UEU-Undergraduate-2977

DAFTAR ISI
HALAMAN JUDUL .......................................................................................
i
LEMBAR PERSETUJUAN ...........................................................................
ii
ABSTRAK ......................................................................................................
iii
ABSTRACT .....................................................................................................
iv
KATA PENGANTAR ....................................................................................
v
DAFTAR ISI ...................................................................................................
viii
DAFTAR TABEL ...........................................................................................
xii
DAFTAR GAMBAR ......................................................................................
xiii
DAFTAR LAMPIRAN ...................................................................................
xiv
BAB I
BAB II
PENDAHULUAN ..........................................................................
1
A.
Latar Belakang ....................................................................
1
B.
Identifikasi Masalah dan Pembatasan Masalah ..................
9
C.
Rumusan Masalah ...............................................................
10
D.
Tujuan Penelitian ................................................................
11
E.
Manfaat Penelitian ..............................................................
12
F.
Sistematika Penulisan .........................................................
12
LANDASAN TEORITIS ...............................................................
15
A.
Teori Pensinyalan (Signaling Theory) ................................
15
B.
Saham .................................................................................
18
viii C.
Inflasi ..................................................................................
22
D.
Likuiditas ............................................................................
26
E.
Profitabilitas ........................................................................
29
F.
Hubungan Antar Variabel ...................................................
34
G.
Hasil Penelitian Terdahulu .................................................
36
H.
Kerangka Pikir ....................................................................
38
I.
Hipotesis .............................................................................
39
BAB III METODOLOGI PENELITIAN .....................................................
40
A.
Tempat dan Waktu Penelitian .............................................
40
B.
Jenis dan Sumber Data ........................................................
40
C.
Populasi dan Sampel ...........................................................
41
D.
Metode Analisis Data .........................................................
43
1.
Uji Statistik Deskriptif .................................................
43
2.
Uji Normalitas .............................................................
43
3.
Uji Asumsi Klasik .......................................................
44
a.
Uji Auto Korelasi ..................................................
45
b.
Uji Multikolinearitas .............................................
45
c.
Uji Heteroskedastisitas .........................................
45
4.
Analisis Regresi Berganda............................................
46
5.
Uji Hipotesis ................................................................
47
a. Uji t- test ...............................................................
47
b. Uji F-test ...............................................................
48
ix Koefisien Determinasi (Uji R2) ....................................
48
Definisi Operasional Variabel ............................................
49
1.
Variabel Dependen ......................................................
49
2.
Variabel Independen ....................................................
50
BAB IV GAMBARAN UMUM OBJEK PENELITIAN .............................
52
6.
E.
BAB V
A.
Gambaran Umum Bursa Efek Indonesia ............................
52
B.
Gambaran Umum Perusahaan Objek Penelitian .................
54
HASIL PENELITIAN DAN PEMBAHASAN ..............................
70
A.
Uji Statistik Deskriptif ........................................................
70
B.
Uji Normalitas ....................................................................
72
C.
Uji Asumsi Klasik ...............................................................
75
1. Uji Autokorelasi ......................................................
75
2. Uji Multikolinearitas ...............................................
76
3. Uji Heteroskedatisitas .............................................
77
D.
Analisis Regresi Linear Berganda ......................................
78
E.
Uji Hipotesis .......................................................................
80
1. Uji F-test .................................................................
80
2. Uji t-test ..................................................................
81
F.
Koefisien Determinasi (R2) .................................................
84
G.
Pembahasan ........................................................................
85
1. Model Penelitian dapat Diterima ............................
85
2. Pengaruh Inflasi Terhadap Harga Saham ...............
85
x 3. Pengaruh Likuiditas Terhadap harga saham ...........
86
4. Pengaruh Profitabilitas Terhadap Harga Saham .....
87
BAB VI KESIMPULAN DAN SARAN ......................................................
89
A. Kesimpulan .................................................................................
89
B. Keterbatasan Penelitian ...............................................................
90
C. Saran ...........................................................................................
91
DAFTAR PUSTAKA .....................................................................................
93
LAMPIRAN – LAMPIRAN ...........................................................................
95
Lampiran 1
Penelitian Terdahulu ..............................................................
95
Lampiran 2
Statistik Deskriptif .................................................................
96
Lampiran 3
Normal P-plot ........................................................................
97
Lampiran 4
Model Summary .....................................................................
97
Lampiran 5
Uji F .......................................................................................
98
Lampiran 6
Coefficients dan Uji t ..............................................................
98
Lampiran 7
Scatterplot ...............................................................................
99
Lampiran 8
Sampel Perusahaan .................................................................
100
Lampiran 9
Sampel data - 1 ......................................................................
101
Lampiran 10 Sampel data - 2 ......................................................................
104
xi