PENGARUH STOCK SPLIT TERHADAP PERUBAHAN HARGA SAHAM, LIKUIDITAS SAHAM, DAN RETURN SAHAM PERUSAHAAN DI BURSA EFEK INDONESIA

Isnurhadi, Isnurhadi and Hamdan AJ, Umar (2018) PENGARUH STOCK SPLIT TERHADAP PERUBAHAN HARGA SAHAM, LIKUIDITAS SAHAM, DAN RETURN SAHAM PERUSAHAAN DI BURSA EFEK INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims the impact of stock split announcement on stock price, stock liquidity, and stock return in companies in Indonesia Stock Exchange in 2015-201 7. The stock liquidity in this srudy can be known rhrough the Trading volume activity, whereas the stock return can be known trough the abnormal return. A type of research used in this study is a quantitative approach by using event study. The criteria for sampling used is purposive sampling, in accordance with prefetermined criteria that there are 24 companies sample.The result showed that there are no significant differences on stock price and trading volume activity before and after stock split, it means that stock price and trading volume activity do not increase significantly after srock split announcement. On abnormal return /here is significant differences before and after stock split, bur the differences showed that abnormal return decrease after stock split announcement.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Stock Split, Trading volume activity, Abnormal return, Corporate Action
Subjects: H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
H Social Sciences > HG Finance > HG4530 Investment companies. Investment trusts. Mutual funds
H Social Sciences > HG Finance > HG4551-4598 Stock exchanges
Divisions: Faculty of Economics > 61201-Management (S1)
Depositing User: Mrs Dies Meirita Sari
Date Deposited: 30 Sep 2019 05:01
Last Modified: 30 Sep 2019 05:01
URI: http://repository.unsri.ac.id/id/eprint/9599

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