Respon pasar terhadap penurunan dividen

Culver, Margaret Annette (2021) Respon pasar terhadap penurunan dividen. Bachelor thesis, Universitas Pelita Harapan.

	Text (Title) Title pdf.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (29kB)
Preview	Text (Abstrak) Abstrak pdf.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (238kB) | Preview
Preview	Text (ToC) ToC pdf.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (506kB) | Preview
Preview	Text (Bab 1) Bab 1 pdf.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (587kB) | Preview
	Text (Bab 2) Bab 2 pdf.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB)
	Text (Bab 3) Bab 3 pdf.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (493kB)
	Text (Bab 4) Bab 4 pdf.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB)
	Text (Bab 5) Bab 5 pdf.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (238kB)
Preview	Text (Bibliography) Bibliography pdf.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (444kB) | Preview
	Text (Appendices) Appendices pdf.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB)

Abstract

Penelitian ini bertujuan untuk menganalisis respon pasar atas pengumuman dividen turun pada perusahaan yang terdaftar di BEI 2017 – 2019. Reaksi pasar diukur dengan volume perdagangan saham dan return saham. Pada penelitian ini dilakukan perbandingan antara pengumuman dividen secara umum dan dividen turun. Sampel peristiwa pengumuman dividen pada penelitian ini adalah 160 peristiwa sedangkan peristiwa pengumuman dividen secara umum 383 peristiwa. Metode yang digunakan pada penelitian ini menggunakan wilcoxon signed rank test. Hasil dari penelitian ini menunjukkan bahwa respon pasar menjadi tidak bergairah karena menurunnya dividen dibuktikan dengan respon pasar yang negatif atas volume perdagangan saham dan return saham di sekitar pengumuman dividen./This study aims to analyze the market response to dividend announcements in companies listed on the Indonesia Stock Exchange 2017 – 2019. Market reaction is measured by stock trading volume and returns. In this study, a comparison is made between dividend announcements in general and decreasing dividends. The sample of dividend announcements in this study is 160 events of dividend announcement announcements, generally 383 events. The method used in this research is the wilcoxon signed rank test. The results of this study indicate that the market response is not enthusiastic due to the decreasing in dividends which is indicated by a negative market response to stock trading volume and stock returns around the dividend announcement.

Actions (login required)

View Item