ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI EQUITY RISK PREMIUM PERUSAHAAN PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2010-2014

SAPUTRA, MICHAEL (2016) ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI EQUITY RISK PREMIUM PERUSAHAAN PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2010-2014. Skripsi thesis, Universitas Setia Budi Surakarta.

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Abstract

The purpose of this study was to test how the auditor tenure, firm size, leverage, earnings quality, beta and earnings per share (EPS) of the equity risk premium (ERP) banking companies listed in Indonesia Stock Exchange (BEI) in the period from 2010 to 2014. Based on the results of multiple regression analysis showed that only two accepted hypothesis, namely, variable quality of earnings and earnings per share (EPS) were received and four other hypotheses ie, a variable auditor tenure, firm size, leverage, and beta rejected. The results showed that the quality of earnings (EQT) and earnings per share (EPS) are the two factors that represent and affect the size of Equity Risk Premium banking company in Indonesia. In this study, the significance test of regression models test performed by ANOVA or F (overall test). From the results of the test ANOVA or F test produces a significance probability of 0.008. A probability value is much smaller than 0.05, then the regression model can be used to predict the equity risk premium (ERP), this means that the variable auditor tenure, firm size, leverage, earnings quality, beta, and earnings per share together influential significantly to the equity risk premium (ERP) in the banking companies listed in Indonesia Stock Exchange Period 2010-2014. Keywords: Equity Risk Premium, Indonesia Stock Exchange, Banking Company, Auditor Tenure, Firm Size, Leverage, Earning Quality, Beta, Earning Per Share

Item Type: Thesis (Skripsi)
Uncontrolled Keywords: Equity Risk Premium, Indonesia Stock Exchange, Banking Company, Auditor Tenure, Firm Size, Leverage, Earning Quality, Beta, Earning Per Share
Subjects: H Social Sciences > HB Economic Theory
Divisions: Fakultas Ekonomi > Prodi S1 Akuntansi
Depositing User: Tifany Nur Arfiana
Date Deposited: 10 Oct 2019 08:27
Last Modified: 10 Oct 2019 08:27
URI: http://repository.setiabudi.ac.id/id/eprint/1903

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