ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI VOLATILITAS HARGA SAHAM (Studi Kasus Pada Perusahaan LQ45 Yang Terdaftar Di Bursa Efek Indonesia Periode 2012-2016)

ABSTRACTThe purpose of this study was to determine the effect of trading volume,Company Size, Dividend Payout and Dividend Yield ratio of the stock pricevolatility. This research type is classified on quantitative research. The populationin this study is LQ45 companies listed in Indonesia Stock Exchange (IDX) by theyear 2012 to 2016. The sampling method used was purposive sampling method inorder to get the total sample of 20 companies and the number of observations(observation) 100 times. The data used in this research is secondary dataobtained from www.idx.co.id, Data collection techniques with technicaldocumentation, in this case the data is in the form of annual report of thecompany. Data were analyzed with multiple linear regression analysis. Theresults showed that the variables having an effect positive trade volume and sizeof the company negatively affect the stock price volatility. While the variabledividend payout ratio and dividend yield does not affect the stock price volatility.Keywords: Stock Price Volatility, Trading Volume, Company Size, DividendPayout Ratio, Dividend Yield, the company LQ45 Indonesian StockExchange