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ANALISIS PENGARUH PENGUMUMAN DIVIDEN TUNAI TERHADAP ABNORMAL RETURN DAN VARIABILITAS TINGKAT KEUNTUNGAN SAHAM

Management Analysis Journal

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Title ANALISIS PENGARUH PENGUMUMAN DIVIDEN TUNAI TERHADAP ABNORMAL RETURN DAN VARIABILITAS TINGKAT KEUNTUNGAN SAHAM
 
Creator Tastaftian, Muftiai
Khoiruddin, Moh.
 
Subject Abnormal Return, Variabilitas Tingkat Keuntungan, Pengumuman Dividen Tunai.
 
Description The purpose of this research is to explain the reaction of markets to the dividend cash announcement on all companies share listed on the Sharia Effect List. The other goal is to explain the difference of abnormal return and security return variability (SRV) on the period before, during and after period ex-dividend date in 2014. This research used the event study, which was conducted observation of abnormal return and security return variability during the event period, i.e. before 10 days up to 10 days after the dividend cash announcement. The population in this research are all companies share listed on the Sharia Effect List (DES) in 2014. The sampling technique was conducted with a purposive sampling method and obtained a sample of 135. Based on the result of differential tests analysis showed that there are difference abnormal return on the period before-at the moment, after-at the moment and before-after and security return variability variable on the period before-after the dividend cash announcement. However, the security return variability (SRV) on the period before-after announcement showed that there are no difference.
 
Publisher Management Analysis Journal
 
Contributor —
 
Date 2015-12-05
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://journal.unnes.ac.id/sju/index.php/maj/article/view/8886
10.15294/maj.v4i4.8886
 
Source Management Analysis Journal; Vol 4, No 4 (2015): Management Analysis Journal
2502-1451
2252-6552
 
Language eng
 
Relation http://journal.unnes.ac.id/sju/index.php/maj/article/view/8886/5812