Indonesia Conference Directory

News becomes one of the analytical materials for investors to get information about political factors and economic factors that make moving stock prices so volatile. The purpose of this study is to analyze political factors which consist of government effectiveness, quality of regulation, political stability. And economic factors which consist of economic growth, inflation, exchange rates against stock prices in the media sector which is one source of information for investors. This study uses secondary data during the period 2012-2017 related to political factors, economic factors, and stock prices in the Media sector listed on the Indonesia Stock Exchange. This research uses quantitative with Ordinary Least Square. The empirical results show that political factors consist of government effectiveness, quality of regulation, political stability have no effect on stock prices in the media sector. While economic factors consisting of economic growth, inflation, exchange rates affect the price of shares in the media sector.