56 research outputs found
Do Investors React To Dividend Yield And Price Earning Ratio? An Empirical Evidence From Indonesia Stock Exchange
The asymmetric information between insiders and investors are more likely to occur(Nurazi, Kananiua, & Usman, 2015; Usman & Tandelilin, 2014; Utrero-González & J.Callado-Muñoz, 2016; Wang & Wang, 2017; Yusra, 2014). Investors’ awareness ofinformation has implication to the stock price movements in the capital market. Thisstudy aims to examine the effect of dividend yield (DY) and price earning ratio (PER) toinvestors’ reaction. We performed return (RTN) as the surrogated proxy in attenuatinginvestors react in Indonesia Stock Exchange. By utilizing 35 observation data from 7manufacture company from 2011 to 2015 period. The result show that dividend yield(DY) there is no significant contribution (ρ>0,05) towards return (RTN). On the otherhand, we found that price earning ratio (PER) there is significant contribution (ρtowards return (RTN). </div
Analisis return dan likuiditas saham sebelum dan sesudah pengumuman right issue di bursa efek indonesia
The
purpose of this study was to analyze the abnormal returns and trading volume
activity before and after the announcement of the rights issue. This research is the event study using secondary data. 33 companies listed in Indonesia Stock Exchange from 2005 to 2009
were sampled using a purposive sampling method, which
consists of 9 samples (good news) and 24 samples (bad
news).
The results of this study showed that there was no
significant difference in abnormal return observation period 5 days, 15 days, 60 days, 90
days, 180 days before and after the announcement of the
rights issue in the group of good news and bad news. While
the volume of trading activity, trading volume activity
differences are significant at the 5 day period prior to the announcement of
the rights issue after the group bad news.</i
PENGARUH PENGUMUMAN PERUBAHAN PERINGKAT OBLIGASI TERHADAP PERILAKU INVESTOR PADA PERUSAHAAN ASING DAN DOMESTIK
The objective of this research is to examine differences behavior investors to bond rating changes in foreign and domestic companies. The event date is the time when PT Pefindo as a rating agency in Indonesia announce the changes of bond rating during 2002-2011. Event study method is used to analyze investor reaction to bond rating changes announcement. The samples are taken by purposive sampling method and the results are 89 observation, 51 upgrade and 7 downgrade for foreign companies, 15 upgrade and 16 downgrade for domestic companies.
Market model used to calculate whether there is any abnormal return. Event windows are 21 days which 10 days before the rating announcement, the day of rating announcement, and 10 days after the rating announcement. The variables is average abnormal return. Generally, the were positive abnormal return at bond rating upgrade announcement and there were negative abnormal return at bond rating downgrade announcement. The result is Indonesian Capital Market, especially Indonesian Stock Exchange significantly react to bond rating upgrade and downgrade, for both categories of foreign and domestic companies. This results indicates that investors react positively to the announcement of the change of bond rating companies foreign and domestic. This research also find different response from investors, where the reaction of investors to changes of bond rating from domestic companies higher than to changes of bond rating from foreign companie
ANALISIS RETURN DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PENGUMUMAN RIGHT ISSUE DI BURSA EFEK INDONESIA
The purpose of this study was to analyze the abnormal returns and trading volume activity before and after the announcement of the rights issue. This research is the event study using secondary data. 33 companies listed in Indonesia Stock Exchange from 2005 to 2009 were sampled using a purposive sampling method, which consists of 9 samples (good news) and 24 samples (bad news).
The results of this study showed that there was no significant difference in abnormal return observation period 5 days, 15 days, 60 days, 90 days, 180 days before and after the announcement of the rights issue in the group of good news and bad news. While the volume of trading activity, trading volume activity differences are significant at the 5 day period prior to the announcement of the rights issue after the group bad news
KEMAMPUAN RASIO LIKUIDITAS DAN SOLVABILITAS DALAM MEMPREDIKSI LABA PERUSAHAAN PERUSAHAAN: STUDI EMPIRIS PADA PERUSAHAAN TELEKOMUNIKASI YANG TERDAFTAR DI BURSA EFEK INDONESIA
This research as a purpose to know what influence of liquidity and solvency ratio toward profitability ratio. Sample from this research is five enterprise in Indonesian Stock Exchange period 2007-2014. The data analysis technique used multiple linear regression analysis using Eviews 6. From the results of tests performed showed that liquidity statistically not significant affect profitability, as indicated by the probability of > 0,05 is 0,2761. Be different with solvency who were statistically significantly profitability, which is indicated by the probability of < 0,05 is 0,0460.</em
PENGARUH PENGUMUMAN PERUBAHAN PERINGKAT OBLIGASI TERHADAP PERILAKU INVESTOR PADA PERUSAHAAN ASING DAN DOMESTIK
The objective of this research is to examine differences behavior investors to bond rating changes in foreign and domestic companies. The event date is the time when PT Pefindo as a rating agency in Indonesia announce the changes of bond rating during 2002-2011. Event study method is used to analyze investor reaction to bond rating changes announcement. The samples are taken by purposive sampling method and the results are 89 observation, 51 upgrade and 7 downgrade for foreign companies, 15 upgrade and 16 downgrade for domestic companies.
Market model used to calculate whether there is any abnormal return. Event windows are 21 days which 10 days before the rating announcement, the day of rating announcement, and 10 days after the rating announcement. The variables is average abnormal return. Generally, the were positive abnormal return at bond rating upgrade announcement and there were negative abnormal return at bond rating downgrade announcement. The result is Indonesian Capital Market, especially Indonesian Stock Exchange significantly react to bond rating upgrade and downgrade, for both categories of foreign and domestic companies. This results indicates that investors react positively to the announcement of the change of bond rating companies foreign and domestic. This research also find different response from investors, where the reaction of investors to changes of bond rating from domestic companies higher than to changes of bond rating from foreign companie
Kemampuan Rasio Likuiditas dan Solvabilitas dalam Memprediksi Laba Perusahaan: Studi Empiris pada Perusahaan Telekomunikasi yang Terdaftar di Bursa Efek Indonesia
This research as a purpose to know what influence of liquidity and solvency ratio toward profitability ratio. Sample from this research is five enterprise in Indonesian Stock Exchange period 2007-2014. The data analysis technique used multiple linear regression analysis using Eviews 6. From the results of tests performed showed that liquidity statistically not significant affect profitability, as indicated by the probability of > 0,05 is 0,2761. Be different with solvency who were statistically significantly profitability, which is indicated by the probability of < 0,05 is 0,0460.</em
ANALISIS REAKSI INVESTOR TERHADAP DEBT TO EQUITY RATIO DAN RETURN ON EQUITY RATIO
This study purpose to test the effect of the debt to equity ratio (DER) and the return on equity ratio (Roe) the reaction of investors (proxy using stock returns). The population used in this study is a telecommunications company listed on the Indonesia Stock Exchange (BEI) during the period 2011-2015 as 7perusahaan. From this, a sample is taken is composed of six companies. It took a period of the 2011-2015 period, using purposive sampling method. Data analysis technique used is multiple linear regression using eviews program. From the results of tests carried out showed that debt to equity ratio is statistically significant effect negative and not on stock returns, which indicated the probability of> 0.05 is -3.314743. Unlike the return on equity ratio is statistically insignificant negative effect on stock return
Teknik Menulis Karya Ilmiah (Langkah 1 Lanjutan)
Handout tentang “Teknik Menulis Karya Ilmiah” bertujuan agar para akademisi (Mahasiswa, Dosen, Peneliti) dapat membangun kemampuan dalam mengidentifikasi area permasalahan, merencanakan, mengorganisir dan melakukan penelitian untuk memecahkan masalah yang teridentifikasi. Selain itu, handout ini dapat digunakan sebagai panduan dalam mempersiapkan usulan (proposal) dan laporan penelitian
ANALISIS LIKUIDITAS SAHAM MENGGUNAKAN REGRESI DATA PANEL
Liquidity very important for investors when they decided stock which that is pulled to invest. The higher the number of share transactions in the capital market in a particular period the liquid the shares. The purpose of this study is to find how big the impact of profitability and probability of profit losers to stock liquidity at companies registered at the indonesian stock exchange the period 2013 - 2017. Technique the sample collection uses the method purposive sampling and based on the criteria which had been determined obtained samples from 16 company. Data from the financial reports obtained from official website of IDX. The analytical method used is regression analysis of panel data with the help of application E-Views 8. After he did chow-test it is decided to choose in a fixed effect method. Stock Liquidity at listed companies on IDX during the period research only influenced positively and significant by gross profit margin, but the probability profit losers had an impact negative and not significan
- …
