Faktor Prediktif Perubahan Harga Saham Perusahaan di Indonesia

Arif Budi Satrio

Abstract


This study analyzes the predictive factor of changes in stock prices. Testing with a technical approach based on stock price indicators in the previous period and trading volume. The object of this study was all companies on the Indonesia Stock Exchange in 2012-2018 with a total of 649 companies and 874,603 observations. Testing with panel regression models, by first analyzing the suitability of the test. The test results show the consistency of results in all tests, namely the stock price in the previous period is able to predict changes in stock prices in the next period, while the trading volume also has the predictive ability in most sectors.


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Lembaga Penelitian dan Pengabdian pada Masyarakat (LPPM) Universitas Widya Dharma Pontianak