relation: https://digilib.uin-suka.ac.id/id/eprint/69118/
title: PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP VOLATILITAS HARGA SAHAM DI DAFTAR EFEK SYARIAH (DES)
creator: Intan Magfirah, NIM.: 22208012041
subject: 297.273 Islam dan Ilmu Ekonomi, Perbankan Syariah, Lembaga Keuangan Syariah
description: This study explains how leverage, dividend per share, dividend yield, dividend per  share, earning volatility, asset growth, firm size and foreign ownership affect  stock price volatility in the Sharia Securities List (DES) in 2014-2023. This study  uses quantitative methods through secondary data sourced from the Indonesia  Stock Exchange (IDX). The analysis technique in this study uses an error  correction model (ECM) in the short term and long term. The results of this study  explain that leverage and dividend payout ratio have no effect on stock price  volatility in both the short and long term. Dividend yield has a negative and  significant impact on stock price volatility in the long term, but in the short term it  has no effect on stock price volatility. In addition, dividend per share and  earnings volatility have a negative and significant effect on stock price volatility  in the short and long term. Asset growth has a negative and significant effect on  stock price volatility in the long term, but earning volatility has no effect on stock  price volatility in the short term. Then, firm size and foreign ownership both have  a negative and significant effect on stock price volatility both in the short and long  term.
date: 2024-12-17
type: Thesis
type: NonPeerReviewed
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/69118/1/22208012041_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/69118/2/22208012041_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf
identifier:   Intan Magfirah, NIM.: 22208012041  (2024) PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP VOLATILITAS HARGA SAHAM DI DAFTAR EFEK SYARIAH (DES).  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.