Ridho Surya Saputra, . (2026) ANALISIS GELEMBUNG HARGA SAHAM SEKTOR TEKNOLOGI DI INDONESIA. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
This study empirically examines the existence of stock price bubbles in Indonesia's technology sector and analyzes the influence of macroeconomic variables on their occurrence. This study holds relevance as stock price bubbles can significantly impact capital market stability and resource allocation, which are crucial for sustainable economic growth amidst the evolving dynamics of the technology sector. The research represents a quantitative study based on daily time series data of the Technology Sector Index (IDXTECHNO) from January 25, 2021 to August 29, 2025. The methodology employs the Generalized Supremum Augmented Dickey Fuller (GSADF) test to detect bubbles and applies logistIc regression to examine the influence of broad money (M2), interest rates, and the World Uncertainty Index (WUI). The results uncover three distinct periods of explosive price behavior in the technology index. Crucially, the evidence indicates that only the broad money (M2) variable has a significant effect on these bubbles. These findings emphasize the importance of macroeconomic monitoring and appropriate policies in managing the stability of technology sector stock prices. Consequently, this research offers policy implications for the government and monetary authorities to prioritize market liquidity management in order to mitigate speculative risks and support steady, sustainable growth in the technology sector.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No. Panggil: 2210115105] [Pembimbing: Aswin Rivai] [Penguji 1: Sarah Ghania] [Ketua Penguji: Fachru Nofrian] |
| Uncontrolled Keywords: | Stock Price Bubbles, GSADF Test, Technology Sector Index, M2, Indonesia |
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Ekonomi Pembangunan (S1) |
| Depositing User: | RIDHO SURYA SAPUTRA |
| Date Deposited: | 08 Apr 2026 04:18 |
| Last Modified: | 08 Apr 2026 04:18 |
| URI: | http://repository.upnvj.ac.id/id/eprint/42528 |
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