THE EFFECT OF CAPITAL GAIN AND DIVISION OF DIVIDENDS ON SHARE TRADING VOLUME IN PT. UNILEVER INDONESIA Tbk

Anggi Aladini, Nafisah Nurulrahmatia

Abstract


This study aims to determine, understand, and analyze the effect of capital gains and dividends on the volume of stock trading at PT. Unilever Indonesia tbk. the population in this study is the balance sheet financial statement data for 38 years and the sample of this study is 8 years with the sampling used is an associative approach. The statistical tools used are classical assumption test, multiple linier regression, correlation coefficient, determination coefficient, 2 party t based on data analysis from 2012 to 2018, it shows that capital gains and dividend distribution have a significant effect on stock trading volume. While the simultaneous capital gain and dividend distribution have no effect on stock trading volume.


Keywords


capital gains, deviden distribution, stock trading volume

Full Text:

PDF

References


Baridwan, Zaki. 2004. Intermediate Accounting. Yogyakarta: BPFE.

Christian, Ivan. 2004. Reaksi Investor atas Pengumuman Deviden Terhadap Abnormal Return dan Volume Perdagangan Saham.Tesis. Magister Manajemen, Universitas Widyatama.

Fuadi, Dheny Wahyu. 2009. Analisis Pengaruh Suku Bunga, Volume Perdagangan Saham, dan Kurs terhadap Return Saham Sektor Properti yang Listed di BEI.Tesis.Semarang: Magister Manajemen, Universitas Diponegoro.

Gantyowati, Evi, dan Yayuk Sulistyani. 2008. Reaksi Pasar Terhadap Pengumuman Deviden pada Perusahaan yang masuk Corporate Governance Perception Index.Jurnal Bisnis dan Akuntansi.Volume 10 (3). Hal: 161-171.

Nasir, Azwir, dan Achmad Mirza. 2013. Pengaruh Nilai Kurs, Inflasi, Suku Bunga Deposito dan Volume Perdagangan Saham terhadap Return Saham pada Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia. Jurnal Ekonomi. Vol 19.(04).

Triyuwono, Iwan, Sumiati, dan Ratnawati. 2012. Analisa Dampak Pengumuman Deviden Terhadap Return, Variabilitas Tingkat Keuntungan dan Aktivitas Volume Perdagangan Saham. Wacana, Jurnal Sosial dan Humaniora. Volume 12.(4). Hal:712-721.

Hermuningsing, sri. 2012. Pasar modal Indonesia.Yogyakarta: UUP STIMYKPN.

Sugiyono. 2006. Statistika Untuk Penelitian, Cetakan Ketujuh. Bandung: CV Alfabeta.

Abdul dan Nasuhi Hidayat, (2000), “Studi Empiris Tentang Pengaruh Volume Perdagangan Dan Return Terhadap Bid-Ask Spread Industri Rokok Di Bursa Efek Jakarta Dengan Model Koreksi Kesalahan”, Jurnal Riset Akuntansi Indonesia, Vol.3 No.1, Januari, Hal 69-85.

Subiyanto, Analisis pengaruh capital gain dan pembagian deviden terhadap volume perdagangan saham (studi kasus pada perusahaan keuangan yang terdaftar di BEI 2009-2012).

Sumiyana, 2007, “Noise atau kedatangan informasi: sebuah fenomena spesifik perilaku harga saham dipasar modal Indonesia”, Jurnal Ekonomi dan Bisnis Indonesia, Vol.22, No.3, Hal 292-318, Universitas Gajah Mada, Yogyakarta.




DOI: https://doi.org/10.26618/jeb.v17i1.5468

Refbacks

  • There are currently no refbacks.


Copyright (c) 2021 Jurnal Ekonomi Balance

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

Creative Commons License
Balance : Journal of Economics

Is Licenced Under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License

View My Stats

Flag Counter