The Effect of Exchange Rates Towards Stock Return Mediated With Inflation Rates and Interest Rates

This study aims to determine the effect of exchange rate towards stock return mediated with variable inflation rates and interest rates. The population is a company listed on Index LQ45 period January 2015 – December 2019. quantitative using purposive sampling technique obtained sample number 28 companies monthly start from until data source in this are secondary data. analysis used path accompanied by T test (partial) Sobel (mediation). Partial results show that have negative significant return, while has positive insignificant return. through no mediation, partial mediation. implication research expected be an addition parties concerned problem.