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DAMPAK STOCK SPLIT TERHADAP TRADING VOLUME ACTIVITY, RETURN SAHAM, DAN ABNORMAL RETURN (Studi Pada Perusahaan yang Tercatat di BEI Tahun 2012-2016)

Ardiansyah, Bagus (2018) DAMPAK STOCK SPLIT TERHADAP TRADING VOLUME ACTIVITY, RETURN SAHAM, DAN ABNORMAL RETURN (Studi Pada Perusahaan yang Tercatat di BEI Tahun 2012-2016). Bachelors Degree (S1) thesis, University of Muhammadiyah Malang.

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I. PENDAHULUAN.pdf

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Abstract

The purpose of the study was to analyze the influence of stock split towards volume activity, stock return, and abnormal return at company listed in IDX during 2012-2016. This study used an event study to determine the difference of 5 days before and 5 days after stock split from 37 companies that become the research sample. The method used in this research is wilcoxon sign rank test with the result that there is no difference of trading volume activity before and after stock split seen from probability value 0.919 > 0.05. The result of stock split on stock return is known that there is significant difference of stock return before and after stock split seen from probability value 0.012 < 0.05. While the results on the abnormal return that there are significant differences abnormal return before and after stock split seen from the probability value 0.007 < 0.05.

Item Type: Thesis (Bachelors Degree (S1))
Student ID: 201410160311540
Keywords: Abnormal Return, Stock Return, Stock Split, Trading Volume Activity
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HB Economic Theory
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: Faculty of Economics > Department of Management (61201)
Depositing User: Retno Widiyastuti Ika Wijaya
Date Deposited: 08 Nov 2018 09:16
Last Modified: 08 Nov 2018 09:16
URI : http://eprints.umm.ac.id/id/eprint/39666

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