PENGARUH VOLUME PERDAGANGAN SAHAM, LEVERAGE, DAN KEBIJAKAN DIVIDEN TERHADAP VOLATILITAS HARGA SAHAM

Mahirun, Mahirun and Jannati, Arih and FACHRUR, MUHAMMAD MAULIDIN (2022) PENGARUH VOLUME PERDAGANGAN SAHAM, LEVERAGE, DAN KEBIJAKAN DIVIDEN TERHADAP VOLATILITAS HARGA SAHAM. In: FMI Bali 14 Forum Manajemen Indonesia 14, 25-27 Oktober 2022, Bali.

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Abstract

The purpose of this research to examine and analyze the effect of stock trading volume, leverage, and dividend policy on stock price volatility on companies listed in index LQ 45 in Indonesia Stock Exchange 2018 until 2020. The research variables were measured by trading volume activity, debt to equity ratio, and dividend payout ratio. This research took the population of 135 companies with the number of samples of 50 companies selected through purposive sampling method. The data type used is secondary data based on publications on the Indonesia Stock Exchange. The data analysis method used in this research is the descriptive statistical analysis, classical assumption test, goodness fit model, multiple linear regression analysis, and hypothesis t test. The results of the study showed that the stock trading volume had a significant positive effect on the volatility of the stock price, debt to equity ratio has a negatif effect on stock price volatility, and dividend payout ratio does not affect the stock price volatility. Kata Kunci: Stock Trading Volume, leverage, dividend and Stock Price Volatility, dividend payout ratio, Universitas Pekalongan

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