{"id":"https://openalex.org/W2902394201","doi":"https://doi.org/10.15294/maj.v7i2.23854","title":"Pull Factor and Push Factor Influences on the Volatility of Foreign Investment Flows in Indonesian Capital Market","display_name":"Pull Factor and Push Factor Influences on the Volatility of Foreign Investment Flows in Indonesian Capital Market","publication_year":2018,"publication_date":"2018-11-17","ids":{"openalex":"https://openalex.org/W2902394201","doi":"https://doi.org/10.15294/maj.v7i2.23854","mag":"2902394201"},"language":"en","primary_location":{"id":"mag:2902394201","doi":"https://doi.org/10.15294/maj.v7i2.23854","is_oa":true,"landing_page_url":"https://journal.unnes.ac.id/sju/index.php/maj/article/download/23854/11916","pdf_url":null,"source":{"id":"https://openalex.org/S2736869732","display_name":"Management Analysis Journal","issn_l":"2252-6552","issn":["2252-6552","2502-1451"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":"https://openalex.org/P4310315184","host_organization_name":"State University of Semarang","host_organization_lineage":["https://openalex.org/P4310315184"],"host_organization_lineage_names":["State University of Semarang"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Management Analysis Journal","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://journal.unnes.ac.id/sju/index.php/maj/article/download/23854/11916","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077406077","display_name":"Chakimatuzzahroh Chakimatuzzahroh","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I148158369","display_name":"State University of Semarang","ror":"https://ror.org/02fsk7e17","country_code":"ID","type":"education","lineage":["https://openalex.org/I148158369"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Chakimatuzzahroh Chakimatuzzahroh","raw_affiliation_strings":["Universitas Negeri Semarang"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universitas Negeri Semarang","institution_ids":["https://openalex.org/I148158369"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080681154","display_name":"Rini Setyo Witiastuti","orcid":"https://orcid.org/0000-0002-2872-1104","observed_orcids":["https://orcid.org/0000-0002-2872-1104"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Rini Setyo Witiastuti","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-2872-1104","affiliations":[]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.3241,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.62314564,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":95},"biblio":{"volume":"7","issue":"2","first_page":"93","last_page":"105"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9496999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9496999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.02800000086426735,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.00930000003427267,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/foreign-investment-flows","display_name":"foreign investment flows","score":0.7699999809265137},{"id":"https://openalex.org/keywords/volatility","display_name":"volatility","score":0.6909999847412109},{"id":"https://openalex.org/keywords/indonesian-stock-market","display_name":"Indonesian stock market","score":0.7760000228881836},{"id":"https://openalex.org/keywords/arch-m-model","display_name":"ARCH-M model","score":0.7160000205039978},{"id":"https://openalex.org/keywords/arch-and-garch-models","display_name":"ARCH/GARCH models","score":0.531000018119812},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.6330000162124634},{"id":"https://openalex.org/keywords/risk","display_name":"risk","score":0.47699999809265137},{"id":"https://openalex.org/keywords/inflation","display_name":"inflation","score":0.9610000252723694},{"id":"https://openalex.org/keywords/international-capital-flows","display_name":"international capital flows","score":0.32600000500679016}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.7751031517982483},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.7168140411376953},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6240568161010742},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6157444715499878},{"id":"https://openalex.org/C11312509","wikidata":"https://www.wikidata.org/wiki/Q12277","display_name":"Arch","level":2,"score":0.5605512261390686},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5153424143791199},{"id":"https://openalex.org/C21430997","wikidata":"https://www.wikidata.org/wiki/Q5159279","display_name":"Conditional variance","level":4,"score":0.4336247444152832},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.39991599321365356},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08460626006126404},{"id":"https://openalex.org/C147176958","wikidata":"https://www.wikidata.org/wiki/Q77590","display_name":"Civil engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2902394201","doi":"https://doi.org/10.15294/maj.v7i2.23854","is_oa":true,"landing_page_url":"https://journal.unnes.ac.id/sju/index.php/maj/article/download/23854/11916","pdf_url":null,"source":{"id":"https://openalex.org/S2736869732","display_name":"Management Analysis Journal","issn_l":"2252-6552","issn":["2252-6552","2502-1451"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":"https://openalex.org/P4310315184","host_organization_name":"State University of Semarang","host_organization_lineage":["https://openalex.org/P4310315184"],"host_organization_lineage_names":["State University of Semarang"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Management Analysis Journal","raw_type":null}],"best_oa_location":{"id":"mag:2902394201","doi":"https://doi.org/10.15294/maj.v7i2.23854","is_oa":true,"landing_page_url":"https://journal.unnes.ac.id/sju/index.php/maj/article/download/23854/11916","pdf_url":null,"source":{"id":"https://openalex.org/S2736869732","display_name":"Management Analysis Journal","issn_l":"2252-6552","issn":["2252-6552","2502-1451"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":"https://openalex.org/P4310315184","host_organization_name":"State University of Semarang","host_organization_lineage":["https://openalex.org/P4310315184"],"host_organization_lineage_names":["State University of Semarang"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Management Analysis Journal","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2502129163","https://openalex.org/W2789389114","https://openalex.org/W3191790678","https://openalex.org/W2911045672","https://openalex.org/W7172411803","https://openalex.org/W2525931374","https://openalex.org/W1993811166","https://openalex.org/W7220032624","https://openalex.org/W2336944411","https://openalex.org/W4387342338"],"abstract_inverted_index":{"The":[0,119],"purpose":[1],"of":[2,14,26,92,96,121,143],"this":[3],"study":[4],"is":[5,46,63,114],"to":[6],"determine":[7],"the":[8,12,18,24,40,90,111,129,141],"factors":[9,25],"that":[10,22,128],"affect":[11],"flow":[13,142],"foreign":[15,33,144],"investment":[16,145],"into":[17],"Indonesian":[19],"Stock":[20,148],"Market":[21],"includes":[23],"return,":[27],"risk,":[28,153],"and":[29,38,56,106,131,158],"inflation":[30,155,160],"derived":[31],"from":[32,39],"markets/":[34],"global":[35,154],"(push":[36,156],"factor)":[37,135],"domestic":[41,132,159],"market":[42],"(pull":[43,134],"factor).":[44],"Testing":[45,62],"done":[47,64],"by":[48],"using":[49],"analysis":[50],"model":[51,113,126],"Autoregressive\u00a0":[52,58],"Conditional":[53,79,86],"Heteroscedasticity\u00a0":[54],"(ARCH)":[55],"Generalized\u00a0":[57],"Conditional\u00a0":[59],"Heteroscedasticity":[60,80,87],"(GARCH).":[61],"with":[65,123,140],"six":[66],"estimation":[67,93,117],"models":[68],"among":[69],"them":[70],"ARCH,":[71],"GARCH,":[72],"ARCH-M":[73,75,115,124],"(2,1),":[74],"(2,2),":[76],"Treshold":[77],"Autoregressive":[78,85],"(TARCH),":[81],"dan":[82],"Exponential":[83],"Generalized":[84],"(EGARCH).":[88],"Using":[89],"significance":[91],"parameters,":[94],"goodness":[95],"fit":[97],"model,":[98],"Akaike\u2019s":[99],"Information":[100,104],"Criterion":[101],"test,":[102,105,109],"Schwarz":[103],"ARCH":[107],"effect":[108],"found":[110],"best":[112],"(2,1)":[116,125],"model.":[118],"results":[120],"testing":[122],"showed":[127],"return":[130,151],"risk":[133],"significantly":[136],"have":[137,161],"a":[138],"relation":[139],"in":[146],"Indonesia":[147],"Exchange,":[149],"while":[150],",":[152],"factor),":[157],"no":[162],"significant":[163],"effect.":[164]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2018-12-11T00:00:00"}