Putri, Edwina Liony (2017) Harga Saham Sebelum Dan Sesudah Ex-Dividend Date Pada Perusahaan Jasa Dan Manufaktur Di Bursa Efek Indonesia (Bei) (Periode 2014 -2015). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui perubahan harga saham sebelum dan sesudah ex-dividend date pada perusahaan jasa dan manufaktur di Bursa Efek Indonesia (BEI). Pada penelitian ini sampel yang digunakan adalah 76 perusahaan untuk perusahaan jasa dan 39 perusahaan untuk perusahaan manufaktur. Sampel yang digunakan adalah sampel yang konsisten membagikan dividen pada tahun 2014-2015. Periode penelitian dilakukan selama 30 hari yakni, 15 hari sebelum dan sesudah Ex-dividend Date. Metode penelitian yang digunakan adalah metode penelitian even study dengan mengamati pergerakan harga saham di pasar modal. Untuk menguji apakah terdapat perubahan harga sebelum dan sesudah Ex-Dividend Date maka digunakan uji Wilcoxon. Hasil penelitian menunjukkan tidak terdapat perubahan harga sebelum maupun sesudah Ex-Dividend Date pada perusahaan jasa maupun manufaktur pada periode 2014-2015.
English Abstract
The objective of this research is to find any changes in the stock price of service and manufacturing companies listed in Indonesian Stock Exchange (IDX) before and after ex-dividend date. The population of this research is service and manufacturing companies that consistently pay dividends during 2014-2015. The sample of this study is 76 service companies and 39 manufacturing companies. The observation period of this research is 30 days, which are 15 days before and 15 days after the ex-dividend date. This research uses event study method to observe the movement of stock price in the stock market. To identify any differences in stock price before and after the ex-dividend date, this study uses Wilcoxon signed rank test. The result of this research shows that there are no differences in the stock price of service and manufacturing companies that are listed in the IDX in the period of 2014-2015 before and after the ex-dividend date.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2017/884/051711842 |
| Uncontrolled Keywords: | ex-dividend date, harga saham, jasa, manufaktur, ex-dividend date, stock price, manufacturing companies, service companies |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) > 332.632 22 Prices |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 19 Dec 2017 04:07 |
| Last Modified: | 11 Sep 2020 12:46 |
| URI: | http://repository.ub.ac.id/id/eprint/7212 |
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