Handanti, Ranti (2021) ANALISIS ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SEBELUM DAN SESUDAH EX- DIVIDEN DATE PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2017-2020. Skripsi thesis, SEKOLAH TINGGI ILMU EKONOMI JAKARTA.
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Abstract
ABSTRAK Pengumuman pembagian dividen tunai dinilai mengandung suatu informasi dan dapat mempengaruhi harga saham dan jumlah saham yang beredar di pasar modal sehingga dapat menimbulkan pasar bereaksi. Informasi dividen tunai juga dianggap dapat memberikan sinyal untuk perusahaan di masa depan. Penelitian ini bertujuan untuk mengetahui adakah perbedaan yang signifikan pada Abnormal Return dan Trading Volume Activity saat sebelum dan sesudah ex- dividend date dalam periode penelitian 2017-2020. Populasi yang digunakan dalam penelitian ini adalah seluruh perusahaan yang terdaftar dalam Bursa Efek Indonesia. Dengan menggunakan teknik purposive sampling diperoleh 21 perusahaan yang secara berturut-turut telah membagikan dividen tunai pada periode 2017 – 2020. Pengujian hipoesis dalam penelitian ini menggunakan uji beda berpasangan atau paired sample t- test untuk abnormal return dan wilcoxon signed rank test untuk trading volume activity. Hasil dari uji analisis yang telah dilakukan menunjukkan bahwa tidak terdapat perbedaan yang signifikan pada abnormal return sebelum dan sesudah ex dividend date. Sedangkan hasil dari uji analisis trading volume activity menunjukan adanya perbedaan yang signifikanpada saat sebelum dan sesudah ex dividend date. Kata Kunci : Pengumuman dividen tunai, abnormal return, trading volume activity, ex-dividend date. ABSTRACT The announcement of cash distribution is considered to containing an information and also can affect the share price and the number of shares outstanding in the capital market so that to cause the market to react. Cash dividend information is also considered to provide signals for companies future. This study aims to find out whether there are signidicant differences in Abnornal Return and Trading Volume Activity before and after ex dividend date in the research period 2017 – 2020. The population that used in this study is all companies listed on the Indonesia Stock Exchange. Using purposive sampling technique obtained by 21 companies that have distributed cash dividends in period 2017 – 2020. Hypothesis testing in this study is using paired sample t-test for abnormal return and wilcoxon signed rank test for trading volume activity. The results of the analysis tests that have been conducted show that there is no significant difference in abnormal return. While the results of the analysis tests trading volume activity shows that there is a significant difference in abnormal return. Keywords : Cash dividend announcement, abnormal return, trading volume activity and ex dividend date.
| Item Type: | Thesis (Skripsi) | ||||||||
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| Subjects: | Akuntansi > Akuntansi Keuangan | ||||||||
| Divisions: | S2 Akuntansi | ||||||||
| Depositing User: | Mrs Ranti Handanti | ||||||||
| Date Deposited: | 20 Oct 2021 01:36 | ||||||||
| Last Modified: | 20 Oct 2021 01:36 | ||||||||
| URI: | http://repository.stei.ac.id/id/eprint/5606 |
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