ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI VOLATILITAS HARGA SAHAM (Studi Kasus Pada Perusahaan LQ45 Yang Terdaftar Di Bursa Efek Indonesia Periode 2012-2016)

Abstract

ABSTRACT
The purpose of this study was to determine the effect of trading volume,
Company Size, Dividend Payout and Dividend Yield ratio of the stock price
volatility. This research type is classified on quantitative research. The population
in this study is LQ45 companies listed in Indonesia Stock Exchange (IDX) by the
year 2012 to 2016. The sampling method used was purposive sampling method in
order to get the total sample of 20 companies and the number of observations
(observation) 100 times. The data used in this research is secondary data
obtained from www.idx.co.id, Data collection techniques with technical
documentation, in this case the data is in the form of annual report of the
company. Data were analyzed with multiple linear regression analysis. The
results showed that the variables having an effect positive trade volume and size
of the company negatively affect the stock price volatility. While the variable
dividend payout ratio and dividend yield does not affect the stock price volatility.
Keywords: Stock Price Volatility, Trading Volume, Company Size, Dividend
Payout Ratio, Dividend Yield, the company LQ45 Indonesian Stock
Exchange.