HUBUNGAN KEBIJAKAN DIVIDEN, LEVERAGE, PERTUMBUHAN ASET, VOLUME PERDAGANGAN SAHAM DAN UKURAN PERUSAHAAN TERHADAP VOLATILITAS HARGA SAHAM PADA PERUSAHAAN SEKTOR FARMASI YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2020-2024

Nurul Haliza, Titania (2025) HUBUNGAN KEBIJAKAN DIVIDEN, LEVERAGE, PERTUMBUHAN ASET, VOLUME PERDAGANGAN SAHAM DAN UKURAN PERUSAHAAN TERHADAP VOLATILITAS HARGA SAHAM PADA PERUSAHAAN SEKTOR FARMASI YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2020-2024. S1 thesis, Universitas Jambi.

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Abstract

Penelitian ini bertujuan untuk menganalisis hubungan kebijakan dividen, leverage, pertumbuhan aset, volume perdagangan saham, dan ukuran perusahaan terhadap volatilitas harga saham pada perusahaan sektor farmasi yang terdaftar di Bursa Efek Indonesia (BEI) periode 2020–2024. Penelitian ini menggunakan pendekatan kuantitatif dengan teknik total sampling, melibatkan 13 perusahaan selama lima tahun pengamatan, sehingga diperoleh 65 observasi. Analisis data dilakukan dengan regresi data panel menggunakan model Fixed Effect setelah melalui serangkaian uji asumsi klasik dan pemilihan model. Hasil penelitian menunjukkan bahwa Kebijakan Dividen, Leverage, Pertumbuhan Aset, Dan Ukuran Perusahaan dan Volume Perdagangan Saham berhubungan signifikan terhadap Volatilitas Harga Saham. Selain itu, penelitian ini juga memberikan bukti bahwa Kebijakan Dividen, Leverage, Pertumbuhan Aset, Volume Perdagangan Saham Dan Ukuran Perusahaan berhubungan secara simultan terhadap Volatilitas Harga Saham sesuai dengan teori sinyal. This study aims to analyze the relationship between dividend policy, leverage, asset growth, trading volume, and firm size on stock price volatility in pharmaceutical companies listed on the Indonesia Stock Exchange (IDX) during the 2020–2024 period. This research employs a quantitative approach with a total sampling technique, involving 13 companies over five years of observation, resulting in 65 observations. Data analysis was conducted using panel data regression with the Fixed Effect Model after a series of classical assumption tests and model selection. The results show that dividend policy, leverage, asset growth, trading volume and firm size have a significant relationship with stock price volatility. Furthermore, the study also provides evidence that dividend policy, leverage, asset growth, trading volume, and firm size simultaneously have a significant relationship with stock price volatility according to the signalling theory.

Type: Thesis (S1)
Uncontrolled Keywords: Dividend Policy, Leverage, Asset Growth, Trading Volume, Firm Size, Stock Price Volatility
Subjects: L Education > L Education (General)
Divisions: Fakultas Ekonomi dan Bisnis > SI Akuntansi
Depositing User: TITANIA NURUL HALIZA
Date Deposited: 29 Oct 2025 04:09
Last Modified: 29 Oct 2025 04:09
URI: https://repository.unja.ac.id/id/eprint/87343

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