ANALISIS REAKSI EX-DIVID£ND DATE TERHADAP RETURN SAHAM DAN VOLUME PERDAGANGAN SAHAM PADA PERUSAHAAN SEKTOR PERTAMBANGAN DI BEJ

YULIANA, ESTI and Hamdan AJ, Umar and Andriana, Isni (2008) ANALISIS REAKSI EX-DIVID£ND DATE TERHADAP RETURN SAHAM DAN VOLUME PERDAGANGAN SAHAM PADA PERUSAHAAN SEKTOR PERTAMBANGAN DI BEJ. Undergraduate thesis, Sriwijaya University.

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Abstract

The purpose of this research is to find out the ex-dividend date reaction toward stock return and trading stock volume in mining sector’s company. The selection of dividend declaration event is because dividend was one of rate of return which was expected by investor on their investment. This research use event study technique to know the ex-dividend date reaction toward stock return and trading stock volume. The result of this research for 2006 period shows that return and trading stock volume have a negative reaction before and after ex-dividend date. This negative reaction can be shown from Abnormal Return (AR) which is negative before and after ex-dividend date even though 30 day before declaration date Abnormal Return (AR) was positive. For the conclusion, there is no change for stock price before and after ex-dividend date and Trading Volume Activity (TVAjt) also decrease after ex dividend date this is show that there is negative reaction from trading stock company toward information from declaration of ex-dividend date. Based on the research, the writer suggests the company has to be more focus on the policy of paying the dividend which have been applied by management and other factors that can be formed Capital structure so that the purpose of company to prosperous the shareholder can be achieved.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Ex-dividend Date, Return, Trading Stock Volume
Subjects:	H Social Sciences > HG Finance > HG4551-4598 Stock exchanges
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mr Halim Sobri
Date Deposited:	23 Mar 2021 03:50
Last Modified:	23 Mar 2021 03:50
URI:	http://repository.unsri.ac.id/id/eprint/44035

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