Penelitian ini bertujuan untuk mengetahui pengaruh Indeks Bursa Asia Tenggara diantaranya Indeks Kuala Stock Exchange (^KLSE), Indeks Philippines Stock Exchange (^PSE) serta Indeks Strait Times (^STI) terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia secara parsial dan simultan periode 2010-2013. Metode yang digunakan dalam penelitian ini adalah metode kuantitatif dengan alat analisis regresi linier berganda.Periode pengamatan penelitian 34 bulan dari bulan Oktober 2010 hingga Juli 2013.Berdasarkan teknik penelitian diperoleh 4 sampel dari 6 Bursa Asia Tenggara yang aktif. Hasil penelitian dari uji T menunjukkan bahwa secara parsial Indeks Kuala Lumpur Stock Exchange Stock (^KLSE) tidak berpengaruh terhadap Indeks Harga Saham Gabungan (IHSG), secara parsial Indeks Philippines Stock Exchange (^PSE) berpengaruh terhadap Indeks Harga Saham Gabungan (IHSG), secara parsial Indeks Strait Times (^STI) tidak berpengaruh terhadap Indeks Harga Saham Gabungan (IHSG). Hasil peneletian dari uji F menunjukkan bahwa secara simultan Indeks Kuala Stock Exchange (^KLSE), Indeks Philippines Stock Exchange (^PSE) serta Indeks Strait Times (^STI) berpengaruh terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia. Nilai Adjusted R square sebesar 0.806 atau 80,6 % menunjukkan bahwa ketiga variabel mampu mempengaruhi IHSG sebesar 80,6 % sedangkan sisanya sebesar 19,4 % di jelaskan oleh variabel lain yang tidak dimasukkan dalam model regresi. Kata Kunci : Indeks Bursa Asia Tenggara, Indeks Kuala Stock Exchange (^KLSE), Indeks Philippines Stock Exchange (^PSE), Indeks Strait Times (^STI) dan Indeks Harga Saham Gabungan (IHSG).

The purpose of this study is to determine the simultaneous and partial influence of South-east Asia Stock Index consisting of Kuala Stock Exchange Index (^KLSE), Philippines Stock Exchange Index (^PSE) and Strait Times Index (^STI) on Composite Stock Price Index in Indonesia Stock Exchange during 2010-2013. Method used is quantitative by applying the multiple linear analysis instruments. Observation period is 34 months, starts from October 2010 up to July 2013. Based on research technique, there are 4 of 6 active samples taken in south-east Asia stock exchange. The results of T-test show that Kuala Lumpur Stock Exchange Stock Index (^KLSE) does not partially influence the Composite Stock Price Index, Philippines Stock Exchange Index (^PSE) partially influences the Composite Stock Price Index, Strait Times Index (^STI) does not partially influence the Composite Stock Price Index. In the other side, The F-test indicates that Kuala Lumpur Stock Exchange Stock Index (^KLSE), Philippines Stock Exchange Index (^PSE) and Strait Times Index (^STI) simultaneously influence the Composite Stock Price Index in Indonesia Stock Exchange. The Adjusted R square value of 0.806 or 80,6 % indicates that the three variables show the capability in influencing Composite Stock Price Index for 80,6 % while the remaining of 19,4 % is explained by another variable that is not included in the regression model. Keywords: South-east Asia Stock Index, Kuala Lumpur Stock Exchange Stock Index (^KLSE), Philippines Stock Exchange Index (^PSE), Strait Times Index (^STI) and Composite Stock Price Index (CSPI).

Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal Baca Jurnal