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Analisis Pengaruh Pengumuman Dividen Tunai terhadap Abnormal Return dan Variabilitas Tingkat Keuntungan Saham

Management Analysis Journal · Vol. 4 No. 4 (2015)

DOI
10.15294/maj.v4i4.8886
ISSN
2502-1451, 2252-6552
Terbit
2015-12-05
Penerbit
Universitas Negeri Semarang
Bahasa
eng

Abstrak

The purpose of this research is to explain the reaction of markets to the dividend cash announcement on all companies share listed on the Sharia Effect List. The other goal is to explain the difference of abnormal return and security return variability (SRV) on the period before, during and after period ex-dividend date in 2014. This research used the event study, which was conducted observation of abnormal return and security return variability during the event period, i.e. before 10 days up to 10 days after the dividend cash announcement. The population in this research are all companies share listed on the Sharia Effect List (DES) in 2014. The sampling technique was conducted with a purposive sampling method and obtained a sample of 135. Based on the result of differential tests analysis showed that there are difference abnormal return on the period before-at the moment, after-at the moment and before-after and security return variability variable on the period before-after the dividend cash announcement. However, the security return variability (SRV) on the period before-after announcement showed that there are no difference.

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  • State University of Semarang
  • Universitas Gadjah Mada
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Rekan penulisOrganisasiArtikel bersama
Siti MursidahAfiliasi tidak diketahui6
Cahya WulandariState University of Semarang3
Ricky Dermawan FauziAfiliasi tidak diketahui3
Lidiadni SeptantriAfiliasi tidak diketahui3
Muhamad Sayuti HassanAfiliasi tidak diketahui2
Ngabiyanto NgabiyantoAfiliasi tidak diketahui1
Margareta RahayuningsihAfiliasi tidak diketahui1
S MartonoAfiliasi tidak diketahui1
Suminar SuminarAfiliasi tidak diketahui1
Tsabit Azinar AhmadAfiliasi tidak diketahui1
Andre Setyo NugrohoAfiliasi tidak diketahui1
Ketut SudarmaAfiliasi tidak diketahui1
Ascariena RafindaAfiliasi tidak diketahui1
Rini Setyo WitiastutiAfiliasi tidak diketahui1
Yumna Wardatul NafiahAfiliasi tidak diketahui1
Muhammad Sayuti HassanAfiliasi tidak diketahui1
Mamduh Mahmadah HanafiUniversitas Gadjah Mada1
Hadri KusumaAfiliasi tidak diketahui1
Asma Hakimah Ab HalimAfiliasi tidak diketahui1
Nurma WaddahAfiliasi tidak diketahui1
Andromeda AdrianAfiliasi tidak diketahui1
Sri MuliawatiAfiliasi tidak diketahui1
Srianingsih SrianingsihAfiliasi tidak diketahui1
Ely Pramuji UtamiAfiliasi tidak diketahui1
Diah RahmawatiAfiliasi tidak diketahui1
Eva Rosa Dewi SutinoAfiliasi tidak diketahui1
Purwaningsih PurwaningsihAfiliasi tidak diketahui1
Muhamad Naufal Nur RidhaAfiliasi tidak diketahui1
Fitriana Dwi PrasetyowatiAfiliasi tidak diketahui1
Indah Roikhatul JannahAfiliasi tidak diketahui1
Rini Listia MugiartiAfiliasi tidak diketahui1
Wiwit Nur MaftuchoAfiliasi tidak diketahui1
Vega Rut HarlinaAfiliasi tidak diketahui1
Karina Chandra DewiAfiliasi tidak diketahui1
Akhmad BandanujiAfiliasi tidak diketahui1
Eva Yuni RisnaeniAfiliasi tidak diketahui1
Helmi Khairunnisa Putri KaylsiAfiliasi tidak diketahui1
Mahardika Dandy NugrahaAfiliasi tidak diketahui1

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Sumber metadata: OAI-PMH (metadata jurnal) https://journal.unnes.ac.id/sju/index.php/maj/oai, pertama di-harvest 6 Nov 2026, terakhir terlihat 6 Nov 2026.
Metadata asli (oai_dc) 
<oai_dc:dc xmlns="http://www.openarchives.org/OAI/2.0/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/  http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
	<dc:title xml:lang="en-US">Analisis Pengaruh Pengumuman Dividen Tunai terhadap Abnormal Return dan Variabilitas Tingkat Keuntungan Saham</dc:title>
	<dc:creator>Tastaftian, Muftiai</dc:creator>
	<dc:creator>Khoiruddin, Moh.</dc:creator>
	<dc:description xml:lang="en-US">The purpose of this research is to explain the reaction of markets to the dividend cash announcement on all companies share listed on the Sharia Effect List. The other goal is to explain the difference of abnormal return and security return variability (SRV) on the period before, during and after period ex-dividend date in 2014. This research used the event study, which was conducted observation of abnormal return and security return variability during the event period, i.e. before 10 days up to 10 days after the dividend cash announcement. The population in this research are all companies share listed on the Sharia Effect List (DES) in 2014. The sampling technique was conducted with a purposive sampling method and obtained a sample of 135. Based on the result of differential tests analysis showed that there are difference abnormal return on the period before-at the moment, after-at the moment and before-after and security return variability variable on the period before-after the dividend cash announcement. However, the security return variability (SRV) on the period before-after announcement showed that there are no difference. </dc:description>
	<dc:publisher xml:lang="en-US">Universitas Negeri Semarang</dc:publisher>
	<dc:date>2015-12-05</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en-US">Peer-reviewed Article</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://journal.unnes.ac.id/sju/maj/article/view/8886</dc:identifier>
	<dc:identifier>10.15294/maj.v4i4.8886</dc:identifier>
	<dc:source xml:lang="en-US">Management Analysis Journal; Vol 4 No 4 (2015): Management Analysis Journal</dc:source>
	<dc:source>2502-1451</dc:source>
	<dc:source>2252-6552</dc:source>
	<dc:source>10.15294/maj.v4i4</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://journal.unnes.ac.id/sju/maj/article/view/8886/5812</dc:relation>
</oai_dc:dc>