Ziad Farid, - (2022) PENGARUH PEMBAGIAN DIVIDEN TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY PADA PERUSAHAAN YANG TERDAFTAR DALAM BURSA EFEK INDONESIA PERIODE 2015-2019. S1 thesis, Universitas Pendidikan Indonesia.
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Abstract
Dana sangat dibutuhkan agar dapat menunjang kelangsungan dan keberhasilan aktifitas, serta untuk kelangsungan hidup suatu perusahaan. Jika dana yang dimiliki dari laba ditahan dianggap kurang mencukupi, perusahaan akan berusaha mendapatkan tambahan dana dari luar perusahaan seperti melakukan penawaran saham di pasar modal atau melakukan pinjaman bank. Tujuan dari penelitian ini yaitu untuk melihat reaksi pasar melalui perbedaan abnormal return dan volume perdagangan saham sebelum dan sesudah pembagian dividen. Penelitian ini merupakan penelitian event study dengan menggunakan metode deskriptif verifikatif. Pada penelitian ini pengukuran Abnormal Return menggunakan market-adjusted model dan pengukuran likuiditas saham menggunakan Trading Volume Activity. Penelitian ini menggunakan periode pengamatan selama 21 hari yaitu 10 hari sebelum dan 10 hari sesudah pembagian dividen. Dalam penelitian ini terdapat 59 sampel penelitian yang melakukan pembagian dividen dari berbagai sektor pada tahun 2015-2019. Temuan hasil penelitian ini menunjukkan bahwa data Abnormal Return tidak terdistribusi dengan normal. Hasil uji Wilcoxon Signed Rank Test menunjukkan bahwa tidak terdapat perbedaan Abnormal Return sebelum dan sesudah pembagian dividen. Sedangkan data pada Trading Volume Activity terdistribusi dengan normal. Hasil uji Wilcoxon Signed Rank Test menunjukkan bahwa terdapat perbedaan Trading Volume Activity sebelum dan sesudah pembagian dividen. Kata kunci: Abnormal Return, Aksi Korporasi, Dividen, Trading Volume Activity Funds are needed to support the continuity and success of activities, as well as for the survival of a company. If the funds held from retained earnings are deemed insufficient, the company will try to obtain additional funds from outside the company, such as offering shares in the capital market or making bank loans. The purpose of this study is to see the market reaction through differences in abnormal returns and stock trading volume before and after the distribution of dividends. This research is event study research using descriptive method. In this study, the measurement of Abnormal Return uses the market-adjusted model, and the measurement of stock liquidity uses Trading Volume Activity. This study used an observation period of 21 days, namely 10 days before and 10 days after the distribution of dividends. In this study, there were 59 research samples that distributed dividends from various sectors in 2015-2019. The findings of this study indicate that the Abnormal Return data is not normally distributed. The results of the Wilcoxon Signed Rank Test show that there is no difference in Abnormal Return before and after the distribution of dividends. While the data on Trading Volume Activity is normally distributed. The results of the Wilcoxon Signed Rank Test show that there are differences in Trading Volume Activity before and after dividend distribution. Keywords: Abnormal Return, Corporate Action, Dividend, Trading Volume Activity
| Item Type: | Thesis (S1) |
|---|---|
| Uncontrolled Keywords: | Abnormal Return, Aksi Korporasi, Dividen, Trading Volume Activity |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management L Education > L Education (General) |
| Divisions: | Fakultas Pendidikan Ekonomi dan Bisnis > Manajemen (non kependidikan) |
| Depositing User: | Ziad Farid |
| Date Deposited: | 17 Feb 2022 01:56 |
| Last Modified: | 17 Feb 2022 01:56 |
| URI: | http://repository.upi.edu/id/eprint/71097 |
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