Electronic Theses and Dissertation
Universitas Syiah Kuala
NULL
THE INFLUENCE OF CAPITAL STRUCTURE, TRADING VOLUME, AND MARKET CAPITALIZATION ON STOCK RETURN (AN EMPIRICAL STUDY ON LQ45 INDEX COMPANIES LISTED IN THE INDONESIA STOCK EXCHANGE PERIOD 2009-2013)
Pengarang
RAHMI NABILA - Personal Name;
Dosen Pembimbing
Nomor Pokok Mahasiswa
1101103040009
Fakultas & Prodi
Fakultas / / PDDIKTI :
Subject
Kata Kunci
Penerbit
Banda Aceh : Universitas Syiah Kuala., 2015
Bahasa
Indonesia
No Classification
-
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Abstract
Investors make a lot of effort to choose the best companies to invest. They
would consider so many aspects in order to determine the right company based on
the risk they would want to take. This paper analyze the impetus of the movement
in stock return by taking into account the capital structure, trading volume, and
market capitalization as the determinants. Using multiply linier regression model,
we observe the LQ45 Index as it contains the most liquid companies which usually
also have bigger market value amongst the companies listed in Indonesia Stock
Exchange. We examined how capital structure, trading volume, and market
capitalization promote the fluctuation on stock return of companies of LQ45 Index
from year 2009-2013 using secondary data with lagged time. The sample was 24
companies consistently exist in LQ45 Index with the total of 120 sample s. The
data was reduced to 90 samples to exclude the outliers.
The results suggest that capital structure, trading volume, and market
capitalization are the determinants of stock return. However, it appears that
market capitalization affects stock return in adverse manner which indicates that
the higher level of market capitalization drives the stock return to declines and
vice versa.
Key words: Stock return, capital structure, trading volume, market
capitalization, LQ45
Tidak Tersedia Deskripsi
ANALISIS VARIABILITAS TINGKAT KEUNTUNGAN DAN TRADING VOLUME ACTIVITY SAHAM SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2008-2012 (Beni Vilnanda, 2013)
PENGARUH BID-ASK SPREAD, RASIO HUTANG, STOCK SPLITTERHADAP RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2009-2013 (Syarifah Mariah Algitptiah, 2015)
THE IMPACT OF INDONESIA PRESIDENTIAL ELECTION YEAR 2014 ON ABNORMAL RETURN AND TRADING VOLUME ACTIVITIES OF STOCKS IN INDONESIA STOCK EXCHANGE (EVENT STUDY ON ADVERTISING PRINTING MEDIA STOCKS LISTED ON IDX) (Riezky Ryatun Putri, 2015)
PENGARUH PROFITABILITAS, LIKUIDITAS, SOLVABILITAS, DAN LEVERAGE TERHADAP RETURN SAHAM PADA PERUSAHAAN IDX80: SEBUAH PERBANDINGAN SPLIT SAMPEL (RAHMANIAH, 2023)
PENGARUH RETURN ON INVESTMENT, RESIDUAL INCOME DAN EARNING PER SHARE TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA (Malahayati, 2017)