Silvia Diah, Puspitasari (2009) PENGARUH STOCK SPLIT TERHADAP LIKUIDITAS DAN RETURN SAHAM (Studi Pada Perusahaan Yang Tercatat Di Bursa Efek Indonesia Periode November 2006-November 2008). Other thesis, University of Muhammadiyah Malang.
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In this research writers focus for want to know about stock split effect for liquidity and return stock. Stock that choose by the writers is stock that active in a market, a company that just do stock split activity in the years and specially stock split – up. Data that use in stock is a data that registered in Indonesian stock exchange period November 2006 until November 2008. Because of that, the title that the waiters use is “ Stock Split Effect Of Liquidity And Return Stock (Study At Company That Registered In Indonesian Stock Exchange Period November 2006- November 2008) “. Indonesian market stock at November 2006 and 2007 give information about market activity stock is a good with increasing IHSG is significant and sustainable at the last year 2005. But, in opening January 2008 in daily ECONIT economic outlook 2008 said, the years in 2008 is the year of bubble cause increasing stock price more than fundamental activity. This is may be also cause of resesy in America more in creasing and at October 2008 is highly point economic resesy or crisis global. In this research, writers take two hypothesis , that is: one, stock split effect of liquidity and stock split of return stock. The analysis tool is use event study with t-test from period before and after event stock split. For all, from this research about stock split effect of liquidity and return stock with two hypothesis ( 1 H and 2 H ) is a accept. So stock split is significant with liquidity from TVA (Total Value Activity) and stock split is significant with return stock from AR (Abnormal Return) before and after stock split. In this research is use three portfolio, the portfolio is: portfolio all of the samples, portfolio sample stock the join with LQ 45 and portfolio sample not join with LQ 45.
|Item Type:||Thesis (Other)|
|Subjects:||H Social Sciences > H Social Sciences (General)|
|Divisions:||Faculty of Economic > Department of Management|
|Depositing User:||Anggit Aldila|
|Date Deposited:||04 Jul 2012 02:57|
|Last Modified:||04 Jul 2012 02:57|
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