Analisis Perbandingan Volume Perdagangan Saham Dan Abrnormal Return Ketika Adanya Pengumuman Dividen Pada Bursa Efek Indonesia: Studi Komparasi Sebelum Dan Saat Pandemi Covid-19

Angestiyono, Akmal Ramadhan (2022) Analisis Perbandingan Volume Perdagangan Saham Dan Abrnormal Return Ketika Adanya Pengumuman Dividen Pada Bursa Efek Indonesia: Studi Komparasi Sebelum Dan Saat Pandemi Covid-19. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Terjadinya pandemi COVID-19 menyebabkan perubahan pada sector ekonomi khususnya di negara Indonesia. Beragam upaya sudah dilaksanakan perusahaan-perusahaan yang bergerak di sektor ekonomi, misalnya membuat pengumuman terkait dividen dengan kemungkinan memberi dampak pada abnormal return, volume dagang, serta harga saham perusahaan tersebut. Sehingga, kegiatan penelitian memiliki tujuan sebagai upaya mengidentifikasi apa saja perbedaan corporate action terutama pada pengumuman dividen yang dilakukan pada harga saham di Bursa Efek Indonesia melalui tindakan komparasi ketika sebelum maupun saat terjadinya pandemi COVID-19. Kegiatan penelitian menerapkan metodologi berupa uji Wilcoxon Signed Rank Test serta uji paired T-Test. Pada penelitian diketahui bahwa pembagian dividen berpengaruh secara signifikan pada trading volume activity ketika pandemi COVID-19 2022. Namun, pembagian dividen tidak berpengaruh secara signifikan terhadap trading volume activity sebelum pandemi COVID-19 (2019) dan abnormal return saham-saham LQ45 ketika pandemi belum berlangsung maupun ketika pandemi COVID-19 berlangsung pada negara Indonesia. Peneliti berharap kedepannya hasil dari penelitian dapat dijadikan sebagai salah satu sumber acuan perusahaan publik maupun investor saat melakukan persiapan strategi sebagai upaya mengatasi dampak yang diberikan dari pandemi COVID-19 yang terjadi.
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The COVID-19 pandemic has caused changes in the economic sector in Indonesia. Various steps have been taken by several companies such as dividend announcements which are likely to have an influence on stock prices, trading volume, and abnormal returns of related companies. Therefore, this study aims to determine the differences in corporate action, especially in the announcement of dividends on stock prices on the Indonesia Stock Exchange compared to before and during the COVID-19 pandemic. This study uses a paired T-Test and Wilcoxon Signed Rank Test. In this study, dividend distribution had a significant effect on trading volume activity during the COVID-19 2022 pandemic. However, dividend distribution did not significantly affect trading volume activity before the COVID-19 pandemic (2019) and abnormal returns for LQ45 shares both before and during the pandemic. COVID-19 takes place in Indonesia. This research is expected to be a reference for investors and related public companies to prepare strategies to deal with the impact of the COVID-19 pandemic.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Pengumuman Dividen, Corporate Action, Volume Perdagangan Saham, Abnormal Return, Corporate Action, Dividend Announcement, Stock Trading Volume, Abnormal Return
Subjects:	H Social Sciences > HB Economic Theory > HB846.2 Cost benefit analysis
Divisions:	Faculty of Creative Design and Digital Business (CREABIZ) > Business Management > 61205-(S1) Undergraduate Thesis
Depositing User:	Mr. Marsudiyana -
Date Deposited:	21 Oct 2025 04:19
Last Modified:	21 Oct 2025 04:19
URI:	http://repository.its.ac.id/id/eprint/128643

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