fixed Effect Model dari Likuiditas Aset, Financial Leverage dan Likuiditas Saham di Indonesia
Author:
Yusra, Irdha
;
Mulfita, Awidi
Subjects:
financial leverage
;
liquidity of assets
;
stock liquidity
Is Part Of:
Jurnal Benefita, 2019-10, Vol.4 (3), p.412-421
Description:
In investing, investors don’t assess the expected return, but also liquidity in shares. Because the aspect of liquidity is very important for investors to decide which stocks are attractive investments. This study aims to examine the effect of asset liquidity and financial leverage on stock liquidity. The population is all companies which are listed in Indonesia Stock Exchange in 2013-2017 periods. The sampling technique uses a purposive sampling method with predetermined criteria and obtained a sample of 58 companies with 290 observations. The data of the financial statement of the companies has been obtained from the official website of IDX. The analytical method used is regression analysis of panel data with the help of application E-Views 8. Panel data regression can be estimated using three models, namely Common Effect Model (CEM), Fixed Effect Model (FEM), and Random Effect Model (REM). From the results of the estimation model, it is found that FEM is the best model in this study. Furthermore, the results of the study show that asset liquidity has a positive and not significant effect on stock liquidity, while financial leverage has a negative and significant effect on stock liquidity.Dalam berinvestasi, investor tidak hanya menilai dari return yang diharapkan, namun juga likuiditas pada saham. Karena aspek likuiditas sangat penting bagi investor untuk memutuskan mana saham yang menarik investasi. Penelitian ini bertujuan untuk menguji pengaruh likuiditas aset dan financial leverage terhadap likuiditas saham. Populasi dalam penelitian ini adalah perusahaan yang terdaftar di Bursa Efek Indonesia (BEI) periode 2013-2017. Teknik pengambilan sampel menggunakan metode purposive sampling dengan kriteria yang telah ditentukan dan diperoleh sampel sebanyak 58 perusahaan. Data laporan keuangan diperoleh dari website resmi BEI. Metode analisis yang dipakai adalah analisis regresi data panel dengan bantuan aplikasi E-Views 8. Regresi data panel dapat diestimasi menggunakan tiga model, yaitu Common Effect Model (CEM), Fixed Effect Model (FEM), dan Random Effect Model (REM). Untuk mendapatkan model terbaik digunakan uji lanjut, yaitu Uji Chow dan Uji Hausman. Dari hasil estimasi model diperoleh bahwa FEM sebagai model terbaik dalam penelitian ini. Lebih lanjut, hasil penelitian menemukan bahwa likuiditas aset berpengaruh positif dan tidak signifikan terhadap likuiditas saham, sedangkan financial leverage berpengaruh negatif dan signifikan terhadap likuiditas saham.
Publisher:
Lembaga Layanan Pendidikan Tinggi Wilayah X
Language:
English;Indonesian
Identifier:
ISSN: 2477-7862
EISSN: 2477-7862
DOI: 10.22216/jbe.v4i3.3932
Source:
DOAJ Directory of Open Access Journals
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