Novianti, Airin (2017) PENGARUH ASPEK KEBIJAKAN DIVIDEN TERHADAP VOLATILITAS HARGA SAHAM DENGAN UKURAN PERUSAHAAN SEBAGAI VARIABEL MODERASI PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2013-2015. Skripsi thesis, UNIVERSITAS TARUMANAGARA.

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Abstract

Penelitian ini bertujuan untuk memperoleh bukti empiris mengenai pengaruh
aspek kebijakan dividen terhadap volatilitas harga saham dengan ukuran
perusahaan sebagai variabel moderasi pada perusahaan manufaktur yang terdaftar
di Bursa Efek Indonesia periode 2013-2015. Penelitian ini menggunakan metode
purposive sampling. Penelitian ini menggunakan 120 data perusahaan sebagai
sampel. Hipotesis penelitian diuji menggunakan regresi linear berganda. Hasil
penelitian ini menunjukkan bahwa dividend payout ratio, earning volatility,
dividend yield memiliki pengaruh terhadap volatilitas harga saham, sedangkan
growth in assets tidak memiliki pengaruh terhadap volatilitas harga saham.
Pengujian dengan variabel moderasi berupa ukuran perusahaan tidak memoderasi
pengaruh dividend payout ratio, growth in assets, earning volatility, dan dividend
yield terhadap volatiltas harga saham. Penelitian selanjutnya diharapkan dapat
menggunakan variabel lain yang dapat lebih menjelaskan voaltilitas harga saham
seperti earning per share, leverage dan debt.
Kata kunci : volatilitas harga saham, dividend payout ratio, growth in asset,
earning volatility, dan dividend yield
The aim of this research is to get the empirical evidence about the influence of
aspect of dividend policy on share price volatility of manufacturing companies
which were listed in Indonesia Stock Exchange during the period 2013-2015. This
study used purposive sampling method. This study used 120 companies’ data as
the sample. The hypothesis was tested using multiple linear regression. The
results of this study showed that dividend payout ratio, earning volatility, dividend
yield has influence towards share price volatility, while growth in assets have no
influence towards share price volatility. The use of firm size as moderating
variable is not moderate the influence of dividend payout ratio, growth in assets,
earning volatility, and dividend yield toward share price volatility. Further
researches are expected to use other variables that could explain more about
share price volatility such as earning per share, leverage and debt.
Keywords : share price volatility, dividend payout ratio, growth in assets, earning
volatility, and dividend yield

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Akuntansi
Depositing User: FE Perpus
Date Deposited: 17 Jan 2022 06:11
Last Modified: 17 Jan 2022 06:11
URI: https://repotest.untar.ac.id/id/eprint/33608

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