1

DAFTAR ISI

Halaman
DAFTAR TABEL
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iv
DAFTAR GAMBAR
...............................................................................................................
v
BAB I: PENDAHULUAN
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1
1.1. Latar Belakang Masalah
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1
1.2. Perumusan Masalah
...............................................................................................................
5
1.3. Batasan Masalah
...............................................................................................................
5
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1.4. Tujuan Penelitian
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5
1.5. Manfaat Penelitian
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5
BAB II : LANDASAN TEORI
6
2.1. Return Saham

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6
2.2. Teori Keagenan (Agency Theory)
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8
2.3. Struktur Corporate Governance
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9
2.3.1. Pengertian Corporate Governance
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9
2.3.2. Prinsip-prinsip Corporate Governance
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10
2.3.3. Manfaat dan Tujuan Good Corporate Governance
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12
2.3.4. Struktur Corporate Governance
...............................................................................................................
14
2.3.4.1. Kepemilikan Manajerial (Managerial Ownership) .................14
2.3.4.2. Kepemilikan Institusional (Institusional Ownership)
15
2.3.4.3. Proporsi Dewan Komisaris Independen
16
2.3.4.4. Proporsi Komite Audit
18
2.4. Penelitian Terdahulu Mengenai Good Corporate Governance
21
2.5. Perumusan Hipotesis
22

BAB III : METODE PENELITIAN

25
3.1. Populasi Dan Penelitian Sampel
25
3.2. Jenis Dan Sumber Data
25
3.3. Model Penelitian
26
3.4. Variabel Penelitian
27
3.4.1. Variabel Bebas (Variabel Independen)
27
3.4.1.1. Kepemilikan Manajerial
28
3.4.1.2. Kepemilikan Institusional
28
3.4.1.3. Proporsi Dewan Komisaris Independen
28
3.4.1.4. Proporsi Komite Audit
29
3.4.2. Variabel Terikat (Variabel dependen)
30
3.5. Alat Analisis 30.............................................................................................................
3.5.1. Uji Regresi Linear Berganda
30
3.5.2. Uji Asumsi Klasik
31
3.6. Pengujian Hipotesis
34

BAB IV : Analisis Dan Pembahasan

36
4.1. Statistik Deskriptif
36
4.2. Uji Asumsi Klasik
38
4.2.1. Uji Normalitas Data
39
4.2.2. Uji Multikolineritas
40
4.2.3. Uji Autokorelasi
41
4.2.4. Uji Heteroskedasitas
41
4.3. Hasil Olah Regresi
43
4.3.1. Adjusted R Square
43
4.3.2. Uji F Signifikan Regresi (Uji Anova)
44
4.4. Pengujian Hipotesis
44
4.4.1. H1 : Kepemilikan Manajerial Berpengaruh Signifikan
Terhadap Return Saham.........................................................45
4.4.2. H2 : Kepemilikan Institusional Berpengaruh Signifikan
Terhadap Return Saham.........................................................46
4.4.3. H3 : Proporsi Dewan Komisaris Independen Berpengaruh
Signifikan Terhadap Return Saham........................................47
4.4.4. H4 : Proporsi Komite Audi Independen Berpengaruh

Signifikan Terhadap Return Saham .......................................48

BAB V : SIMPULAN DAN SARAN..............................................................49
5.1. Kesimpulan ...........................................................................................49
5.2. Keterbatasan Penelitian.........................................................................50
5.3. Saran......................................................................................................50
DAFTAR PUSTAKA
LAMPIRAN

DAFTAR TABEL

Tabel 1. Penelitian Terdahulu...........................................................................21

Tabel 2. Prosedur Penarikan Sampel................................................................25
Tabel 3. Daftar Emiten.....................................................................................26
Tabel 4. Klasifikasi Nilai Durbin Watson........................................................33
Tabel 5. Statistik Deskriptif..............................................................................36
Tabel 6. Hasil Multikolineritas.........................................................................40
Tabel 7. Model Sumary....................................................................................41
Tabel 8. Adjusted R Square..............................................................................43
Tabel 9. Uji F Signifikan ( Uji Anova )............................................................44
Tabel 10. Hasil Uji Regresi Linear Berganda...................................................45

DAFTAR GAMBAR

Gambar 1. Normal Probability Plot..................................................................39

Gambar 2. Hasil Uji Heterokeditas...................................................................42