ANALISIS HARGA SAHAM DAN RATA-RATA ABNORMAL RETURN SEBELUM DAN SESUDAH EX-DIVIDEND DATE (STUDI PADA EMITEN INDEKS KOMPAS 100)

ARI MEIDIANSYAH, 1011031034 (2015) ANALISIS HARGA SAHAM DAN RATA-RATA ABNORMAL RETURN SEBELUM DAN SESUDAH EX-DIVIDEND DATE (STUDI PADA EMITEN INDEKS KOMPAS 100). FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.

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2. ABSTRACT.pdf

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3. ABSTRAK.pdf

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7. SURAT PERNYATAAN.pdf

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Abstrak

Penelitian ini dilakukan untuk mengetahui apakah ada perbedaan terhadap harga saham dan rata-rata abnormal return pada saat sebelum dan sesudah ex-dividend date pada emiten yang ada di Indeks Kompas 100. Variabel yang digunakan dalam penelitian ini adalah harga saham sebelum ex-dividend date dan harga saham sesudah ex-dividend date, serta abnormal return sebelum ex-dividend date dan abnormal return sesudah ex-dividend date Teknik pengambilan sampel menggunakan teknik purposive sampling pada perusahaan yang masuk dalam Indeks Kompas 100 selama tahun amatan yaitu tahun 2011-2014. Teknik analisa data dilakukan dengan metode Uji Paired Sample T-test dengan menggunakan alat bantu program SPSS versi 21. Hasil penelitian ini menunjukkan bahwa terdapat perbedaan yang signifikan pada harga saham sebelum ex-dividend date dan sesudah ex-dividend date. Penelitian ini juga menunjukkan bahwa tidak terdapat perbedaan yang signifikan pada abnormal return sebelum ex-dividend date dan sesudah ex-dividend date. Kata Kunci : Ex-dividend Date, Harga saham, Abnormal Return Abstrak Bahasa Inggris this research is aimed to find out the differences among stock price and average abnormal return while before and after the ex-dividend date on company which is listed Index kompas 100. The variable that is used in this research is stock price before ex-dividend date and stock price after ex-dividend date, abnormal return before ex-dividend date and abnormal return after ex-dividend date. Sampling technique is purposive sampling on the listed company in index kompas 100, during the period 2011-2014. Data analysis technique is done by paired sample t-test method with use SPSS 21 The results show that there is significant differences on stock price before and after ex-dividend date. This research show that there is no significant differences on abnormal return before and after ex-dividend date. Keywords : Ex-dividend date, Stock Price, abnormal return

Tipe Karya Ilmiah: Skripsi
Subyek: H Ilmu Sosial = Social Sciences > HB Economic Theory
Program Studi: Fakultas Ekonomi dan Bisnis > Prodi Akuntansi
Depositing User: 2632299 . Digilib
Date Deposited: 29 Oct 2015 04:01
Last Modified: 29 Oct 2015 04:01
URI: http://digilib.unila.ac.id/id/eprint/14152

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