?url_ver=Z39.88-2004&rft_id=1851011010&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+PENGARUH+KEBIJAKAN+DIVIDEN+TERHADAP+ABNORMAL+RETURN+SAHAM+SEBELUM+DAN+SESUDAH+EX+DIVIDEND+DATE+DI+BURSA+EFEK+INDONESIA+TAHUN+2019-2021&rft.creator=RIDHO+RAMADHIO+PUTRA%2C+1851011010&rft.subject=330+Ekonomi&rft.description=%0D%0APengumuman+dividen+merupakan+informasi+yang+mengandung+nilai+ekonomis+dan+dapat+menarik+minat+beli+pelaku+pasar+sehingga+harga+akan+mengalami+kenaikan.+Sedangkan+ex+dividend+date+merupakan+hari+tanpa+dividen+atau+investor+tidak+lagi+berhak+mendapatkan+dividen+sehingga+dapat+menyebabkan+harga+saham+mengalami+penurunan.+Penelitian+terdahulu+menemukan+hasil+bahwa+terdapat+abnormal+return+positif+sebelum+ex+dividend+date+dan+akan+mengalami+penurunan+setelah+ex+dividend+date.+Namun%2C+fenomena+kenaikan+harga+saham+sebelum+ex+dividend+date+dan+penurunan+harga+saham+setelah+ex+dividend+date+masih+menjadi+perdebatan+para+peneliti.+Penelitian+ini+bertujuan+untuk+menguji+perbedaan+rata-rata+abnormal+return+saham+big+caps%2C+medium+caps+dan+small+caps+pada+saat+sebelum+dan+sesudah+ex+dividend+date+di+Bursa+Efek+Indonesia+periode+2019-2021.+Sampel+penelitian+terdiri+dari+94+perusahaan+dengan+kriteria+sample+membagikan+dividen+selama+tiga+tahun+berturut-turut.+Hasil+penelitian+menunjukkan+bahwa+terdapat+perbedaan+yang+signifikan+pada+perusahaan+kapitalisasi+besar%2C+kapitalisasi+sedang%2C+dan+kapitalisasi+kecil+pada+sebelum+dan+sesudah+ex+dividend+date+di+Indonesia%0D%0A%0D%0AKata+kunci+%3A+Kebijakan+dividen%2C+ex+dividend+date%2C+abnormal+return%2C+Kapitalisasi+Pasar%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0AThe+announcement+of+dividends+is+information+that+contains+economic+value+and+can+attract+buying+interest+from+market+participants+so+that+prices+will+increase.+While+the+ex+dividend+date+is+a+day+without+dividends+or+investors+are+no+longer+entitled+to+receive+dividends+so+that+it+can+cause+stock+prices+to+decline.+Previous+research+found+that+there+is+a+positive+abnormal+return+before+the+ex+dividend+date+and+will+decrease+after+the+ex+dividend+date.+However%2C+the+phenomenon+of+increasing+stock+prices+before+the+ex+dividend+date+and+decreasing+stock+prices+after+the+ex+dividend+date+is+still+a+debate+among+researchers.+This+study+aims+to+examine+the+difference+in+the+average+abnormal+returns+of+big+caps%2C+medium+caps+and+small+caps+stocks+before+and+after+the+ex+dividend+date+on+the+Indonesia+Stock+Exchange+for+the+2019-2021+period.+The+research+sample+consisted+of+94+companies+with+the+sample+criteria+distributing+dividends+for+three+consecutive+years.+The+results+showed+that+there+were+significant+differences+in+big+caps%2C+medium+caps%2C+and+small+caps+companies+before+and+after+the+ex+dividend+date+in+Indonesia.%0D%0A%0D%0AKeywords%3A+Dividend+Policy%2C+ex+dividend+date%2C+abnormal+return%2C+market+capitalization.%0D%0A&rft.publisher=EKONOMI+DAN+BISNIS&rft.date=2022-12-08&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F67707%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F67707%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F67707%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++RIDHO+RAMADHIO+PUTRA%2C+1851011010++(2022)+ANALISIS+PENGARUH+KEBIJAKAN+DIVIDEN+TERHADAP+ABNORMAL+RETURN+SAHAM+SEBELUM+DAN+SESUDAH+EX+DIVIDEND+DATE+DI+BURSA+EFEK+INDONESIA+TAHUN+2019-2021.++EKONOMI+DAN+BISNIS%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F67707%2F