Pengaruh Pengumuman Dividen Terhadap Perubahan Harga Saham Sebelum Dan Sesudah Ex-dividend Date Di Bursa Efek Jakarta (Bej)

This research is aimed to examine the influence of ex-dividend date on stock price movements in the Jakarta Stock Exchange. A 30-days of observation%2C divided into a 15-days period before and a 15-days period after the ex-dividend date%2C is analized by using an event study method applying the Paired Sample T-test.The result shows that the average price of stocks before the ex-dividend date are significantly different with those after the ex-dividend date. It indicates that there is a significant movement in the stocks prices between the both periods of observation due to dividend announcement. Far more than that%2C the research also reveals that the amount of the stocks price alteration is statistically the same as the amount of their dividend per share

Dzyaloshinskii-Moriya interaction and Hall effects in the skyrmion phase of MnFeGe alloys

We carry out density functional theory calculations which demonstrate that the electron dynamics in the skyrmion phase of Fe-rich Mn$_{1-x}$Fe$_x$Ge alloys is governed by Berry phase physics. We observe that the magnitude of the Dzyaloshinskii-Moriya interaction, directly related to the mixed space-momentum Berry phases, changes sign and magnitude with concentration $x$ in direct correlation with the data of Shibata {\it et al.}, Nature Nanotech. {\bf 8}, 723 (2013). The computed anomalous and topological Hall effects in FeGe are also in good agreement with available experiments. We further develop a simple tight-binding model able to explain these findings. Finally, we show that the adiabatic Berry phase picture is violated in the Mn-rich limit of the alloys.Comment: 5 page