DAMPAK STOCK SPLIT TERHADAP HARGA SAHAM, VOLUME PERDAGANGAN DAN RISIKO SAHAM PADA PERUSAHAAN YANG LISTING DI BURSA EFEK JAKARTA
| Main Author: | Mustofa, Hijroh |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2007
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| Subjects: | |
| Online Access: |
http://eprints.umm.ac.id/9336/1/DAMPAK_STOCK_SPLIT_TERHADAP_HARGA_SAHAM.pdf http://eprints.umm.ac.id/9336/ |
Daftar Isi:
- The study, titled "The Impact of Stock Split on Stock Prices, Trading Volume And Risk Shares of the listing in the Jakarta Stock Exchange" was designed to determine whether policies have an impact on stock split, stock price, trade volume and the risk of stocks in the period surrounding the event. This study was conducted using event study (the study of events) that is a study that studies the market reaction to an event (event) that the information is published as a publication. Sample research is a company that does stock split policy in the period January 2004 to October 2006 (19 companies). For statistical tests of stock price and trading volume using the Wilcoxon matched-pairs signed rank test because data is not normal distribution. While the test statistics for stock risk using paired sample t-test, this is because the normal distribution of data. The results indicate that the difference between stock price and trading volume before and after the stock split event. It can be seen from the significant level of 0000 to 0010 for stock prices and trading volumes are used where significant levels of 0.05 or 5%. While the impact of stock splits do not affect the risk of stocks, where the results of this study show the value for 0743 is greater than the significant level of use of 0.05 (5%), so there is no difference between the risk before the risk after the stock split.