The  Effect of Dividend Yield, Firm Size, Exchange Rate, and Asset Growth on Stock Price Volatility in Mining Companies Listed on the Indonesia Stock Exchange for the 2020–2024 Period

Tania Tania; Jhon Lismart Benget P; Lorensia Gohzali; Stella Valerie Tanaka; Edgar Octoyuda

doi:10.63922/ijebir.v5i06.7183

Tania Tania PUI Finance, Faculty of Economics, Universitas Prima Indonesia, Medan
Jhon Lismart Benget P PUI Finance, Faculty of Economics, Universitas Prima Indonesia, Medan
Lorensia Gohzali PUI Finance, Faculty of Economics, Universitas Prima Indonesia, Medan
Stella Valerie Tanaka PUI Finance, Faculty of Economics, Universitas Prima Indonesia, Medan
Edgar Octoyuda Universitas Ciputra, Surabaya

DOI: https://doi.org/10.63922/ijebir.v5i06.7183

Keywords: Dividend Yield, Firm Size, Exchange Rate, Asset Growth, Stock Price Volatility

Abstract

This study aims to examine the effect of Dividend Yield, Firm Size, Exchange Rate, and Asset Growth on Stock Price Volatility in mining companies listed on the Indonesia Stock Exchange during the 2020–2024 period. This research applies a quantitative approach using an associative causal method. The research population consists of 63 mining companies listed on the IDX during that period. The sample was selected using purposive sampling technique, resulting in 15 mining companies with a total of 75 observation data. The results of the study indicate that Dividend Yield and Firm Size have no significant impact on Stock Price Volatility, whereas Exchange Rate and Asset Growth have a significant impact on Stock Price Volatility. Simultaneously, Dividend Yield, Firm Size, Exchange Rate, and Asset Growth collectively have a significant impact on Stock Price Volatility.

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