MEILANI, ATIN (2017) PENGARUH FAKTOR INTERNAL DAN EKSTERNAL TERHADAP VOLATILITAS HARGA SAHAM: STUDI EMPIRIS PERUSAHAAN SUBSEKTOR PERKEBUNAN YANG TERCATAT DI BURSA EFEK INDONESIA PERIODE 2011-2016. S2 thesis, Universitas Mercu Buana Jakarta.
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Abstract
This study aims to examine and analyze the effect of dividend yield, size firm, BI rate, and inflation on share price volatility. Research data is annual data period 2011 – 2016. The sampling method used was purposive sampling. From a population of 22 firm agriculture sector, 10 firm plantation sub sector met the criteria to be the sample. So observations research are 60. The method of analysis used in this study is panel data regression. The result showed that partially dividend yield are not having significant influence on share price volatility, while size firm and BI rate have significant effect on share price volatility. Inflation has positive significant effect on share price volatility. Penelitian ini bertujuan menguji dan menganalisis pengaruh dividend yield, ukuran perusahaan, BI rate dan inflasi terhadap volatilitas harga saham. Data penelitian merupakan data tahunan periode 2011 – 2016. Metode sampling yang digunakan adalah purposive sampling. Dari populasi 22 perusahaan sektor pertanian, 10 perusahaan subsektor perkebunan memenuhi kriteria sebagai sampel. Sehingga obeservasi dalam penelitian berjumlah 60. Metode analisis yang digunakan dalam penelitian ini adalah regresi data panel. Hasil penelitian menunjukan secara parsial dividend yield tidak berpengaruh secara signifikan terhadap volatilitas harga saham, sedangkan ukuran perusahaan dan BI rate berpengaruh signifikan negatif terhadap volatilitas harga saham. Inflasi berpengaruh signifikan positif terhadap volatilitas harga saham.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CD/551. 17 166 |
| NIM/NIDN Creators: | 55114120031 |
| Uncontrolled Keywords: | volatilitas harga saham, dividend yield, ukuran perusahaan, BI rate, inflasi, regresi data panel |
| Subjects: | 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi 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: | Pascasarjana > Magister Manajemen |
| Depositing User: | ANANDA NADIRA PUTRI |
| Date Deposited: | 29 Jun 2024 08:57 |
| Last Modified: | 30 Jul 2024 06:12 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/89298 |
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