S PEA 1003048 Table Of Content
DAFTAR ISI
ABSTRAK........................................................................................................... i
ABSTRACT......................................................................................................... ii
KATA PENGANTAR ....................................................................................... iii
UCAPAN TERIMA KASIH ............................................................................. iv
DAFTAR ISI ..................................................................................................... vi
DAFTAR TABEL ........................................................................................... viii
DAFTAR GAMBAR ......................................................................................... ix
BAB I PENDAHULUAN
A. Latar Belakang Penelitian ................................................................................ 1
B. Rumusan Masalah ........................................................................................... 8
C. Maksud dan Tujuan Penelitian ......................................................................... 9
D. Manfaat Penelitian .......................................................................................... 9
BAB II LANDASAN TEORI
A. Teori Yang Relevan ...................................................................................... 11
1. Efisiensi Pasar ......................................................................................... 11
2. Asimetri Informasi .................................................................................. 13
3. Saham ..................................................................................................... 18
4. Investasi .................................................................................................. 22
5. Pasar Modal ............................................................................................ 25
6. Laporan Keuangan .................................................................................. 30
B. Hasil Penelitian Terdahulu…..………………………………………………. 32
C. Kerangka Pemikiran ...................................................................................... 33
D. Hipotesis ....................................................................................................... 39
BAB III METODE PENELITIAN
A. Desain Penelitian........................................................................................... 40
B. Operasionalisasi Variabel .............................................................................. 40
C. Populasi dan Sampel ..................................................................................... 41
1. Populasi .................................................................................................. 41
2. Sampel .................................................................................................... 42
D. Teknik Pengumpulan Data ............................................................................ 43
E. Teknik Analisis Data dan Pengujian Hipotesis ............................................... 44
1. Analisis Data Penelitian .......................................................................... 44
2. Analisis Pengujian Hipotesis ................................................................... 45
a. Uji Linieritas ................................................................................. 45
b. Regresi Linier Sederhana .............................................................. 45
c. Uji Keberartian Regresi (Uji F) ..................................................... 46
d. Uji Keberartian Koefisien Regresi (Uji t) ...................................... 48
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
vi
BAB IV HASIL PENELITIAN DAN PEMBAHASAN
A. Gambaran Obyek Penelitian ......................................................................... 49
B. Gambaran Hasil Penelitian ........................................................................... 54
1. Gambaran Asimetri Informasi Perusahaan Sektor Pertambangan ………54
2. Gambaran Perubahan Harga Saham Perusahaan Sektor Pertambangan. .. 57
C. Analisis Data dan Pengujian Hipotesis Penelitian .......................................... 59
1. Uji Linieritas .......................................................................................... 60
2. Regresi Linier Sederhana....................................................................... 60
3. Uji F...................................................................................................... 61
4. Uji t ....................................................................................................... 62
D. Pembahasan Hasil Penelitian ......................................................................... 64
BAB V KESIMPULAN DAN SARAN
A. Kesimpulan .................................................................................................. 70
B. Saran ........................................................................................................... 70
DAFTAR PUSTAKA ....................................................................................... 72
LAMPIRAN
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR TABEL
Tabel 1.1 Pertumbuhan IHSG BEI……………………………………………….
Tabel 1.2 Pertumbuhan IHSS tahun 2008-2012…………………………………..
Tabel 3.1 Operasional Variabel…………………………………………………..
Tabel 3.2 Perusahaan Sektor Pertambangan Yang Digunakan Sebagai Sampel
Penelitian………………………………………………………………
Tabel 3.3 Analisis Varian Regresi Linier Sederhana…………………………….
Tabel 4.1 Bid Ask Spread Pada Tahun Pengamatan…………………………….
Tabel 4.2 Perubahan Harga Saham Pada Tahun Pengamatan…………………...
Tabel 4.3 Tabel Pengujian Linieritas…………………………………….............
Tabel 4.4 Hasil Perhitungan Regresi Sederhana…………………………..……
Tabel 4.5 Hasil Perhitungan Uji Keberartian Regresi………………………..….
Tabel 4.6 Hasil Pengujian Uji t…………………………………………….......
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
1
3
41
43
46
55
57
60
61
62
63
DAFTAR GAMBAR
Gambar 1. 1 Pertumbuhan ISHG Sektoral………………………………….
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
2
ABSTRAK........................................................................................................... i
ABSTRACT......................................................................................................... ii
KATA PENGANTAR ....................................................................................... iii
UCAPAN TERIMA KASIH ............................................................................. iv
DAFTAR ISI ..................................................................................................... vi
DAFTAR TABEL ........................................................................................... viii
DAFTAR GAMBAR ......................................................................................... ix
BAB I PENDAHULUAN
A. Latar Belakang Penelitian ................................................................................ 1
B. Rumusan Masalah ........................................................................................... 8
C. Maksud dan Tujuan Penelitian ......................................................................... 9
D. Manfaat Penelitian .......................................................................................... 9
BAB II LANDASAN TEORI
A. Teori Yang Relevan ...................................................................................... 11
1. Efisiensi Pasar ......................................................................................... 11
2. Asimetri Informasi .................................................................................. 13
3. Saham ..................................................................................................... 18
4. Investasi .................................................................................................. 22
5. Pasar Modal ............................................................................................ 25
6. Laporan Keuangan .................................................................................. 30
B. Hasil Penelitian Terdahulu…..………………………………………………. 32
C. Kerangka Pemikiran ...................................................................................... 33
D. Hipotesis ....................................................................................................... 39
BAB III METODE PENELITIAN
A. Desain Penelitian........................................................................................... 40
B. Operasionalisasi Variabel .............................................................................. 40
C. Populasi dan Sampel ..................................................................................... 41
1. Populasi .................................................................................................. 41
2. Sampel .................................................................................................... 42
D. Teknik Pengumpulan Data ............................................................................ 43
E. Teknik Analisis Data dan Pengujian Hipotesis ............................................... 44
1. Analisis Data Penelitian .......................................................................... 44
2. Analisis Pengujian Hipotesis ................................................................... 45
a. Uji Linieritas ................................................................................. 45
b. Regresi Linier Sederhana .............................................................. 45
c. Uji Keberartian Regresi (Uji F) ..................................................... 46
d. Uji Keberartian Koefisien Regresi (Uji t) ...................................... 48
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
vi
BAB IV HASIL PENELITIAN DAN PEMBAHASAN
A. Gambaran Obyek Penelitian ......................................................................... 49
B. Gambaran Hasil Penelitian ........................................................................... 54
1. Gambaran Asimetri Informasi Perusahaan Sektor Pertambangan ………54
2. Gambaran Perubahan Harga Saham Perusahaan Sektor Pertambangan. .. 57
C. Analisis Data dan Pengujian Hipotesis Penelitian .......................................... 59
1. Uji Linieritas .......................................................................................... 60
2. Regresi Linier Sederhana....................................................................... 60
3. Uji F...................................................................................................... 61
4. Uji t ....................................................................................................... 62
D. Pembahasan Hasil Penelitian ......................................................................... 64
BAB V KESIMPULAN DAN SARAN
A. Kesimpulan .................................................................................................. 70
B. Saran ........................................................................................................... 70
DAFTAR PUSTAKA ....................................................................................... 72
LAMPIRAN
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR TABEL
Tabel 1.1 Pertumbuhan IHSG BEI……………………………………………….
Tabel 1.2 Pertumbuhan IHSS tahun 2008-2012…………………………………..
Tabel 3.1 Operasional Variabel…………………………………………………..
Tabel 3.2 Perusahaan Sektor Pertambangan Yang Digunakan Sebagai Sampel
Penelitian………………………………………………………………
Tabel 3.3 Analisis Varian Regresi Linier Sederhana…………………………….
Tabel 4.1 Bid Ask Spread Pada Tahun Pengamatan…………………………….
Tabel 4.2 Perubahan Harga Saham Pada Tahun Pengamatan…………………...
Tabel 4.3 Tabel Pengujian Linieritas…………………………………….............
Tabel 4.4 Hasil Perhitungan Regresi Sederhana…………………………..……
Tabel 4.5 Hasil Perhitungan Uji Keberartian Regresi………………………..….
Tabel 4.6 Hasil Pengujian Uji t…………………………………………….......
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
1
3
41
43
46
55
57
60
61
62
63
DAFTAR GAMBAR
Gambar 1. 1 Pertumbuhan ISHG Sektoral………………………………….
Emma Maryani , 2014
PERBA PENGARUH ASIMETRI INFORMASI TERHADAP PERUBAHAN HARGA SAHAM PADA PERUSAHAAN
SEKTOR PERTAMBANGAN DI BURSA EFEK INDONESIA TAHUN 2008-2012
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
2