PENGARUH VOLUME, FREKUENSI, KAPITALISASI PASAR DAN JUMLAH HARI PERDAGANGAN SAHAM TERHADAP RETURN SAHAM (STUDI KASUS PADA PERUSAHAAN SEKTOR MAKANAN DAN MINUMAN TAHUN 2012-2016)

FADILLAH, MUHAMMAD LUTFI (2019) PENGARUH VOLUME, FREKUENSI, KAPITALISASI PASAR DAN JUMLAH HARI PERDAGANGAN SAHAM TERHADAP RETURN SAHAM (STUDI KASUS PADA PERUSAHAAN SEKTOR MAKANAN DAN MINUMAN TAHUN 2012-2016). S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

Return can be used as one of the factors that motivate investors to invest and is also a reward for the courage of investors to bear the risk of investments made. Stock trading volume, Frequency of stock trading, market capitalization, and number of trading days of shares are assumed to have a strong influence on stock returns. In connection with this matter, through this research, we tried to find empirical evidence. This study uses panel data and descriptive studies through hypothesis testing using causality design and by using Eviews 8.0. The results showed (1) the share trading volume partially had a negative and significant effect on the stock return of food and beverage companies listed on the Indonesia Stock Exchange for the period 2012-2016, (2) the frequency of partial trading of shares had a negative and significant influence on stock returns food and beverage companies listed on the Indonesia Stock Exchange for the period 2012-2016, (3) Partial Market Capitalization has a positive and significant influence on the stock returns of food and beverage companies listed on the Indonesia Stock Exchange for the period 2012-2016 (4) Number of days Stock trading partially has a positive and significant influence on stock returns of food and beverage companies listed on the Indonesia Stock Exchange for the period 2012-2016. Keywords: stock return, stock trading volume, frequency of stock trading, market capitalization, number of stock trading days Return dapat digunakan sebagai salah satu faktor yang memotivasi investor berinvestasi dan juga merupakan imbalan atas keberanian investor menanggung risiko atas investasi yang dilakukan. Volume perdagangan saham, Frekuensi perdagangan saham, kapitalisasi pasar, dan jumlah hari perdagangan saham di duga mempunyai pengaruh yang cukup kuat terhadap Return saham. Sehubungan dengan hal tersebut melalui penelitian ini dicoba mencari bukti empirisnya. Penelitian ini menggunakan data panel dan studi deskriptif melalui pengujian hipotesis dengan menggunakan desain kausalitas dan dengan menggunakan Eviews 8.0. Hasil penelitian menunjukkan (1) Volume perdagangan saham secara parsial mempunyai pengaruh negatif dan signifikan terhadap Return saham perusahaan makanan dan minuman yang terdaftar di Bursa Efek Indonesia periode 2012-2016, (2) Frekuensi perdagangan saham secara parsial mempunyai pengaruh negatif dan signifikan terhadap Return saham perusahaan makanan dan minuman yang terdaftar di Bursa Efek Indonesia periode 2012-2016, (3) Kapitalisasi Pasar secara parsial mempunyai pengaruh positif dan signifikan terhadap Return saham perusahaan makanan dan minuman yang terdaftar di Bursa Efek Indonesia periode 2012-2016, (4) Jumlah hari perdagangan saham secara parsial mempunyai pengaruh positif dan signifikan terhadap Return saham perusahaan makanan dan minuman yang terdaftar di Bursa Efek Indonesia periode 2012-2016. Kata kunci: Return saham, Volume perdagangan saham, Frekuensi perdagangan Saham, Kapitalisasi Pasar, Jumlah Hari Perdagangan Saham

Item Type: Thesis (S2)
NIM: 55114120008
Uncontrolled Keywords: Return saham, Volume perdagangan saham, Frekuensi perdagangan Saham, Kapitalisasi Pasar, Jumlah Hari Perdagangan Saham
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 005 Computer Programmming, Programs, Data/Pemprograman Komputer, Program, Data > 005.4 System Programming and Programs/Sistem Pemrograman dan Program > 005.43 Operating System/Sistem Operasi > 005.434 Process Management Programs/Program Manajemen Proses
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 005 Computer Programmming, Programs, Data/Pemprograman Komputer, Program, Data > 005.4 System Programming and Programs/Sistem Pemrograman dan Program > 005.43 Operating System/Sistem Operasi > 005.435 Memory Management Programs/Program Manajemen Memori
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 060 General Organizations, Foundations, and Museology/Organisasi-organisasi Umum, dan Museologi > 069 Museology (Museum science)/Museologi > 069.6 Personnel Management of Museum/Manajemen Personalia Museum > 069.63 Personnel Management/Manajemen Personalia
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Virda Syifa
Date Deposited: 22 Jan 2019 02:04
Last Modified: 22 Jan 2019 02:04
URI: http://repository.mercubuana.ac.id/id/eprint/46782

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