Ahmad Sulaeman, - (2018) ANALISIS ABNORMAL RETURN DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PENGUMUMAN DIVIDEN TUNAI PADA PERUSAHAAN YANG TERDAFTAR DI INDEKS LQ-45. S1 thesis, Universitas Pendidikan Indonesia.
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Abstract
Pengumuman dividen tunai merupakan informasi yang penting bagi para pemegang saham. Pengumuman dividen tunai yang dikeluarkan oleh suatu perusahaan akan mempengaruhi harga saham dan volume perdagangan perusahaan pengakuisisi Dampak pengumuman dividen tunai ini dapat diukur dengan menggunakan Abnormal Return dan likuiditas saham.Tujuan penelitian ini adalah untuk menganalisis perbedaan Abnormal Return dan likuiditas saham sebelum dan sesudah pengumuman dividen tunai. Pengukuran Abnormal Return menggunakan market-adjusted model. Pengukuran likuiditas saham menggunakan trading volume activity. Periode pengamatan penelitian ini selama 5 hari sebelum dan 5 hari sesudah pengumuman dividen tunai. Sampel penelitian ini adalah 75 pengumuman dividen tunai dari 45 perusahaan LQ-45 yang mengumumkan dividen tunai tahun 2014-2016. Data Abnormal Return tidak terdistribusi normal. Hasil uji Wilcoxon Signed Rank Test menunjukkan bahwa terdapat perbedaan Abnormal Return sebelum dan sesudah pengumuman dividen tunai. Data Trading Volume Activity tidak terdistribusi dengan normal. Hasil uji Wilcoxon Signed Rank Test menunjukkan bahwa tidak terdapat perbedaan likuiditas saham sebelum dan sesudah pengumuman dividen tunai.;--The announcement of cash dividends is important information for shareholders. Announcement of cash dividend issued by a company will affect the stock price and trading volume of the acquirer company. The impact of this cash dividend announcement can be measured by using Abnormal Return and liquidity of shares..The purpose of this research is to analyze the difference of abnormal return and stock liquidity before and after the announcement of Cash Diviend. Abnormal returns are measured with market-adjusted model. Stock liquidity are measured with trading volume activity. Event windows of this research is 5 days before and 5 days after the announcement of acquisitions. Research sample of this study is 75 cash dividend announcements from 45 LQ-45 companies announcing cash dividends from 2014-2016 The data Abnormal Return to not be distributed in nomal. The results of Wilcoxon Signed Rank Test showed that there is differences of abnormal returns before and after the announcement of acquisition. The data Trading Volume Activity to not be distributed in nomal. The results of Wilcoxon Signed Rank Test showed that there is not differences of stock liquidity before and after the announcement of acquisition.
| Item Type: | Thesis (S1) |
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| Additional Information: | No. Panggil : S PEM AHM a-2018; Pembimbing : I. Mayasari, II. Netti Siska N.; NIM : 1406924 |
| Uncontrolled Keywords: | Dividen Tunai, Abnormal Return, Likuiditas Saham, Cash Dividend, Abnormal Return, Stock Liquidity |
| Subjects: | H Social Sciences > HF Commerce |
| Divisions: | Fakultas Pendidikan Ekonomi dan Bisnis > Manajemen (non kependidikan) |
| Depositing User: | Agung Rizki Sulistino |
| Date Deposited: | 04 Sep 2019 04:50 |
| Last Modified: | 04 Sep 2019 04:50 |
| URI: | http://repository.upi.edu/id/eprint/38969 |
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