“ANALISIS DAMPAK PENENTUAN DIVIDEND YIELD, FIRM SIZE, GROWTH IN ASSETS DAN EARNINGS VOLATILITY PADA STOCK PRICE VOLATILITY : PERUSAHAAN-PERUSAHAAN YANG MENERBITKAN SEKURITAS DALAM BURSA EFEK INDONESIA ”
Abstract
This study aims to examine the effect of dividend yield, firm size, growth in assets and
earnings volatility against stock price volatility. The object of this research is consistent companies
that are incorporated in LQ 45 index in period 2011 to 2015. In this research, there are 15
companies with observation period for 5 years. Data analysis technique used is multiple linear
regression test.
Based on the result of the research, it is found that dividend yield, growth in assets and
earnings volatility have no effect on stock price volatility, while firm size has significant negative
effect on stock price volatility.