Analisis pengaruh kebijakan dividen, environmental performance dan firm disclosure terhadap reaksi investor
P Penelitian ini bertujuan untuk menganalisis dan meneliti pengaruh kebijakan dividen, enviromental performance dan firm disclosure terhadap reaksi investor (trading volume activity, abnormal return). Sampel yang digunakan dalam penelitian ini adalah 66 perusahaan manufaktur yang listing di Bursa Efek Indonesia periode 2016-2018. Jenis data yang digunakan adalah data sekunder, yang berupa laporan tahunan perusahaan yang listing di BEI selama periode 2016-2018. Pengujian hipotesis yang digunakan adalah dengan metode regresi linear berganda dengan software SPSS 22, dimana sebelumnya dilakukan uji asumsi klasik untuk menguji kelayakan dari data penelitian. Hasil dari penelitian ini (1) kebijakan dividen berpengaruh positif terhadap abnormal return dan trading volume activity (2) enviromental disclosure berpengaruh positif terhadap abnormal return dan trading volume activity (3) firm disclosure tidak berpengaruh positif terhadap abnormal return dan trading volume activity
T This study aims to analyze and examine the effect of dividend policy, environmental performance and firm disclosure on investor reaction (trading volume activity, abnormal return). The sample used in this study was 66 manufacturing companies listed on the Indonesia Stock Exchange in the 2016-2018 period. The type of data used is secondary data, which is in the form of annual reports of companies listing on the IDX during the 2016-2018 period. Hypothesis testing used is multiple linear regression method with SPSS 22 software, where previously the classic assumption test was conducted to test the feasibility of research data. The results of this study (1) dividend policy has a positive effect on abnormal return and trading volume activity (2) environmental disclosure has a positive effect on abnormal return and trading volume activity (3) firm disclosure does not have a positive effect on abnormal return and trading volume activity