THE EFFECTS OF DIVIDEND YIELD, EARNING VOLATILITY AND LEVERAGE ON STOCK PRICE VOLATILITY OF MINING SECTOR LISTED IN INDONESIA STOCK EXCHANGE PERIOD 2015 - 2018

Dewi, Cynthia Sari (2020) THE EFFECTS OF DIVIDEND YIELD, EARNING VOLATILITY AND LEVERAGE ON STOCK PRICE VOLATILITY OF MINING SECTOR LISTED IN INDONESIA STOCK EXCHANGE PERIOD 2015 - 2018. Ultima Management : Jurnal Ilmu Manajemen, 11 (1). pp. 27-38. ISSN 2549-404X

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Abstract

This study aims to determine the dominant factors affecting the company's stock price volatility of mining companies, which are listed on Indonesia Stock Exchange. During the period 2015 to 2018. This type of research is the study of causality by using quantitative data. The data used in this research are that the financial statements have been audited andpublished through the company’s website. The independent variable in this study is the dividend yield (DY), earning volatility (EV) and leverage (LEV) while the stock price volatility (SPV) is the dependent variable. This study uses population data (census) of thirteen companies. The results of this study are dividend yield (DY), earning volatility (EV) and leverage (LEV) simultaneously affect stock price volatility (SPV) at a significance level 5%. Dividen yield (DY) has a significant effect on stock price volatility (SPV), while earning volatility (EV) and leverage (LEV) no significant effect on stock price volatility (SPV) at the 95% confidence level. Adjusted R Square shows 0,122, meaning that only 12,2% of dependent variable stock price volatility can be explained by the independent variables in regression models of this study while the remaining 87,8% is explained by other variables not included in the study this.

Item Type: Article
Subjects: 600 Technology (Applied Sciences) > 650 Management and Public Relations > 658 General management (Risk Management, Profit and Loss, Logistics) > 658.7 Management of Supplies, Stock
Divisions: Faculty of Business > Management
Depositing User: Administrator UMN Library
Date Deposited: 12 Dec 2021 13:26
Last Modified: 11 Apr 2023 00:56
URI: https://kc.umn.ac.id/id/eprint/19499

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