ANALISIS PENGARUH FIRM SIZE, DIVIDEND PAYOUT RATIO, GROWTH IN ASSETS, EARNING VOLATILITY TERHADAP STOCK PRICE VOLATILITY PADA PERUSAHAAN MANUFAKTUR DI BURSA EFEK INDONESIA (BEI) PERIODE 2016-2018

EFFENDY, LEONITA (2020) ANALISIS PENGARUH FIRM SIZE, DIVIDEND PAYOUT RATIO, GROWTH IN ASSETS, EARNING VOLATILITY TERHADAP STOCK PRICE VOLATILITY PADA PERUSAHAAN MANUFAKTUR DI BURSA EFEK INDONESIA (BEI) PERIODE 2016-2018. Skripsi thesis, Universitas Tarumanagara.

Text LEONITA EFFENDY 125160153 JA.pdf Download (339kB)

Abstract

Penelitian ini bertujuan untuk memperoleh bukti empiris mengenai pengaruh firm size, dividend payout ratio, growth in assets, earnings volatility terhadap stock price volatility. Penelitian ini menggunakan 126 sampel perusahaan yang terdaftar di Bursa Efek Indonesia pada tahun 2016-2018. Sampel diseleksi dengan menggunakan metode purposive sampling. Teknik pengolahan data dalam penelitian ini menggunakan program Eviews version 8.0. Hasil penelitian ini menunjukkan secara simultan semua variabel independen memiliki pengaruh signifikan terhadap stock price volatility. Pengujian secara parsial menunjukan bahwa dividend payout ratio dan earnings volatility memiliki pengaruh signifikan terhadap stock price volatility, sedangkan firm size dan growth in assets memiliki pengaruh tidak signifikan terhadap stock price volatility. Kata Kunci: Stock Price Volatility, Firm Size, Dividend Payout Ratio, Growth In Assets, Earnings Volatility The purpose of this empirical research is to examine the influence of firm size, dividend payout ratio, growth in assets, and earnings volatility toward stock price volatility. This research uses 126 sample company listed on the Indonesia Stock Exchange in the year of 2016-2018. Sample was selected by using purposive sampling method. Data processing techniques in this research using program Eviews version 8.0. The results of this research indicate that all independent variables simultaneously have a significant effect on stock price volatility. The partially test indicate that dividend payout ratio and earnings volatility have a significant effect on stock price volatility, while firm size and growth in assets have a not significant effect on stock price volatility. Key Word: Stock Price Volatility, Firm Size, Dividend Payout Ratio, Growth In Assets, Earnings Volatility

Item Type:	Thesis (Skripsi)
Subjects:	Skripsi/Tugas Akhir Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions:	Fakultas Ekonomi > Akuntansi
Depositing User:	FE Perpus
Date Deposited:	15 Nov 2021 03:27
Last Modified:	15 Nov 2021 03:27
URI:	http://repository.untar.ac.id/id/eprint/33007

Actions (login required)

View Item