ANALISIS PERBANDINGAN RETURN SAHAM SEBELUM DAN SESUDAH EX-DIVIDEND DATE PADA INDUSTRI PROPERTY, REAL ESTATE AND BUILDING CONSTRUCTION DI BURSA EFEK INDONESIA PERIODE 2013

OCTAVIANI, SUCI (2017) ANALISIS PERBANDINGAN RETURN SAHAM SEBELUM DAN SESUDAH EX-DIVIDEND DATE PADA INDUSTRI PROPERTY, REAL ESTATE AND BUILDING CONSTRUCTION DI BURSA EFEK INDONESIA PERIODE 2013. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

Penelitian ini bertujuan untuk mengetahui apakah terdapat perubahan return saham sebelum dan sesudah ex-dividend date. Objek penelitian ini adalah perusahaan industri property, real estate, and building construction yang terdaftar di bursa efek Indonesia dan melakukan pembagian dividen pada periode penelitian. Analisis data yang digunakan adalah analisis statistik non parametrik dalam bentuk uji wilcoxon. Hasil analisis dengan menggunakan uji beda rata-rata dua sampel berpasangan menunjukkan bahwa tidak terdapat perbedaan yang signifikan antara rata-rata return saham sebelum dan sesudah ex-dividend date. Hal ini dapat dibuktikan dengan melihat nilai yang signifikan. Dengan kata lain dapat dinyatakan bahwa pengumuman dividen tidak mempunyai kandungan informasi yang cukup untuk menyebabkan perbedaan return saham pada sebelum, saat, dan sesudah ex-dividend date untuk menetapkan harga saham dalam proses jual beli saham di bursa efek Indonesia.This research aims to know if any changes in stock returns before and after ex-dividend date. The object for this research is companies in property industry, real estate, and building construction that registered in Indonesia stock exchange and distribute dividend in period of reseacrh. Data analysis used is non parametric statistic analysis in the form of wilcoxon test. The result of the analysis using the average different test of two paired samples shows that is no significant difference between the average of stock return before and after ex-dividend date. It has been proven from the result of the significance value. In other words, it can be stated that the dividend announcement does not contain enough information to cause differences in stock returns before, during, and after ex-dividend date to determine the stock price in the process of buying and selling shares in Indonesia stock exchange.

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 17 578
NIM/NIDN Creators: 43113110197
Uncontrolled Keywords: tingkat pengembalian saham, dividen, pengumuman dividen, tanggal ex-dividend.
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.25 Exchanges/Bursa
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: NAJLA
Date Deposited: 13 Mar 2024 05:45
Last Modified: 13 Mar 2024 05:45
URI: http://repository.mercubuana.ac.id/id/eprint/87058

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