PENGARUH TINGKAT PENGUNGKAPAN INFORMASI PERUSAHAAN TERHADAP AKTIVITAS PERDAGANGAN DAN RETURN SAHAM (Studi Empiris Terhadap Perusahaan LQ-45 Yang Terdaftar Di Bursa Efek Indonesia Periode 2016-2017)

Abstract

ABSTRACT
This research was conducted with the aim of: 1) to determine the effect on
the Company Information Disclosure Level Trading Volume Activity, 2) to
determine the effect on the Company Information Disclosure Level of Stock
Return.
The population of the study are manufactures registered as LQ-45 in
Indonesia Stock Exchange in 2016-2017.The sample are selected by using
purposive sampling method. Based on the criteria, acquired 37 companies
sampled in this study. The method used in this study using simple linear
regression.
Based on the analysis can be put forward some conclusions as follows: 1)
The results of t test showed that for the variable level of disclosure the company
does not have a significant effect on Trading Volume Activity. It is shown by the
disclosure above 0.05 is equal to 0,428. 2) variable level of corporate disclosure
have significant effect on stock returns. This is indicated by the value of
Disclosure under 0.05 is equal to 0.042.
Keywords: Level of Corporate Disclosure, Trading Volume Activity, Stock return