International Journal of Trends in Accounting Research
Vol. 1 No. 1 (2020): International Journal of Trends in Accounting Research (IJTAR)

Stock Price Volatility Assesed From Aspects Devidend Yield and Earnings Volatility in Companies Listed in Indonesia Stock Exchange

Riri Mayliza (Universitas Andalas)
Nanda Suryadi (UIN SUSKA RIAU)
Arie Yusnelly (UIN SUSKA Riau)



Article Info

Publish Date
30 Nov 2020

Abstract

Stock price volatility is the movement of rising or falling stock prices. This study aimed to obtain empirical evidence about the effect of dividend yield and earnings volatility on stock price volatility in companies listed on the Indonesia Stock Exchange (BEI) for the 2014-2018 periods. The sample in this study was 9 companies selected by purposive sampling method with 4 years of observation, namely 2014-2018. The analytical method used was the panel data regression method. Based on the hypotheses, the results of the study show that dividend yield does not significantly affect stock price volatility and earnings volatility has a significant effect on stock price volatility.

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Journal Info

Abbrev

ijtar

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

International Journal of Trends in Accounting Research (IJTAR) with registered number ISSN 2774-5643 (Online) is an accounting scientific journal published by Asosiasi Dosen Indonesia (ADAI). International Journal of Trends in Accounting Research is a refereed Journal dedicated to publish empirical ...