Dewa, Arie Kusuma (2025) Pengaruh Likuiditas Saham, Market Value Ratio, Dan Keterbukaan Informasi Terhadap Volatilitas Harga Saham Emiten LQ45 Periode 2020–2023. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
This study aims to analyze and examine the effect of stock liquidity, market value ratio, and information disclosure on stock price volatility of companies listed in the LQ45 index during the 2020–2023 period. A quantitative approach was employed using secondary data derived from annual financial reports obtained from the official website of the Indonesia Stock Exchange (IDX). The sample consisted of 19 companies selected through purposive sampling, yielding a total of 76 units of analysis. Data were analyzed using Structural Equation Modeling based on Partial Least Squares (SEM-PLS) with the assistance of SmartPLS 3.0 software. The results indicate that stock liquidity, proxied by Trade Volume Activity (TVA), has a positive and significant effect on stock price volatility. In contrast, the market value ratio, proxied by Dividend Yield (DY), and information disclosure, measured by the timeliness of financial reporting, have a negative and significant effect on stock price volatility. These findings imply that short-term investors may leverage high trading activity to identify capital gain opportunities, whereas long-term investors should consider dividend yield and timely financial reporting as indicators of stock price stability. Furthermore, companies are advised to maintain consistent dividend policies and information disclosure to enhance investor loyalty, while market regulators need to strengthen oversight of financial reporting to foster an efficient, trustworthy, and stable capital market.
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Subjects: | H Social Sciences > HF Commerce > HF5601 Accounting | ||||||||
| Divisions: | Faculty of Economic and Business > Departement of Accounting | ||||||||
| Depositing User: | Arie Kusuma Dewa | ||||||||
| Date Deposited: | 04 Sep 2025 07:23 | ||||||||
| Last Modified: | 04 Sep 2025 07:23 | ||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/41728 |
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