Analisis Faktor-Faktor yang Mempengaruhi Volatilitas Harga Saham pada Perusahaan Non-keuangan yang Terdaftar di Bursa Efek Indonesia untuk Periode 2012-2014

Martinus, William (2017) Analisis Faktor-Faktor yang Mempengaruhi Volatilitas Harga Saham pada Perusahaan Non-keuangan yang Terdaftar di Bursa Efek Indonesia untuk Periode 2012-2014. Masters thesis, Universitas Tarumanagara.

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Abstract

This research aims to analyze the factors that affect share price volatility on non- financial companies listed on the Indonesian Stock Exchange for the period 2012 until 2014, where these factors include Dividend Yield, Dividend Payout Ratio, Size, Leverage and Growth. The data used in this research is secondary data, consisting of financial statements non- financial companies listed in Indonesia Stock Exchange during the period 2012 until 2014, and using the rupiah currency. The sample of companies used are companies that distribute cash dividends consecutively over a period of research, and have the same number of shares outstanding during the research period. In this research, the analysis methods used are descriptive statistics and panel data regression. The conclusion of this research shows that of the five independent variables were tested, only Size, Leverage, and Growth which have significant influence on the share price volatility, while Dividend Yield and Dividend Payout Ratio doesn't have significant influence on share price volatility.  Keywords: Share Price Volatility, Dividend Yield, Dividend Payout Ratio, Size, beverage, Growth

Item Type: Thesis (Masters)
Subjects: Tesis
Tesis > Pascasarjana
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: TDI Family perpus
Date Deposited: 13 May 2021 12:16
Last Modified: 13 May 2021 12:16
URI: http://repository.untar.ac.id/id/eprint/28832

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