Akbis: Media Riset Akuntansi dan Bisnis
JURNAL AKBIS VOLUME 7 NOMOR 2 TAHUN 2023

Kointegrasi Indeks Saham Sektor Agro Dan Marine Sebagai Sumber Referensi Diversifikasi Internasional Bagi Investor Indonesia

Ika Rahmadani (Universitas Teuku Umar)
Damrus Damrus (Universitas Teuku Umar)
Amsal Irmalis (Universitas Teuku Umar)



Article Info

Publish Date
28 Oct 2023

Abstract

The research aims to evaluate the long-term relationship or cointegration between the Indonesian Stock Exchange and stock exchanges in the world. The novelty of the results of this research is that the results of cointegration will be presented in tabular form so that this table will later become a reference source for local investors in forming portfolios and utilizing diversification strategies to gain profits. Weekly data or weekly Index Prices is the main data from the agro and marine industries sector stock index of the Indonesian Stock Exchange (IDX) and other country stock exchanges in the world from January 2010 to December 2020 (11 years). The next step is that the data will be used in testing using the Johansen Test method. The results of this research show that only two stock price indices have cointegration with the Indonesian agro and marine stock indices. So the agro and marine sectors generally do not have integration and investors still have the opportunity to carry out diversification strategies.

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Journal Info

Abbrev

jakbis

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal AKBIS: Media Riset Akuntansi dan Bisnis memuat isu-isu yang berhubungan dengan masalah-masalah strategis yang terkait dengan: 1. Akuntansi Manajemen 2. Akuntansi Sektor Publik 3. Akuntansi Keuangan 4. Perpajakan 5. ...