Nugraha, Nunu
(2025)
ANALISIS PENGARUH VOLUME PERDAGANGAN, VOLATILITAS HARGA DAN KAPITALISASI PASAR TERHADAP PENGEMBALIAN CRYPTOCURRENCY
(Studi penelitian pada koin jenis Bitcoin, Ethereum, Tether, Ripple dan Solana).
S1 / D3 thesis, Universitas Kuningan.
Abstract
Penelitian ini sendiri bertujuan untuk mengetahui dan menjelaskan mengenai pengaruh dari faktor-faktor analisis fundamental dan teknikal diantaranya Volume perdagangan, Volatilitas harga dan Kapitalisasi pasar terhadap pengembalian mata uang kripto. Pada teknik penentuan sampel, penelitian ini menggunakan teknik purposipe sampling yang menghasilkan 5 sampel mata uang kripto dengan kapitalisasi pasar terbesar priode 2023-2024 diantaranya Bitoin, Ethereum, Tether, Ripple dan Solana. Adapun metode analisis regresi data panel digunakan dalam penelitian ini dengan menggunakan software statistic Eviews 10. Hasil dari penelitian yang telah dilakukan memberikan hasil bahwa secara simultan Volume perdagangan, Volatilitas harga dan Kapitalisasi pasar berpengaruh signifikan terhadap Pengembalian Mata uang kripto. Adapun secara parsial Volume perdagangan dan Volatilitas harga berpengaruh positif terhadap Pengembalian Mata uang kripto dan Kapitalisasi pasar berpengaruh negatif terhadap Pengembalian Mata uang kripto.
Kata kunci: Volume perdagangan, Volatilitas harga, Kapitalisasi pasar, Return Cryptocurrency, Bitcoin, Ethereum, Tether, Ripple, Solana
This study itself aims to determine and explain the influence of fundamental and technical analysis factors including Trading Volume, Price Volatility and Market Capitalization on cryptocurrency returns. In the sampling technique, this study uses a purposive sampling technique which produces 5 cryptocurrency samples with the largest market capitalization for the 2023-2024 period including Bitcoin, Ethereum, Tether, Ripple and Solana. The panel data regression analysis method used in this study uses Eviews 10 statistical software. The results of the research that has been carried out provide results that simultaneously Trading Volume, Price Volatility and Market Capitalization have a significant effect on Cryptocurrency Returns. While partially Trading Volume and Price Volatility have a positive effect on Cryptocurrency Returns and Market Capitalization has a negative effect on Cryptocurrency Returns.
Keywords: Trading volume,Price volatility,Market capitalization,Cryptocurrency returns,Bitcoin,Ethereum,Tether,Ripple and Solana.
| Item Type: |
Thesis
(S1 / D3)
|
| Uncontrolled Keywords: |
Kata kunci: Volume perdagangan, Volatilitas harga, Kapitalisasi pasar, Return Cryptocurrency, Bitcoin, Ethereum, Tether, Ripple, Solana
Keywords: Trading volume,Price volatility,Market capitalization,Cryptocurrency returns,Bitcoin,Ethereum,Tether,Ripple and Solana. |
| Subjects: |
H Social Sciences > HG Finance |
| Divisions: |
Fakultas Ekonomi dan Bisnis > S1 Manajemen |
| Depositing User: |
S.E NUNU NUGRAHA
|
| Date Deposited: |
22 Nov 2025 11:46 |
| Last Modified: |
22 Nov 2025 11:46 |
| URI: |
https://rama.uniku.ac.id/id/eprint/3944 |
Actions (login required)

- View Item