scholarly journals ANALISIS TRADING DAY, TRADING VOLUME, DAN TRADING FRECUENCY TERHADAP RETURN SAHAM PERUSAHAAN MAKANAN DAN MINUMAN YANG TERDAFTAR DI BEI PERIODE 2016-2018

2020 ◽  
Vol 25 (1) ◽  
pp. 28-42
Author(s):  
Margha Rettha Ayu Chornelia ◽  
Dwi Suhartini
Keyword(s):  
Stock Returns ◽  
Trading Volume ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Positive Influence ◽  
Data Sources ◽  
Trading Frequency ◽  
Day Trading ◽  
Negative Effect

This study aims to analyze the trading day, trading volume, and frequency trading of stock returns on food and beverage companies listed on the Indonesia Stock Exchange for the period of 2016- 2018. This research method uses a quantitative approach. The analytical method used in this study is multiple regression with the help of the SPSS program. Data sources in this study are secondary data sources obtained through the official website of the Indonesia Stock Exchange. The population and sample of this study were 54 populations and 41 samples. The sampling technique uses non probability sampling that is taking a sample with consideration of certain criteria. The variables used in this study are Trading Day, Trading Volume, and Trading Frequency as an independent variable and Stock Return as the dependent variable. The results of this study indicate that trading day has no effect on stock returns, trading volume has a positive influence on stock returns, and trading frequency has a negative effect on stock retur

scholarly journals ANALISIS FAKTOR-FAKTOR YANG MEMENGARUHI PERATAAN LABA

AJAR ◽  
2018 ◽  
Vol 1 (01) ◽  
pp. 44-72
Author(s):  
Theresia Dian
Keyword(s):  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Educational Background ◽  
Positive Influence ◽  
Income Smoothing ◽  
Annual Reports ◽  
Manufacturing Companies ◽  
Significance Level ◽  
Negative Effect

This study is an empirical research that aims to determine the effect of profitability, leverage, company size, CEO's gender, CEO's educational background and CEO's level of education against income smoothing practice. The population in this study are all manufacturing companies that have been going public and listed on the Indonesia Stock Exchange (BEI) in 2014-2016. Sampling technique conducted by the author is to use purposive sampling. This study uses secondary data derived from company financial statements, company annual reports, and fact book. Total research data amounted to 134, of which 84 companies are doing income smoothing. Hypothesis testing is done by using logistic regression analysis with significance level (α) 5%. Data processing using IBM SPSS software version 22.00. The results show that profitability and leverage variables have a significant negative effect on the practice of income smoothing, while the gender variable CEO has a significant positive influence on the practice of income smoothing. Meanwhile, firm size variables, CEO education background and CEO education level have no influence on the practice of income smoothing.

scholarly journals ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM KONSTRUKSI BUMN DENGAN REGRESI PANEL DINAMIS

2020 ◽  
Vol 5 (1) ◽  
Author(s):  
Lisa Dwi Ardianti
Keyword(s):  
Exchange Rate ◽  
Stock Returns ◽  
Trading Volume ◽  
Stock Exchange ◽  
Generalized Method Of Moments ◽  
Secondary Data ◽  
Market Capitalization ◽  
Negative Effect ◽  
Dynamic Panel Regression ◽  
The Moment

This study aims to determine the factors that affect stock returns in the Indonesian state-owned construction period January 2013 to December 2015. The variables used were trading volume, market capitalization, inflation, exchange rate and government policy. The data in this research is secondary data obtained from the publication of the Central Bureau of Statistics, Ministry of Commerce and the Indonesia Stock Exchange. This study uses a dynamic panel regression by the method of Generalized Method of Moments (GMM). The results showed that lagged stock returns, trading volume at this time and the exchange rate at the moment significant negative effect on stock returns. While the market capitalization in the current and prior periods and inflation at the moment and the two previous period significant positive effect on stock returns. Besides the government's policy affect to state-owned construction stock returns where policies are made in the era of President Joko Widodo more influence smaller than the policy made during the leadership of President Susilo Bambang Yudhoyono.

scholarly journals PENGARUH PENGUNGKAPAN CORPORATE SOCIAL RESPONSIBILITY TERHADAP NILAI PERUSAHAAN DENGAN PROFITABILITAS SEBAGAI VARIABEL PEMODERASI

2019 ◽  
Vol 13 (2) ◽  
pp. 145
Author(s):  
Azalia Fasya
Keyword(s):  
Corporate Social Responsibility ◽  
Social Responsibility ◽  
Firm Value ◽  
Sampling Method ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Positive Influence ◽  
Manufacturing Companies ◽  
Corporate Social

<p><em>This study aims to measure and analyze corporate social responsibility and profitability of the value of manufacturing companies listed on the Indonesia Stock Exchange. Samples which are companies engaged in the Indonesia Stock Exchange (BEI) for the 2015-2017 period. The sampling technique used was purposive sampling method and obtained 55 companies. The data collected is secondary data with the documentation method through www.idx.com. Testing is done using multiple regression analysis. The analytical tool used to measure hypotheses is SPSS 24. The results of this study are (1) CSR that is positive for the value of the company. (2) Positive profitability towards the value of the company. (3) Profitability moderates the positive influence of CSR on firm value.</em></p>

scholarly journals Liquidity Ratio, Profitability, And Solvency On Stock Returns With Capital Structure As An Intervening Variable (Study On Food And Beverage Sub Sector Listed In Indonesia Stock Exchange (Idx) Period 2013-2017)

2019 ◽  
Vol 3 (1) ◽  
pp. 52
Author(s):  
Agus Sucipto ◽  
Nailul Chasanah
Keyword(s):  
Capital Structure ◽  
Stock Returns ◽  
Negative Impact ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Partial Least Square ◽  
Least Square ◽  
Food And Beverage ◽  
Negative Effect ◽  
The Capital Structure

The stock market is a business field of securities trading one of them stock. For prospective investors, investment decisions in stock must be preceded by a process of analysis of variables which can influence the price of a stock. Investors need to have benchmarks in order to know whether if he invested in a company he would benefit if the shares are sold. Salaah one factor to be a benchmark investor is knowing the financial condition of the company where it can be seen with the financial ratio analysis and management of an optimal capital structure. This study aims to determine the effect of the ratio of liquidity, profitability, and solvency to return stock with a capital structure as an intervening variable.This study uses a quantitative approach. The research method using the method of documentation. Samples were company food and beverage sub-sectors listed in Indonesia Stock Exchange 2013-2017 period. The sampling technique used purposive sampling method with predetermined criteria obtained 11 samples of the company. This study uses data analysis Partial Least Square (PLS).These results indicate that liquidity ratios have a negative impact on stock returns, while the profitability and solvency ratios have no effect on stock returns. The results also show the liquidity ratio and solvency ratio has a negative effect on the capital structure, profitability ratios while not having capital structure. And capital structure has a negative impact on stock returns. The results also show the ratio of liquidity, profitability, and solvency partially no effect on stock returns with the capital structure as an intervening variable.

scholarly journals Pengaruh Cash Ratio, Debt to Equity Ratio, dan Return On Assets Terhadap Return Saham dengan Nilai Tukar sebagai Variabel Moderating Pada Perusahaan Perkebunan yang Terdaftar di Bursa Efek Indonesia (BEI) Periode 2014-2018

2020 ◽  
Vol 5 (1) ◽  
pp. 57
Author(s):  
Yunan Surono ◽  
Andrian Hadinata
Keyword(s):  
Stock Returns ◽  
Stock Exchange ◽  
Descriptive Analysis ◽  
Secondary Data ◽  
Sampling Technique ◽  
Return On Assets ◽  
Significance Level ◽  
Independent Variables ◽  
Equity Ratio ◽  
The Relationship

The purpose of the research is to analyze the Influence of Cash Ratio, Debt To Equity Ratio and Return On Assets to Stock Return With Exchange Rate as Moderating Variables In Plantation Companies Listed In Indonesia Stock Exchange. This research uses descriptive analysis and statistical analysis methods. data that uses secondary data. This study focuses on the influence of 3 independent variables on the dependent variable by adding moderation variables to determine whether the moderating variable can affect the relationship between the independent variables on the dependent variable. Hypothesis testing in this study uses the F test and t test, with a brief significance level (a) 5%. This data analysis uses SPSS 20 data processing software for Windows. The population of this study is companies engaged in the plantation sector in the Indonesia Stock Exchange period 2014 - 2018, with a purposive sampling technique, obtained 6 companies that have fullfill criteria in this research. The results of this study partially Cash Ratio, Debt to Equity Ratio, and Return On Assets have a significant effect on stock returns, partially Debt to Equity Ratio and Return On Assets have a significant positive effect on stock returns, while Cash Ratio has no significant effect on stock returns. and the value is not able to affect the relationship between independent variable and dependent variable.

scholarly journals DETERMINANT ANALYSIS OF FINANCIAL RATIO ON STOCK RETURNS IN CONSTRUCTION COMPANIES REGISTERED AT INDONESIA STOCK EXCHANGE 2015-2019

2020 ◽  
Vol 2 (1) ◽  
pp. 67-80
Author(s):  
Muhammad Reza Alfianto Siregar ◽  
Pardomuan Sihombing
Keyword(s):  
Stock Returns ◽  
Stock Price ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Financial Ratio ◽  
Construction Companies ◽  
Price Performance ◽  
Price Movements ◽  
Stock Price Movements

The growth of the construction sector in Indonesia has indirectly contributed to the growth in the performance of construction companies. This construction performance growth has an impact on stock price movements, apart from the influence of demand and supply of shares. The condition of fluctuating stock price movements requires investors to analyze financial statements before making investment decisions. To find out how the stock price performance can be done by measuring stock returns. In connection with these conditions, the purpose of this study is to analyze the effect of ROE, DER, CR, PBV and TATO on stock returns in construction companies listed on the IDX in 2015 - 2019. This research is included in the category of comparative causal research. The number of samples used in this study were 13 sample companies, with the sampling technique using purposive sampling. The type of data in this study is secondary data taken by the documentation method at Yahoo Finance. The data analysis method uses panel data regression analysis assisted by the Eviews 9.0 software. The results of the study partially show that ROE; DER, CR, PBV, and TATO have a positive and significant effect on stock returns. In addition, ROE, DER, CR, PBV, and TATO simultaneously have a significant effect on stock returns.

scholarly journals The Effect of Business Strategy, Leverage, Profitability and Sales Growth on Tax Avoidance

2019 ◽  
Vol 16 (2) ◽  
pp. 66
Author(s):  
Lidia Wahyuni ◽  
Robby Fahada ◽  
Billy Atmaja
Keyword(s):  
Business Strategy ◽  
Sampling Method ◽  
Stock Exchange ◽  
Tax Avoidance ◽  
Multiple Linear Regression Model ◽  
Secondary Data ◽  
Sampling Technique ◽  
Positive Influence ◽  
Sales Growth ◽  
Manufacturing Companies

This study aims to analyze the effect of business strategy, leverage, profitability and sales growth on tax avoidance. Sample companies involved in tax avoidance were obtained from surveys of manufacturing companies listed on the Indonesia Stock Exchange. The data covers a period of four years from 2014 to 2017. The sample used is secondary data originating from the IDX.com website with the sampling technique that is the purposive sampling method. Data analysis used is a multiple linear regression model. Based on the results of the analysis that has been done, it can be concluded as follows (1) Business strategy has a positive influence on tax avoidance (2) leverage has a positive influence on tax avoidance (3) profitability has no effect on tax avoidance (4) sales growth has an influence positive for tax avoidance

PENGARUH PROFITABILITAS, STRUKTUR MODAL DAN KEPEMILIKAN MANAJERIAL TERHADAP RETURN SAHAM DENGAN NILAI PERUSAHAAN SEBAGAI VARIABEL MODERATING (Studi Empiris pada Perusahaan Sektor Pertanian di BEI)

2021 ◽  
Vol 6 (1) ◽  
pp. 14
Author(s):  
Rossy Novia Ellidianti ◽  
Murhaban Murhaban ◽  
Andria Zulfa
Keyword(s):  
Capital Structure ◽  
Stock Returns ◽  
Firm Value ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Managerial Ownership ◽  
Panel Data Regression ◽  
Data Regression ◽  
Negative Effect ◽  
Positive Effect

This study aims to examine the effect of profitability, capital structure and managerial ownership on stock return with firm value as a moderator veriable in Agricultural Companies in Indonesia Stock Exchange during the period 2009-2018. The number of samples in this study are 10 agricultural companies in the Indonesia Stock Exchange obtained by using purposive sampling technique. Data analysis method used is Panel Data Regression. The results of this study prove that capital structure has negative effect on stock returns, firm value has positive effect on stock returns, profitability and managerial ownership have no significant effect on stock returns. Meanwhile, the moderating effect test prove that firm value is able to moderate the effect of profitability on stock returns, but is unable to moderate the effect of capital structure and managerial ownership on stock returns

scholarly journals Pengaruh Manajemen Laba Pada Nilai Perusahaan Dengan Agresivitas Pajak Sebagai Variabel Intervening

2019 ◽  
Vol 29 (3) ◽  
pp. 1055
Author(s):  
Ni Wayan Intan Saskara Wahyuni ◽  
I Gusti Ayu Nyoman Budiasih
Keyword(s):  
Earnings Management ◽  
Path Analysis ◽  
Stock Exchange ◽  
Sample Selection ◽  
Secondary Data ◽  
Sampling Technique ◽  
Data Types ◽  
Tax Aggressiveness ◽  
Company Value ◽  
Negative Effect

This study aims to analyze and determine the effect of earnings management on company value with tax aggressiveness as an intervening variable. The theoretical implications of this research to be able to support the application of agency theory and signaling theory by conducting research on a straightforward basis. The study was conducted on mining companies listed on the Indonesia Stock Exchange in 2012-2018. This study uses quantitative data types and secondary data sources with the number of observations obtained as many as 60 observations determined using the nonprobability sampling method with a purposive sampling technique as a sample selection method. Data analysis technique used in this research is path analysis with SPSS program. Based on the results of the path analysis in this study shows that earnings management has no effect on tax aggressiveness. Tax aggressiveness has a negative effect on company value. Earnings management has a negative effect on company value. Earnings management does not affect indirectly the value of the company through tax aggressiveness. Keywords : Earnings Management; Tax Aggressiveness; Company Value. 

scholarly journals PENGARUH STRUKTUR MODAL, KEBIJAKAN DIVIDEN DAN LIKUIDITAS TERHADAP PROFITABILITAS PERUSAHAAN PERBANKAN DI BURSA EFEK INDONESIA

2019 ◽  
Vol 8 (8) ◽  
pp. 4871
Author(s):  
Willy Tantono ◽  
Made Reina Candradewi
Keyword(s):  
Capital Structure ◽  
Dividend Policy ◽  
Stock Exchange ◽  
Participant Observation ◽  
Secondary Data ◽  
Sampling Technique ◽  
Analytical Technique ◽  
Negative Effect ◽  
Observation Method ◽  
Positive Effect

This study was conducted to examinate the effect of capital structure, dividend policy and liquidity on profitability of bank that listed on Indonesia Stock Exchange period of 2015 to 2017. This study was associative research. The population of this study were 39 companies and observed during 2015 to 2017. The sampling technique used in this study was saturated samples. Based on these techniques, 39 companies obtained as samples. This study used the secondary data from IDX. The data collection methods used in this study was non participant observation method. The researcher used multiple linear regression as the analytical technique. SPSS 20 was used to help analyze. The result of analysis can be conclude Capital Structure had significant negative effect on profitability, Dividend policy had significant positive effect on profitability and Liquidity had positive significant effect on profitability. Keywords: profitability, capital structure, dividend policy, liquidity

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