PENGARUH STOCK SPLIT TERHADAP LIKUIDITAS DAN RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK JAKARTA PERIODE 2000-2006
| Main Authors: | Sinta Sinta, Herlin Tundjung Setijaningsih |
|---|---|
| Format: | Article eJournal |
| Bahasa: | eng |
| Terbitan: |
Jurnal Akuntansi.
, 2012
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| Subjects: | |
| Online Access: |
http://journal.tarumanagara.ac.id/index.php/ea/article/view/1007 |
Daftar Isi:
- This study examined the effect of stock split on stock liquidity and stock return. The total samples were 32 manufacture firms in which registered at Jakarta Stock Exchange and execute stock split during 2000 to 2006. The results of this study indicated that a) from the multiple regression show 1) partial test indicated that no effect of stock price on spread, no effect of trading volume on spread, effect of variance return on spread, 2) simultan test indicated that effect of stock price, trading volume and variance return on spread; b) from paired t test show that effect of stock split on stock price, effect of stock split on trading volume, no effect of stock split on variance return, effect of stock split on spread, and no effect of stock split on stock return (abnormal return).