51 Hani Aghnia Rahmani, 2016
PENGARUH VARIABEL MAKROEKONOMI TERHAPAP PENAKSIRAN RETURN SAHAM DAN RISIKO MENGGUNAKAN MODEL ARBITRAGE PRICING THEORY
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu DAFTAR PUSTAKA
Altay, E. (2003). The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework. (Journal).
Adu, D. A . (2012). Effect of Macroeconomic Variables on Stock Market Returns Ghana: An Analysis Using Arbitrage Pricing Model. (Journal).
Bank Indonesia. 2016. Kurs Rupiah. Diaksesdari http://pusatdata.kontan.co.id/makroekonomi/kurs_bi
Bank Indonesia. 2016. Sertifikat Bank
Indonesia.Diaksesdarihttp://www.bi.go.id/en/moneter/bi-rate/data/Default.aspx
Bank Indonesia. 2016. JumlahUangBeredar.
Diaksesdarihttp://www.bi.go.id/id/publikasi/perkembangan/Default.aspx
BadanPusatStatistik..Laporan. LaporanBulanan Data SosialEkonomi. Jakarta. BadanPusatStatistik.
Bernat. L .O .Arbitrage Pricing Theory In International Markets. (Disertasi). Faculdade De Economia, Administração E Contabilidade, Departamento De EconomiaPrograma de pós-graduaçãoemeconomia. Universidade de sãopaulo . São paulo.
Burmeister, dkk (2003). Using macroeconomic factor to control portofolio risk.(Journal) Cheng, A.C.S. (1992)International Arbitrage Pricing Theory: Empirical Evidence from
The UnitedKingdom and The United States. (Disertasi). Department of Accounting and Finance The London School of Economics and Political Science, University of
London.
Dolinar, D ., Orsag, S., &Suman, P . (2015). UTMS Journal of Economics : Test of The Chen-Roll-Ross Macroeconomic Factor Model :Evidence from Croatian Stock
Market, IV (2), hlm.185-196
Ozbay, E. (2009). The Relationship between Stock Returns and Macroeconomic Factors: Evidence for Turkey. (Disertasi). Financial Analysis and Fund Management, University of Exeter , turkey.
Fahmi, I &Hadi, Y. L. (2009). Teori Portofolio dan Analisis Investasi Teori.Bandung: Alfabeta.
Gujarati, D. (1999). Ekonometrika Dasar, AhliBahasa Drs. Ak. Sumarno Zain, MBA. Jakarta: Erlangga.
52 Hani Aghnia Rahmani, 2016
PENGARUH VARIABEL MAKROEKONOMI TERHAPAP PENAKSIRAN RETURN SAHAM DAN RISIKO MENGGUNAKAN MODEL ARBITRAGE PRICING THEORY
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
Haddad, L dkk. (1995). Strengthening PollcyAnalysis :Econometric Tests Using Microcomputer Somare. (Journal).
Hasan (2010)
.AnalisisPengaruhreturnpasardanbeberapavariabelmakroekonomiterhadapreturn saham individual danportofolio (Perbandingan Model Pasar, Model
Makro-EkonomidanGabungannya). (Jurnal).
Herrhyanto, N &Gantini, T .(2009). Pengantar Stastitika Matematis. Bandung :Yrama Widya.
Husnan, S .(2003). Dasar-dasar Teori Portofolio dan Analisis Sekuritas. Yogyakarta: Unit Penerbitan dan Percetakan AMP YKPN.
Hogg, R. V., Tanis, E., &Zimmerman, D. (2015). Probability and Statistical Inference. New York: McGraw-Hill.
Izedonmi, P. F &Abdullahi, I. B. (2012). Global Journal of Management and Business Research: The Effects of Macroeconomic Factors on the Nigerian Stock Returns: A Sectoral Approach.XI(7).
Lee, S. (1995). Some Empirical Tests On The Arbitrage Pricing Theory A portfolio approach. (Disertasi). Business Administration.
Mendenhall, W. &Sincich, T. (2012). A Second Course in Statistics RegressionAnalyisis. New York: Pearson
Ouma, W. N. &Muriu, P .(2014). International Journal of Business and Commerce: The Impact of Macroeconomic Variables on Stock Market Returns in Kenya, III (11),
hlm. 1-31.
Paavola, M. (2006). Tests Of The Arbitrage Pricing Theory Using Acroeconomic Variables
In The Russian Equity Market. (Journal)
Ross, Stephen. dkk. (2012). Corporate Finance.X. America:McGraw Hill.
Sangmi, M. D& Hassan, M.M.(2013). Journal of Business and Management :Macroeconomic Variables on Stock Market Interactions: The Indian Experience, XI (3), hlm. 15-28.
Sembiring, R. K. (1995). Analisis regresi. Bandung: ITB.
53 Hani Aghnia Rahmani, 2016
PENGARUH VARIABEL MAKROEKONOMI TERHAPAP PENAKSIRAN RETURN SAHAM DAN RISIKO MENGGUNAKAN MODEL ARBITRAGE PRICING THEORY
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
Yahoo Finance. 2016. Jakarta Composite Index(IHSG).
Diaksesdarihttp://finance.yahoo.com/q/hp?s=^JKSE&a=02&b=20&c=2015&d=0 4&e=21&f=2016&g=d&z=66&y=264
Yahoo Finance. 2016. Bank BNI.
Diaksesdarihttp://finance.yahoo.com/q/hp?s=^JKSE&a=02&b=20&c=2015&d=0 4&e=21&f=2016&g=d&z=66&y=264
