PENGARUH PENGUMUMAN STOCK SPLIT DAN VOLATILITAS SAHAM TERHADAP ACTUAL RETURN DENGAN TRADING VOLUME ACTIVITY (STUDI KASUS PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA)

AZZAHRAH, RIZKA and Andriana, Isni and Malinda, Shelfi (2021) PENGARUH PENGUMUMAN STOCK SPLIT DAN VOLATILITAS SAHAM TERHADAP ACTUAL RETURN DENGAN TRADING VOLUME ACTIVITY (STUDI KASUS PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA). Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims to see how the effect of stock split announcements and stock volatility can affect the actual stock returns with trading volume activity as the intervening variable. The population used in this study were all registered companies that carried out a stock split policy in 2015 – 2020 on the Indonesia Stock Exchange (IDX). Based on the purposive sampling method, 33 samples of companies were obtained as samples in the study. The hypothesis was tested using multiple linear regression models and path analysis to test the intervening variables used. The results showed that stock split and trading volume activity had no significant effect on actual stock returns, but stock volatility had a significant positive effect on actual returns. Stock split has a significant positive effect on trading volume activity, while stock volatility has no significant effect on trading volume activity. Trading volume activity (TVA) cannot be an intervening variable between the relationship of stock split and stock volatility on actual return. Further researchers are expected to be able to add other variables beside of the stock split variable, stock volatility and trading volume activity which can better explain the stock return variable as a whole.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Stock split, stock volatility, trading volume activity, actual return.
Subjects:	H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mrs. Rizka Azzahrah
Date Deposited:	14 Feb 2022 02:15
Last Modified:	14 Feb 2022 02:15
URI:	http://repository.unsri.ac.id/id/eprint/64987

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