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Siane Handayani Rahardjo
Alumni of BINUS Business School, BINUS University, JWC Campus, Jl. Hang Lekir I No. 6, Senayan, Jakarta 12120
Economics, Econometrics & Finance

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ANALISIS PENGARUH RISIKO KREDIT TERHADAP IMBAL HASIL SAHAM PERBANKAN DI BURSA EFEK JAKARTA PERIODE TAHUN 2001-2005 Siane Handayani Rahardjo; Ingrid Maya Sophy2; Tedy Fardiansyah
Journal of Applied Finance & Accounting Vol. 4 No. 1 (2011): Publish on November 2011
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/jafa.v4i1.282

Abstract

Banks have an important role in the economy and serves as a financial intermediary. Credit risk, as one of indicator of the health of the bank, is an interest of all stakeholders including investors stock. This study was conducted to determine the effect of credit risk on bank stock returns listed on the Jakarta Stock Exchange. The sampling method performed on 8 banks for a sample of meeting the requirements of the study. Credit risk data consisting of CAR (Capital Adequacy Ratio), NPL (Non Performing Loans) and PPAP (Removal of Assets Allowance) financial ratios derived from the quarterly during January 2001-December 2005. The stock prices are taken from the weekly closing stock price data weekly during January 2001-December 2005. Tests using multiple regressions were conducted to determine the effect of credit risk on stock returns. The results show that jointly or individually no significant effect on credit risk with stock returns.
Co-Authors Ingrid Maya Sophy2 Tedy Fardiansyah