DAFTAR ISI

DAFTAR ISI ..........................................................................................................i

DAFTAR TABEL ................................................................................................iv

DAFTAR GAMBAR ............................................................................................v

DAFTAR LAMPIRAN........................................................................................vi

BAB I PENDAHULUAN

1.1 Latar Belakang Masalah ..............................................................................1

1.2 Rumusan Masalah .......................................................................................7

1.3 Tujuan Penelitian .........................................................................................7

1.4 Manfaat Penelitian .......................................................................................8

1.5 Sistematika Penulisan ..................................................................................9

BAB II TINJAUAN PUSTAKA

2.1 Teori Signaling ....................................................................................10

2.2 Teori Agensi.........................................................................................11

2.3 Investasi ...............................................................................................13

2.4 Harga Saham .......................................................................................13

2.5 Analisis dan Penilaian Saham .............................................................14

2.6 Earning per Share................................................................................15

2.7 Price Earning Ratio.............................................................................16

2.8 Debt to Equity Ratio.............................................................................16

2.9 Corporate Governance.........................................................................16

2.10 Ukuran Perusahaan.............................................................................17

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 2.11 Penelitian Terdahulu ..........................................................................18

2.12 Kerangka Penelitian...........................................................................21

2.13 Pengembangan Hipotesis...................................................................22

BAB III METODOLOGI PENELITIAN

3.1 Desain Penelitian .................................................................................25

3.2 Populasi dan Sampel ...........................................................................25

3.3 Variabel Penelitian dan Teknik Pengukuran .......................................26

3.4 Teknik Pengumpulan Data ..................................................................28

3.5 Teknik Analisis Data............................................................................28

BAB IV HASIL DAN PEMBAHASAN

4.1 Deskripsi Objek Penelitian ..................................................................34

4.2 Statistik Deskriptif Variabel Penelitian ...............................................34

4.3 Uji Asumsi Klasik .............................................................................. 37

4.3.1 Uji Autokorelasi................................................................................37

4.3.2 Uji Normalitas...................................................................................38

4.3.3 Uji Heteroskedastisitas .....................................................................39

4.3.4 Uji Multikoleniaritas ........................................................................40

4.4 Analisis Regresi Linear Berganda .......................................................41

4.5 Pengujian Hipotesis .............................................................................43

4.5.1 Uji Hipotesis t ..................................................................................43

4.5.2 Uji Hipotesis F..................................................................................45

4.5.3 Uji Koefisien Determinasi (R2) ........................................................46

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 4.6 Pembahasan Hasil Penelitian .............................................................. 47

4.6.1 Pengaruh Earning Per Share (EPS) Terhadap Harga Saham.........47

4.6.2 Pengaruh Price Earning Ratio (PER) terhadap Harga saham..........48

4.6.3 Pengaruh Debt to Equity Ratio(DER) Terhadap Harga Saham.........48

4.6.4 Pengaruh Ukuran Perusahaan Terhadap Harga Saham.....................49

4.6.5 Pengaruh Ukuran Direksi terhadap Harga Saham.............................50

4.6.6 Pengaruh Earning Per Share, Dividend Per Share, Price Earning

Ratio, Ukuran Perusahaan, dan Ukuran Direksi Secara Simultan

Terhadap Harga Saham.....................................................................50

4.6.7 Koefisien Determinasi ......................................................................51

BAB V PENUTUP

5.1 Kesimpulan ..........................................................................................52

5.2Keterbatasan Penelitian.........................................................................53

5.3 Saran ....................................................................................................54

DAFTAR PUSTAKA

LAMPIRAN

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 DAFTAR TABEL

Tabel 2.1 Penelitian Terdahulu .............................................................................18

Tabel 3.1 Daftar Perusahaan Telekomunikasi ......................................................25

Tabel 4.1 Pemilihan Sampel .................................................................................34

Tabel 4.2 Hasil Statistik Deskriptif ......................................................................35

Tabel 4.3 Hasil Pengujian Autokorelasi Variabel Penelitian ...............................38

Tabel 4.4 Hasil Pengujian Normalitas Variabel Penelitian ..................................48

Tabel 4.5 Hasil Pengujian Multikolinearitas Variabel Penelitian ........................40

Tabel 4.6 Hasil Uji t Variabel Penelitian ..............................................................41

Tabel 4.7 Hasil Pengujian Hipotesis F .................................................................46

Tabel 4.8 Hasil Pengujian Koefisien Determinasi ...............................................46

Tabel 4.9 Ringkasan Hasil Penelitian ..................................................................47

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 DAFTAR GAMBAR

Gambar 2.1 Kerangka Konseptual ........................................................................21

Gambar 4.1 Hasil Pengujian Hetekedastisitas ......................................................39

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 DAFTAR LAMPIRAN

Lampiran I : Tabel Pemilihan Sampel

Lampiran II : Data Penelitian Periode 2008-2016

Lampiran III : Output SPSS

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