Bahtera Inovasi
Vol 6 No 2 (2023): Jurnal Bahtera Inovasi

Faktor-Faktor Penentu Volatilitas Harga Saham Syariah Dengan Ukuran Perusahaan Sebagai Variabel Moderasi

Samsiar Samsiar (Uin Sunan Kalijaga Yogyakarta)
Slamet Haryono (Unknown)



Article Info

Publish Date
30 Jun 2023

Abstract

The purpose of this research was to determine the determinants of Islamic stock price volatility with firm size as a moderating variable. The type of this research is quantitative research using Moderate Multivariate Analysis (MRA). Data processing using E-views 9 applications.The population in this study are companies which listed on the Indonesia Stock Exchange (IDX) 2017-2021. The purposive sampling technique was used, namely there were 20 companies listed on the IDX as samples. The results of this research indicate that the Dividend Payout Ratio (DPR), Asset Growth (PAT) has no effect on stock price volatility. Meanwhile, the variable Trading Volume (VP) has a positive effect on stock price volatility. In addition, the Company (Firm Size) is unable to moderate the Dividend Payout Ratio (DPR) and Asset Growth (PAT) on Stock Price Volatility and is able to moderate Trading Volume (VP) on Stock Price Volatility.

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Journal Info

Abbrev

bahterainovasi

Publisher

Subject

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

Description

Jurnal Bahtera Inovasi adalah jurnal open access dan peer-reviewed yang diterbitkan oleh Porgram Studi Manajemen Fakultas Ekonomi Universitas Maritim Raja Ali Haji. Bahtera Inovasi menerbitkan artikel hasil riset, telaah kritis, dan kajian literatur dalam bidang ilmu manajemen. Frekuensi terbit dua ...