PENGARUH KEPEMILIKAN ASING YANG BESAR TERHADAP VOLATILITAS RETURN SAHAM DI INDONESIA (STUDI EMPIRIS PADA PERUSAHAAN SEKTOR KEUANGAN PERIODE 2005-2009)

11094807, Eliyah Ningsih (2013) PENGARUH KEPEMILIKAN ASING YANG BESAR TERHADAP VOLATILITAS RETURN SAHAM DI INDONESIA (STUDI EMPIRIS PADA PERUSAHAAN SEKTOR KEUANGAN PERIODE 2005-2009). Final Year Projects (S1) thesis, Universitas Kristen Duta Wacana.

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Abstract

This study analysis about large foreign ownership (LFO) and investigates its impact on stock return volatility in the financial stock in Indonesia. Use large foreign ownership (LFO) as independent variabel in this study also insert two control variabel they are domestic ownership and leverage. This study finds that LFO have positif impact with stock return volatility in Indonesia. This result is not consistent with previous suggestions in the literature. This Study reveals that LFO make highly level of stock return volatility in Indonesia. It is because when local firms are highly accessible to foreign investors, stock trading are subject to international investment flows, and therefore their stock returns are more vulnerable to world market risk, and make highly volatility.

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