DETERMINAN VOLATILITAS HARGA SAHAM PADA INDEKS IDX30 (STUDI PADA TAHUN 2018-2021)

The purpose of this study is to determine the factors that influence the volatility of the IDX30 company’s stock prices. Independent variable used are Stock Trading Volume, dividend policy, leverage, firms size, and asset growth. This study using the report data from companies listed in IDX in the Index IDX30 between 2018-2021. Data analyzed using data panel regression analysis. The result from the analysis found out if variable dividend yield, firm size, and growth asset has no significant effects on Stock Price Volatility. Meanwhile, trading volume and leverage have a significant effect on stock price volatility.

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Publication Details

Journal
Contemporary Studies in Economic, Finance and Banking.
Published
2024-09-02
DOI
https://doi.org/10.21776/csefb.2024.03.3.04
Primary Topic
Management and Optimization Techniques
Type
article
Field-Weighted Citation Impact
0.00
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article

DETERMINAN VOLATILITAS HARGA SAHAM PADA INDEKS IDX30 (STUDI PADA TAHUN 2018-2021)

Atalia Putri Ramadhan, Ferry Prasetyia
Contemporary Studies in Economic, Finance and Banking.
Management and Optimization Techniques
article

DETERMINAN VOLATILITAS HARGA SAHAM PADA INDEKS IDX30 (STUDI PADA TAHUN 2018-2021)

Atalia Putri Ramadhan, Ferry Prasetyia
article en

Abstract

The purpose of this study is to determine the factors that influence the volatility of the IDX30 company’s stock prices. Independent variable used are Stock Trading Volume, dividend policy, leverage, firms size, and asset growth. This study using the report data from companies listed in IDX in the Index IDX30 between 2018-2021. Data analyzed using data panel regression analysis. The result from the analysis found out if variable dividend yield, firm size, and growth asset has no significant effects on Stock Price Volatility. Meanwhile, trading volume and leverage have a significant effect on stock price volatility.

Contemporary Studies in Economic, Finance and Banking.Vol. 3(3)
University of Brawijaya (ID)
Openalex Percentile: Top 70%
Management and Optimization Techniques
DOIOpen Access PDFOpenAlex
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DETERMINAN VOLATILITAS HARGA SAHAM PADA INDEKS IDX30 (STUDI PADA TAHUN 2018-2021) — Atalia Putri Ramadhan, Ferry Prasetyia · Contemporary Studies in Economic, Finance and Banking. (2024) | TGRS Research Map | TGRS