Absah, Rahmani (2017) ANALISIS HIPOTESIS REAKSI BERLEBIH, UKURAN PERUSAHAAN DAN LIKUIDITAS SAHAM TERHADAP PEMBALIKAN HARGA SAHAM PADA PERUSAHAAN MANUFAKTUR DI INDONESIA. S1 thesis, Universitas Pendidikan Indonesia.
Abstract
Penelitian ini bertujuan untuk membuktikan pengaruh: 1) hipotesis reaksi berlebih terhadap pembalikan harga saham, 2) ukuran perusahaan terhadap pembalikan harga saham, dan 3) likuiditas saham terhadap pembalikan harga saham. Penelitian ini difokuskan pada perusahan sektor manufaktur di Bursa Efek Indonesia selama tahun 2014-2016 dengan sampel 100 perusahaan. Teknik pengambilan sampel dalam penelitian ini menggunakan teknik sampling proportionate stratified random. Sumber data pada penelitian ini merupakan data sekunder yang dikumpulkan dengan teknik dokumentasi, yang diperoleh dari situs resmi Bursa Efek Indonesia (BEI) atau website www.idx.co.id. Analisis data pada penelitian ini menggunakan analisis regresi data panel dengan model common effect.
Hasil penelitian menunjukkan: 1) hipotesis reaksi berlebih berpengaruh positif secara signifikan terhadap pembalikan harga saham, 2) ukuran perusahaan berpengaruh negatif secara signifikan terhadap pembalikan harga saham, dan 3) likuiditas saham berpengaruh negatif secara signifikan terhadap pembalikan harga saham. Hasil tersebut menguatkan konsep bahwa informasi mikro dan makro merupakan dasar pertimbangan bagi investor untuk membuat keputusan berinvestasi.,---The aim of this research is to prove the effect of: 1) the overreaction hypothesis to stock price reversal, 2) firm size to stock price reversal and 3) stock liquidity to stock price reversal. This research is focused on manufacturing firms in Indonesian Stock Exchange during the year 2014 to 2016 with 100 samples. The sampling technique of this research used proportionate stratified random sampling. The sources of data in this research are secondary data collected by documentation technique, which obtained from the Indonesian Stock Exchange (IDX) or website www.idx.co.id. The data analysis used panel data regression analysis with common effect model.
The result of research are: 1) the overreaction hypothesis has positive effect significantly to stock price reversal, 2) the firm size has negative effect significantly to stock price reversal and 3) the stock liquidity has negative effect significantly to stock price reversal. These results strengthen the concept that micro and macro information are basic of consideration for investors to make investment decisions.
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| Item Type: | Thesis (S1) |
|---|---|
| Additional Information: | no.panggil : S PEA ABS a-2017; pembimbing : I Toni Heryana |
| Uncontrolled Keywords: | Abnormal Return, Total Assets, Stock Liquidity, Return Tidak Normal, Total Aset, Likuiditas Saham |
| Subjects: | J Political Science > JC Political theory |
| Divisions: | Fakultas Pendidikan Ekonomi dan Bisnis > Pendidikan Akuntansi |
| Depositing User: | Mr mhsinf 2017 |
| Date Deposited: | 01 Mar 2018 04:07 |
| Last Modified: | 01 Mar 2018 04:07 |
| URI: | http://repository.upi.edu/id/eprint/29730 |
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