IJRR

International Journal of Research and Review

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Research Paper

Year: 2022 | Month: July | Volume: 9 | Issue: 7 | Pages: 254-267

DOI: https://doi.org/10.52403/ijrr.20220730

The Effect of Intellectual Capital, Dividend Policy, Tobin's Q, and Inflation on Stock Return with Profitability as Intervening variable on Consumer Goods Companies in Indonesia Stock Exchange

Hendry1, Idhar Yahya1, Azizul Kholis11

1Department of Accounting, Faculty of Economics and Business at Universitas Sumatera Utara, Indonesia.

Corresponding Author: Hendry

ABSTRACT

This study examines the effects of Intellectual Capital, Dividend Policy, Tobin's Q, and Inflation on Stock Return through Profitability as Intervening variables. This study's object was 34 consumer goods companies listed on the Indonesia Stock Exchange from 2016-2020. The sample was chosen using the purposive sampling method: seven consumer goods companies. The analytical methods used in this study are multiple linear regression analysis and path analysis with the help of SmartPLS software.
The results of this study show that, partially, intellectual capital, dividend policy, Tobin's Q, and inflation do not affect the stock return. Intellectual capital, dividend policy, and Tobin's Q have a positive and significant effect on profitability, and inflation does not affect profitability. This study also shows that profitability cannot mediate the effect of intellectual capital, dividend policy, Tobin's Q, and inflation on stock return.

Keywords: Intellectual Capital, Dividend Policy, Tobin's Q, Inflation, Profitability (ROA), Stock Return.

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