Analisis Pengaruh Ex Dividend Day dan Ex Dividend Volumes Terhadap Harga Saham pada Perusahaan yang Terdaftar di BEI

Michel, Michel (2010) Analisis Pengaruh Ex Dividend Day dan Ex Dividend Volumes Terhadap Harga Saham pada Perusahaan yang Terdaftar di BEI. Undergraduate thesis, Universitas Internasional Batam.

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Abstract

The purpose of the paper is to study the effect of ex dividend day and ex dividend volumes to stock price for companies listed on Indonesia Stock Exchange (IDX) for period between year 2003 to 2009. The statistical method used to test hypotheses is the method of multiple regressions. As an independent variable is the ex dividend day and ex dividend volumes, whereas as the dependent variable is stock price. Secondary data obtained from annual financial reports and stock prices that have been published by the company concerned. The data is annual data from the period 2003 until the year 2009. The research sample consisted of 20 companies in various sectors which have a closing data volume within approximately five days around the ex dividend day, and distribute dividend as many as seven times in the period of research. The result showed that the ex dividend day and ex dividend volumes does not significantly influence stock prices. Keywords: ex dividend day, ex dividend volumes and stock price.

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