Pengaruh kebijakan dividen dan struktur kepemilikan pada volatilitas harga saham

Yus, Marcellino (2022) Pengaruh kebijakan dividen dan struktur kepemilikan pada volatilitas harga saham. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini meneliti mengenai pengaruh dari kebijakan dividen dan struktur kepemilikan pada volatilitas di pasar saham Indonesia pada tahun 2011 hingga 2021. Penelitian ini menggunakan 637 perusahaan non keuangan sebagai sampel. Hasil penelitian menunjukan kebijakan variabel melalui dividend yield tidak memiliki pengaruh signifikan terhadap price volatility. Sedangkan struktur kepemilikan melalui foreign ownership dan state ownership memiliki pengaruh signifikan secara negatif terhadap price volatilty, menunjukkan adanya stabilizing effect. Penelitian menggunakan program STATA dengan model regresi fixed effect dengan Driscoll-Kraay standard deviation.

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