scholarly journals ANALISIS PENGARUH DIVIDEN TERHADAP VOLUME PERDAGANGAN SAHAM YANG TERGOLONG JAKARTA ISLAMIC INDEX DI BURSA EFEK JAKARTA

2016 ◽  
Vol 6 (1) ◽  
pp. 70
Author(s):  
Septy Indra Santoso
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Financial Statements ◽  
Capital Gains ◽  
Linear Regression Method ◽  
Trade Volume ◽  
Stock Trading ◽  
Effect Analysis ◽  
Internal And External Factors ◽  
Determine Effect

<p><strong>Abstract</strong><br /><br />This study aims to determine Effect Analysis Dividend Stocks to Trade Volume categorized Jakarta Islamic Index at the Jakarta Stock Exchange. The method used is simple linear regression method. Data were collected using the company’s financial statements. The results showed that the dividend only significant effect on stock trading volume one day to three days after the distribution of dividends in 2005, while in 2006 dividends no significant effect on stock trading volume. In fact, the volume of stock trading is not only influenced by the distribution of dividends alone but also due to other things both internal and external factors such as capital gains, as well as the company’s financial performance.<strong></strong></p><p><strong>Abstrak</strong><br /><br />Penelitian ini bertujuan untuk mengetahui analisis pengaruh dividen terhadap volume perdagangan saham yang tergolong Jakarta Islamic Index di Bursa Efek Jakarta. Metode yang digunakan adalah metode regresi linier sederhana. Data yang dikumpulkan dengan menggunakan laporan keuangan perusahaan. Hasil penelitian menunjukkan bahwa dividen hanya berpengaruh signifikan terhadap volume perdagangan saham satu hari sampai tiga hari setelah pembagian dividen di tahun 2005 sedangkan di tahun 2006 dividen tidak berpengaruh signifikan terhadap volume perdagangan saham. Dalam kenyataannya, volume perdagangan saham tidak hanya dipengaruhi oleh pembagian dividen semata melainkan juga disebabkan oleh hal lain baik faktor internal maupun eksternal seperti capital gain, maupun kinerja keuangan perusahaan.</p>

scholarly journals ANALISIS PERBANDINGAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH MELAKUKAN STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2014-2016

2020 ◽  
Vol 5 (2) ◽  
pp. 97
Author(s):  
Indrayani Indrayani ◽  
Murhaban Murhaban ◽  
Syatriani Syatriani
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Secondary Data ◽  
Financial Statements ◽  
Sampling Techniques ◽  
Manufacturing Companies ◽  
Stock Trading ◽  
Stock Split ◽  
Before And After ◽  
Data Analysis Methods

This study aims to analyze the comparison of the trading volume of shares before and after a stock split on companies listed on the Indonesia stock exchange in 2014-2016. This study uses secondary data in the form of annual financial statements of manufacturing companies in the Indonesia stock exchange in 2014-2016. The number of samples in this study is 30 companies selected using Purposive sampling techniques based on certain criteria. Data analysis methods used in this study are descriptive statistical methods and normality tests. Based on the results of hypothesis testing conducted, it shows that there are differences in the volume of stock trading before and after a stock split on companies listed on the Indonesia Stock Exchange in 2014-2016.

scholarly journals EFFECT OF INTERNET FINANCIAL REPORTING AND COMPANY SIZE ON STOCK TRADING VOLUME AT LQ45 COMPANY IN INDONESIA STOCK EXCHANGE

2019 ◽  
Vol 7 (3) ◽  
pp. 527-533
Author(s):  
Suryanto .
Keyword(s):  
Financial Reporting ◽  
Trading Volume ◽  
Stock Exchange ◽  
Financial Statements ◽  
Statistical Test ◽  
Research Data ◽  
Coefficient Of Determination ◽  
Company Size ◽  
Analysis Method ◽  
Stock Trading

Purpose of Study: The research aims to determine and study the effect of the application of internet financial reporting and the size of the company to the trading volume of shares in companies listed in the LQ45 Index in Indonesia Stock Exchange. Methodology: The method used in this research is descriptive verification with a quantitative approach. Sampling used in this research is saturated sampling, as many as 63 companies become sample in this research. The object of research studied is the company website LQ45 along with the financial statements of each company. The research data is obtained from financial and non-financial information from the company website and financial data from IDX Fact Year 2012-2014. The analysis method used is panel data test, classical assumption test, multiple regression analysis, coefficient of determination, with the F test statistical test and t-test. Results: The results showed that internet financial reporting and firm size influence simultaneously to stock trading volume while partially, only company size has a significant influence on stock trading volume. Implications/Applications: Internet financial reporting does not affect the volume of stock trading.

scholarly journals THE XBRL TECHNOLOGY AND MARKET EFFICIENCY IN BANKING COMPANIES LISTED ON THE INDONESIA STOCK EXCHANGE (IDX)

2020 ◽  
Vol 4 (1) ◽  
pp. 26
Author(s):  
Erni Jayani ◽  
Jumiadi Abdi Winata ◽  
Khairunnisa Harahap
Keyword(s):  
Information Asymmetry ◽  
Market Efficiency ◽  
Financial Reporting ◽  
Stock Prices ◽  
Trading Volume ◽  
Sampling Method ◽  
Stock Exchange ◽  
Institutional Ownership ◽  
Accurate Information ◽  
Stock Trading

The problem in this research is the need for fast and accurate information in the format of the presentation of financial statements resulting in the distribution of information, and data management can be problematic. Therefore, a format for financial reporting systems, namely Extensible Business Reporting Language (XBRL), was formed. The purpose of this study was to determine the effect of XBRL technology, stock prices, Return on Assets (ROA), and institutional ownership on market efficiency (information asymmetry and stock trading volume). The population and sample of this study are banking companies listed on the Indonesia Stock Exchange from 2015-2016. The sampling method using a purposive sampling method and obtained a sample of 42 companies. Data collection techniques are carried out by taking data from the Indonesia Stock Exchange website (www.idx.co.id) and the site http://finance.yahoo.com. Data were analyzed with multiple regression tests after being declared normal with the normality test and though using SPSS 20. The results of this study simultaneously stated that XBRL technology, stock prices, ROA, and institutional ownership together have an influence on information asymmetry and stock trading volume. From the results of the study, it can be concluded that XBRL technology, stock prices, ROA, and institutional ownership cause a decrease in the level of information asymmetry and trading volume. This result also states that the company is in excellent condition when the value of information asymmetry decreases, but it is not good when the trading volume of its shares also decreases. Keywords: XBRL Technology; Stock Prices; Market Efficiency; Information Asymmetry; Stock Trading Volume. 

scholarly journals MARKET REACTION ON THE ANNOUNCEMENT OF SRI KEHATI INDEX IN INDONESIAN STOCK EXCHANGE

2019 ◽  
Author(s):  
Anggita Langgeng Wijaya ◽  
Mia Noviyanti ◽  
Probo Mahayu
Keyword(s):  
Trading Volume ◽  
Market Reaction ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
Rank Test ◽  
Stock Trading ◽  
Population Sampling ◽  
Signed Rank ◽  
Before And After ◽  
Signed Rank Test

The purpose of this study was to test the market reaction to the announcement of the Sri Kehati Index on the Indonesia Stock Exchange. The population in this study is all companies included in the Sri Kehati Index from 2013 to 2016. The selection of samples was taken by the population sampling method. Hypothesis testing is done by paired t test and Wilcoxon Signed Rank Test. The findings of this research are: 1) there is no difference in abnormal returns before and after the announcement of the Sri Kehati Index on the Indonesia Stock Exchange. 2) There is a difference in the activity of stock trading volume before and after the announcement of the Sri Kehati index in the 5th and 6th periods, but there is no difference in the activity of stock trading volume in other periods. The Indonesia Stock Exchange did not react consistently to the announcement of the Sri Kehati Index.

scholarly journals Analisis Reaksi Investor di Bursa Efek Indonesia pada Pelantikan Joko Widodo

2020 ◽  
Vol 12 (1) ◽  
pp. 50
Author(s):  
Komang Lia Karina ◽  
I Nyoman Sujana ◽  
M. Rudi Irwansyah
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
Secondary Data ◽  
Wilcoxon Test ◽  
Stock Index ◽  
Stock Trading ◽  
Significance Level ◽  
Significant Difference ◽  
Before And After

This study aimed to analyze the reaction of investors on Indonesia Stock Exchange to the inauguration of the 8th President by observing whether there were any significant differences in abnormal returns and stock trading volume activities before and after the event. The observation period used in this study was 10 days, with details of each 5 days before and after the President's inauguration event that occurred on 20 October 2019. This research was quantitative research and used daily transaction data on the market capital as a secondary data source. The samples used were companies that were included in the LQ45 stock index for the period August 2019 - January 2020. A non-parametric test in the form of Wilcoxon test was used to test the hypothesis. The results of this study showed that there were no significant difference in abnormal return and stock trading volume activity in the period before and after the event. This was evidenced by the probability value above the significance level of 5%. Thus, the results of this study were stated that there was no reaction from the investor related to the event of the inauguration of the 8th President in Indonesia.

scholarly journals PENGARUH VOLUME PERDAGANGAN SAHAM DI MATURE MARKET TERHADAP VOLUME PERDAGANGAN SAHAM DI EMERGING MARKET

2019 ◽  
Vol 4 (1) ◽  
pp. 11-19
Author(s):  
Yunita Astikawati ◽  
Avelius Dominggus Sore
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Emerging Market ◽  
Investment Decision ◽  
Volume Effect ◽  
Stock Index ◽  
Multilinear Regression ◽  
Stock Trading ◽  
Purposive Sampling ◽  
Mature Market

Abstract:  Mature market is safer investment than emerging market. It’s became a references to emerging market in order to make investment decision particularly in stock exchange. Therefore, the analize to test of effect the stock trading volume in both mature market and emerging market year 2014 until 2018, is needed. The sample was determined by purposive sampling. Stock index which used in this research i.e. NYSE, NASDAQ, FTSE 100, SSEC, HANG SENG, Kopsi, STI, SENSEX, IHSG, JSE, Stock Exchange Thailand, and TSEC Taiwan. To analize the data is used multilinear regression. The result shows that’s mature market which representative by NYSE, Nasdaq, FTSE 100, SSEC, HANGSENG,  Kopsi, and STI has a significant positive effect to IHSG, SET, and TSEC. Meanwhile, NYSE, Nasdaq, FTSE 100, SSEC, HANGSENG, Kopsi, STI hasn’t stock trading volume effect in SENSEX and JSE. It can be concluded that in developing countries, the decision to buy and sell stock in the mature market became fundamental consideration for investors to sell or buy it. Keyword: Emerging, Mature, VolumeAbstrak: Mature market memiliki keamanan investasi daripada emerging market. Mature market menjadi acuan bagi emerging market dalam membuat keputusan investasi terutama di pasar modal. Oleh karena itu perlu adanya analisis untuk menguji pengaruh dari volume perdaganan saham di mature market dan emerging market tahun 2014-2018. Sampel yang digunakan adalah purposive sampling. Indek saham yang digunakan dalam analisis ini adalah NYSE, Nasdaq, FTSE 100, SSEC,  HANGSENG,  Kopsi, STI, SENSEX, IHSG, JSE, Stock Exchange Thailand, dan TSEC taiwan.  Analisis yang digunakan adalah regresi berganda. Hasil analisis menunjukan bawha mature market yang diwakili oleh indek NYSE, Nasdaq, FTSE 100, SSEC,  HANGSENG,  Kopsi, STI memiliki pengaruh positif signifikan  terhadap indek saham IHSG, SET, TSEC. Sedangkan indek NYSE, Nasdaq, FTSE 100, SSEC,  HANG SENG,  Kopsi, STI tidak mempengaruhi volume perdagangan saham di indek SENSEX dan JSE. Disimpulkan bahwa keputusan jual beli saham di mature market menjadi dasar pertimbangan bagi investor untuk menjual atau membeli saham pada negara berkembangKata Kunci: Emerging, Mature, Volume

scholarly journals PENGARUH VOLUME PERDAGANGAN SAHAM DAN HARGA SAHAM TERHADAP BID-ASK SPREAD STUDI PADA PERUSAHAAN-PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

2017 ◽  
pp. 62-74
Author(s):  
Ruminsar Nainggolan ◽  
Donalson Silalahi
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Multiple Regression Equation ◽  
Manufacturing Companies ◽  
Stock Trading ◽  
Bid Ask Spread ◽  
Bid Ask Spreads

ABSTRACT The purpose of this study is to determine the effect of stock trading volume and stock prices on bid-ask spreads on manufacturing companies listed on the Indonesia Stock Exchange. The population in research is 155 companies and by using purposive sampling as sampling technique, then the sample in this research is 46 company. The data used are secondary data and use multiple regression equation as an analytical tool. Based on the results of the research it can be argued that, trading volume and stock prices have a negative and significant effect on the bid-ask spread both before and after the data grouping. The results also show that stock trading in Indonesia Stock Exchange is liquid. Investors or potential investors who want to invest in the capital market should make trading volume and stock price as a reference in making investment decisions, because simultaneously these two variables have a significant effect on bid-ask spreads.

Pengaruh Laba Bersih, Arus Kas Dan Dividen Tunai Terhadap Volume Perdagangan Saham Pada Perusahaan Publik Sektor Barang Dan Konsumsi Di BEI

2019 ◽  
Vol 4 (1) ◽  
pp. 32
Author(s):  
Etty Susilowati ◽  
Hernawati Sinaga
Keyword(s):  
Cash Flow ◽  
Capital Market ◽  
Trading Volume ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Net Income ◽  
Stock Trading ◽  
Public Companies ◽  
Positive Effects ◽  
The Capital Market

The stock trading volume is the number of shares that are traded on the capital market every trading day with a price level agreed upon by the seller and buyer through an intermediary in the capital market. Stocks will be more liquid with the amount of investment in shares. To assess the volume of stock trading, investors can evaluate net income, cash flow and cash dividends. The purpose of this study was to analyze the effect of net income, cash flow and cash dividends on the volume of stock trading in 10 public goods and consumption sectors listed on the Indonesia Stock Exchange (IDX) through a purposive sampling technique both simultaneously and partially. The research data were analyzed using multiple linear regression methods. The results of this study indicate that simultaneously net income, cash flow and cash dividends have significant effects on the volume of stock trading of public companies in the goods and consumption sector, while partially, only net income (β = 0.485) and cash flow (β= 1.587) have significant positive effects against the volume of stock trading.

scholarly journals The Impact of Corporate Governance on Stock Price and Trade Volume

2016 ◽  
Vol 6 (2) ◽  
pp. 27 ◽  
Author(s):  
Wafaa Salah Mohamed ◽  
May M. Elewa
Keyword(s):  
Corporate Governance ◽  
Financial Reporting ◽  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Trade Volume ◽  
Publicly Traded ◽  
Publicly Traded Firms ◽  
The Impact

The purpose of this paper is to investigate whether corporate governance is associated with stock prices and trade volume for 62 publicly traded firms on the Egyptian Stock Exchange during 2007-2014. The authors hypothesize that firms with strong corporate governance have a significant impact on stock prices and trade volume. To examine the associations, a multiple regression analysis is used. Consistent with the first hypothesis, this study finds firms with strong corporate governance have a significant impact on stock prices while has no significant impact on trade volume. Findings indicate that quality of corporate governance can affect firms' stock price while trading volume is not affected by the strength of corporate governance. The results suggest that Egyptian firms should improve their corporate governance as it has a significant effect on firms’ value. Also, providing diverse sources of financial information other than the financial statements and to ensure the presence of high-quality financial reporting and strong investor protection. This study is carried on non-financial firms only. This research is important to regulators and standard setters as it shows the information that affects investors’ decisions and the importance of its disclosure. It pays attention of standard setters for setting a corporate governance framework for improving the level of disclosures of publicly traded firms in Egypt.

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