Analisis Pengaruh Capital Gain Dan Pembagian DividenudTerhadap Volume Perdagangan Saham (Studi Kasus pada Perusahaan Keuangan yang Terdaftar di BEI Tahun 2009-2012)

摘要

This research aims to find out the effect of the capital gain and the distribution of dividend to the stock trade volume. The type of this research is quantitative research with secondary data and panel. The data needed are aboutudcapital gain, the distribution of dividend, and shares traded volume in the finance firms that listed in BEI on 2009-2012. The data collected from Indonesian CapitaludMarket Directory (ICDM) and the report of finance yearbook in the site of Bursa Efek Indonesia although Indonesian Central Securities Depository. The instrument of analysis use classic assumption experiment and multiple linearudregression. The technique of collecting sampling is purposive sampling, so that from 72 finance firms only 8 firms can fulfill the requirement become sample. The result of this research shows that from two independent variables,udonly capital gain variable has influence to the stock trade volume. It happens because there is no positive response from investors to the information from the announcement about dividend distribution, the investors do not arrest the signal, or they assume that there are no increasing profits and absolutely there is no change on the stock trade activities.