文章基本信息

标题：Dividend Policy and Economic Variable to Stock Price Volatility: Comparison of Indonesia and Malaysia
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作者：Vega Rut Harlina ; Moh. Khoiruddin
期刊名称：Management Analysis Journal
印刷版ISSN：2252-6552
电子版ISSN：2502-1451
出版年度：2018
卷号：7
期号：4
页码：506-515
DOI：10.15294/maj.v7i4.26867
出版社：Universitas Negeri Semarang
摘要：This research aims to examine the effect of dividend policy, micro variables, and macroeconomic on stock price volatility. The population in this research are companies in the financial sector listed at Indonesia Stock Exchange and Malaysia Stock Exchange in 2016-2017. A number of samples that used is 58 companies for Indonesia and 28 companies for Malaysia with purposive sampling method. Dividend policy is proxied by EPS, the micro variable is proxied by GA and EV, and the macro variable is proxied by exchange rates and interest rates. The analytical method used is CEM and REM with programs Eviews 9. This research concludes that in Indonesia EPS, exchange rates and interest rates have an effect on SPV. While in Malaysia, only EPS and exchange rates have an effect on SPV.
关键词：Macro and Micro Variable; Stock Price Volatility.