PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES
Stock trading has a risk that can be said to be quite large due to fluctuations in stock prices. In stock trading, one alternative to reduce the amount of risk is options. The focus of this research is on European options which are financial contracts by giving the holder the right, not the obligati...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Bina Bangsa
2021-12-01
|
| Series: | Jurnal Lebesgue |
| Subjects: | |
| Online Access: | https://lebesgue.lppmbinabangsa.id/index.php/home/article/view/111 |
| _version_ | 1811317456191356928 |
|---|---|
| author | Diana Purwandari |
| author_facet | Diana Purwandari |
| author_sort | Diana Purwandari |
| collection | DOAJ |
| description | Stock trading has a risk that can be said to be quite large due to fluctuations in stock prices. In stock trading, one alternative to reduce the amount of risk is options. The focus of this research is on European options which are financial contracts by giving the holder the right, not the obligation, to sell or buy the principal asset from the writer when it expires at a predetermined price. The Black-Scholes model is an option pricing model commonly used in the financial sector. This study aims to determine the effect of dividend distribution through the Black-Scholes model on stock prices. The effect of dividend distribution through the Black-Scholes model on stock prices results in the stock price immediately after the dividend distribution being lower than the stock price shortly before the dividend distribution |
| first_indexed | 2024-04-13T12:07:14Z |
| format | Article |
| id | doaj.art-83d52c1521cc4d7891a364c4e5b5ae5b |
| institution | Directory Open Access Journal |
| issn | 2721-8929 2721-8937 |
| language | English |
| last_indexed | 2024-04-13T12:07:14Z |
| publishDate | 2021-12-01 |
| publisher | Universitas Bina Bangsa |
| record_format | Article |
| series | Jurnal Lebesgue |
| spelling | doaj.art-83d52c1521cc4d7891a364c4e5b5ae5b2022-12-22T02:47:36ZengUniversitas Bina BangsaJurnal Lebesgue2721-89292721-89372021-12-012335135410.46306/lb.v2i3.111111PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLESDiana Purwandari0Universitas Muhammadiyah TasikmalayaStock trading has a risk that can be said to be quite large due to fluctuations in stock prices. In stock trading, one alternative to reduce the amount of risk is options. The focus of this research is on European options which are financial contracts by giving the holder the right, not the obligation, to sell or buy the principal asset from the writer when it expires at a predetermined price. The Black-Scholes model is an option pricing model commonly used in the financial sector. This study aims to determine the effect of dividend distribution through the Black-Scholes model on stock prices. The effect of dividend distribution through the Black-Scholes model on stock prices results in the stock price immediately after the dividend distribution being lower than the stock price shortly before the dividend distributionhttps://lebesgue.lppmbinabangsa.id/index.php/home/article/view/111european optionsblack-scholes modeldividendsopsi eropamodel black-scholesdividen |
| spellingShingle | Diana Purwandari PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES Jurnal Lebesgue european options black-scholes model dividends opsi eropa model black-scholes dividen |
| title | PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES |
| title_full | PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES |
| title_fullStr | PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES |
| title_full_unstemmed | PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES |
| title_short | PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES |
| title_sort | pengaruh pembagian dividen melalui model black scholes |
| topic | european options black-scholes model dividends opsi eropa model black-scholes dividen |
| url | https://lebesgue.lppmbinabangsa.id/index.php/home/article/view/111 |
| work_keys_str_mv | AT dianapurwandari pengaruhpembagiandividenmelaluimodelblackscholes |