IMPLIKASI INFORMATION ASYMMETRY TERHADAP TINGKAT PENGEMBALIAN SAHAM (STUDI PADA PERUSAHAAN YANG TERDAFTAR DI INDEKS SRI-KEHATI PERIODE 2010-2014)

May Audina Sihombing, 1216051067 (2015) IMPLIKASI INFORMATION ASYMMETRY TERHADAP TINGKAT PENGEMBALIAN SAHAM (STUDI PADA PERUSAHAAN YANG TERDAFTAR DI INDEKS SRI-KEHATI PERIODE 2010-2014). Fakultas Ilmu Sosial dan Ilmu Politik, Universitas Lampung.

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DAFTAR ISI.pdf

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Abstrak

Kondisi dimana adanya perbedaan informasi yang dimiliki antar investor diindikasikan dapat mempengaruhi besarnya keuntungan dari investasi yang dilakukan oleh investor. Berlandaskan dari hal tersebut maka penelitian ini dilakukan untuk mengetahui pengaruh dari information asymmetry terhadap tingkat pengembalian saham yang diterima oleh investor. Penelitian ini menggunakan variabel kontrol berupa ukuran perusahaan (SIZE), Return on Asset (ROA), dan Earning per Share (EPS). Pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling dan diperoleh sampel sebanyak 10 perusahaan yang terdaftar dalam indeks SRI-KEHATI. Teknik analisis data yang digunakan yaitu regresi linier berganda dengan pendekatan panel data dan menggunakan alat analisis program eviews 7. Berdasarkan hasil uji t menunjukkan bahwa variabel information asymmetry secara parsial berpengaruh signifikan terhadap tingkat pengembalian saham dan variabel ukuran perusahaan (SIZE), Return on Asset (ROA), dan Earning per Share (EPS) secara parsial tidak berpengaruh signifikan terhadap tingkat pengembalian saham. Berdasarkan hasil uji F menunjukkan bahwa secara simultan terdapat pengaruh yang signifikan antara variabel information asymmetry, ukuran perusahaan (SIZE), Return on Asset (ROA), dan Earning per Share (EPS) terhadap tingkat pengembalian saham. Kata Kunci: Information Asymmetry, Investor, Tingkat Pengembalian Saham Abstract Condition in which the difference between the information that indicated investors may affect the amount of profit from the investment made by the investor. Based on these conditions, this study was conducted to determine the effect of information asymmetry on stock returns received by investors. This study uses the control variables of firm size (SIZE), Return on Assets (ROA), and Earning per Share (EPS). The samples in this study using purposive sampling and obtained a sample of 10 companies that was registered in SRI-KEHATI index. Data analysis technique used is multiple linear regression approach using panel data and using program analysis tools eviews 7. Based on t-test results showed that the variable information asymmetry is partially significant effect on stock returns and firm size variable (SIZE), Return on Assets (ROA), and Earning per Share (EPS) partially no significant effect on stock returns. Based on the results of the F-test shows that there is simultaneously a significant influence between the variables of information asymmetry, firm size (SIZE), Return on Assets (ROA), and Earning per Share (EPS) of the stock returns. Keywords: Information Asymmetry, Investor, Stock Return

Tipe Karya Ilmiah: Skripsi
Subyek: H Ilmu Sosial = Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
H Ilmu Sosial = Social Sciences > HG Finance
Program Studi: Fakultas ISIP > Prodi Administrasi Bisnis
Depositing User: 5667100 . Digilib
Date Deposited: 28 Dec 2015 03:41
Last Modified: 28 Dec 2015 03:41
URI: http://digilib.unila.ac.id/id/eprint/16191

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