Anggraini, Martha Ika (2024) Pengaruh Kebijakan Dividen, Volatilitas Laba, Volume Perdagangan Saham, dan Ukuran Perusahaan Terhadap Volatilitas Harga Saham pada Perusahaan Pertambangan yang Terdaftar di Bursa Efek Indonesia (BEI) Periode 2018-2022. Undergraduate thesis, Fakultas Ekonomi dan Bisnis Universitas Merdeka Malang.

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Abstract

This study aims to determine and analyze the effect of dividend policy, earning volatility, trading volume activity, and company size on stock price volatility. This study takes mining as its object listed on the Indonesia Stock Exchange (BEI) for the 2018-2022 period. The population used in this study is 82 mining companies, while the sample was obtained using a purposive sampling method based on predetermined criteria, resulting in a sample of 10 mining companies. The dependent variable in this research is stock price volatility. Meanwhile, the independent variables are dividend policy, earning volatility, trading volume activity, and company size. The data analysis method uses descriptive statistical analysis, classical assumption tests (normality, multicollinearity, autocorrelation and heteroscedasticity), multiple linear regression tests, and hypothesis testing (F test, t test, and R2 test). The results of this research show that simultaneously dividend policy, earning volatility, trading volume activity and company size have a significant effect on stock price volatility in mining companies listed on the IDX for the 2018-2022 period. Partially, earning volatility and trading volume activity has a significant positive effect on stock price volatility, while dividend payout ratio and company size has no effect on stock price volatility.

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