Analisis Pengaruh Stock Split Terhadap Trading Volume Activity dan Abnormal Return Saham Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia Periode 2011-2013

Main Author: Gusti, Agung Nugraha
Format: Thesis NonPeerReviewed Book
Bahasa: ind
Terbitan: , 2016
Subjects:
Online Access: http://scholar.unand.ac.id/3822/1/Abstrak.pdf
http://scholar.unand.ac.id/3822/2/Bab%20I.pdf
http://scholar.unand.ac.id/3822/3/Bab%20V.pdf
http://scholar.unand.ac.id/3822/4/Daftar%20Pustaka.pdf
http://scholar.unand.ac.id/3822/5/Skripsi%20Full%20Text.pdf
http://scholar.unand.ac.id/3822/
Daftar Isi:
  • This study aims to determine the difference of trading volume activity and abnormal stock return before stock split and after stock split. The sample used for this study were companies that listed in Indonesia Stock Exchange and did not take any policies other than stock split period 2011-2013. This study had 29 samples and were analyzed using event study method. The data used were secondary data obtained from yahoo finance. The data obtained were processed using SPSS 16 for windows to determine whether there is any difference in trading volume activity and abnormal stock return in ten days before stock split and ten days after stock split. This study result have shown that there is no significant difference both on trading volume activity and abnormal stock return before stock split and after stock split.