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Factors influencing stock price volatility: evidence from companies listed in Kompas 100 index during 2015-2018

This research aims to examine the factors influencing stock price volatility. This research will be conducted on 57 sample companies that has been listed in the Kompas 100 index during the 4-year period between 2015 – 2018. The internal factors studied in this research are related to corporate financial performance (CFP), namely Earnings Per Share (EPS), Debt-to-Equity Ratio (DER), Dividend Payout Ratio (DPR) and firm size. Whereas the external factors studied in this research are related to factors which are beyond the control of the management, namely trading volume and Gross Domestic Product (GDP). Overall, there are six hypotheses which shall be tested in this research. Hypothesis testing will be carried out through the help of the statistical software GRETL based on the fixed effect model. All in all, the results show that four out of the six hypotheses tested can be accepted.

Creator(s)
  • (D12170086) VANESSA TEJAKUSUMA
Contributor(s)
  • Josua Tarigan → Advisor 1
  • Saarce Elsye Hatane → Examination Committee 1
  • Foedjiawati → Examination Committee 2
Publisher
Universitas Kristen Petra; 2021
Language
English
Category
s1 – Undergraduate Thesis
Sub Category
Skripsi/Undergraduate Thesis
Source
Undergraduate Thesis No. 32011626/AKT/2021; Vanessa Tejakusuma (D12170086)
Subject(s)
  • CORPORATIONS--FINANCE
  • STOCKS--PRICES
File(s)

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