Article Per Year (5 Year)
p-Index From 2020 - 2025
0
P-Index
This Author published in this journals
All Journal eJEBA
Tatang Ary Gumanti
Jurusan Manajemen, Fakultas Ekonomi dan Bisnis, Universitas Jember (UNEJ)
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
Analisis Perbedaan Kebijakan Pendanaan dan Dividen antara Perusahaan Tumbuh dan Tidak Tumbuh dengan Pendekatan IOS (Studi pada Perusahaan Properti dan Real Estate yang Terdaftar di Bursa Efek Indonesia Tahun 2012-2015) Zazilatul Mu'mila; Tatang Ary Gumanti; Novi Puspitasari
e-Journal Ekonomi Bisnis dan Akuntansi Vol. 6 No. 1 (2019): e-JEBA Volume 6 Nomor 1 Tahun 2019
Publisher : UPT Penerbitan Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/ejeba.v6i1.11067

Abstract

This study aims to analyze differences in funding policy as measured by debt equity ratio, and debt to market value equity then funding policy as measured by dividend payout ratio and dividend yield. The growth companies and non growth companies. The population in this research is property and real estate companies listed on the Indonesia Stock Excange years 2012-2015, sampling technique is purposive sampling so that obtained 123 data that meet the completeness of research data. The analytical method used comfirmatory factor analysis and different test analysis. Hypothesis test was done by independent sample t test and U-Mann Whitney test. The results show that debt equity ratio and dividend payout ratio there is no significant difference between growth companies and non growth companies. While debt to market value equity and dividend yield. There is a significant difference between growth companies and non growth companies. Keywords: Proxy IOS, DER, D/MVE, DPR and DY.
Analisis Perbedaan Abnormal Return dan Trading Volume Activity Pada Sekitar Cum Dividend Date Tias Marganing Sih; Tatang Ary Gumanti; Hadi Paramu
e-Journal Ekonomi Bisnis dan Akuntansi Vol. 6 No. 2 (2019): e-JEBA Volume 6 Nomor 2 Tahun 2019
Publisher : UPT Penerbitan Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/ejeba.v6i2.11161

Abstract

The purpose of this research is to analyze the difference of Abnormal Return and Trading Volume Activity in each sector of shares around cum dividend date. The population in this study are all companies listed on the Indonesia Stock Exchange (IDX), the sampling is done by purpusive sampling method and obtained 156 samples. The method of analysis used in this study is by Kruskal-Wallis test. The results showed that there was no difference of Abnormal Return on stock sectors on cum dividend date. This research also shows that there is no difference of Trading Volume Activity before before cum dividend date, ex-dividend date and after ex-dividend date. It shows that the cum dividend date event has not become a consideration for investors to invest. Keywords: Abnormal Return, Cum Dividend Date, Dividend, Trading Volume Activity.
Co-Authors Hadi Paramu Novi Puspitasari Tias Marganing Sih Zazilatul Mu'mila