IRHAM ANANDA KAMAJAYA (2007) PENGARUH AGE, AMOUNT OUTSTANDING, CONVEXITY, RISK FREE RATE DAN CREDIT RATING TERHADAP CAPITAL GAIN OBLIGASI KORPORASI DI BURSA EFEK SURABAYA. Thesis thesis, UNIVERSITAS AIRLANGGA.

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Abstract

The purpose of this study is to find out the influences of age, amount outstanding, convexity, risk free rate and credit rating (independent variable) to capital gain (dependent variable) of corporate bonds which are listed in Surabaya Stock Exchange partially as well as altogether. The double linear model has been built based on theory and analyzed using regression analysis to investigate the influence of the above factors. The samples are the corporate bonds listed in Surabaya Stock Exchange which were traded in a month during May 2002 � May 2004. Each variables are measured by linear regression with degree of confidence 5 % to F test and t test hypothesis. The result shows that partially age and convexity have significant influence to capital gain whereas amount outstanding, risk free rate and credit rating have no significant influence to capital gain. Simultaneously, all independent variables W is 0,981. It means that 98,1 % changing in capital gain can be explained by the independent variables whereas the rest of the value, 1,9 %, can be explained by other variables outside the model.

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