On the link volatility between tin price and stock

  • Adis Imam Munandar Bogor Agricultural University, Bogor, Indonesia
  • Hermanto Siregar Bogor Agricultural University, Bogor, Indonesia
  • Trias Andati Bogor Agricultural University, Bogor, Indonesia
  • Lukytawati Anggraeni Bogor Agricultural University, Bogor, Indonesia
DOI: https://doi.org/10.53555/bm.v2i10.1494
Keywords: stock, price, tin

Abstract

The influence of commodity prices which affects the stock market has been investigated in previous researchers.
This research aims to examine the volatility effect of tin commodity prices to the company's stock price. Vector
Error Correction Model (VECM) is employed with monthly data from 2003 to 2015. The results showed that the
price of tin has a relationship with the equity of PT Timah Tbk, Malaysia Smelting Corporation and Yunnan Tin
Company Limited which indicates the existence of financialization commodity market

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Author Biographies

Adis Imam Munandar, Bogor Agricultural University, Bogor, Indonesia

School of Business, Bogor Agricultural University, Bogor, Indonesia

Hermanto Siregar, Bogor Agricultural University, Bogor, Indonesia

Department of Economics, Faculty of Economic and Management, Bogor Agricultural University, Bogor,
Indonesia

Trias Andati, Bogor Agricultural University, Bogor, Indonesia

School of Business, Bogor Agricultural University, Bogor, Indonesia

Lukytawati Anggraeni, Bogor Agricultural University, Bogor, Indonesia

Department of Economics, Faculty of Economic and Management, Bogor Agricultural University, Bogor,
Indonesia

Published
2016-10-31
How to Cite
Munandar, A. I., Siregar, H., Andati, T., & Anggraeni, L. (2016). On the link volatility between tin price and stock. IJRDO - Journal of Business Management, 2(10), 23-32. https://doi.org/10.53555/bm.v2i10.1494
Issue
Vol. 2 No. 10 (2016): IJRDO - Journal of Business Management
Section
Articles

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