Ayu Wulansari, Dinda and , Dra. Chuzaimah, M.M (2019) Analisis Perbedaan Trading Volume Activity Dan Abnormal Return Saham Sebelum Dan Sesudah Peristiwa Stock Split Pada Perusahaan Yang Terdaftar Di Bursa Efek Indonesia Tahun 2013-2017. Skripsi thesis, Universitas Muhammadiyah Surakarta.
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Abstract
This study aims to analyze differences in Trading Volume Activity and Abnormal Stock Returns before and after Stock Spit on the Indonesia Stock Exchange in 2013-2017. This event study study uses the observation period 5 days before the event and 5 days after the event.This study uses secondary data in the form of daily stock price data, daily company data listing on the Indonesia Stock Exchange, daily trading volume data, and daily data on the volume of outstanding shares of sample companies listed on the Indonesia Stock Exchange. Sampling uses the pusposive sampling method. Calculation of expected return using the Market Adjusted Model method. Testing of the hypothesis uses a non-parametic t-test Wilcoxon different test and paired sample t test. The results showed that there were no significant differences between trading volume activity before and after the stock split in companies listed on the Indonesia Stock Exchange in 2013-2017. While for abnormal stock returns there are significant differences between before and after the event of the stock splt announcement.
| Item Type: | Karya ilmiah (Skripsi) |
|---|---|
| Uncontrolled Keywords: | abnormal return saham, stock split, trading volume activity |
| Subjects: | H Social Sciences > HC Economic History and Conditions H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | DINDA AYU WULANSARI |
| Date Deposited: | 22 Mar 2019 06:40 |
| Last Modified: | 22 Mar 2019 06:40 |
| URI: | http://eprints.ums.ac.id/id/eprint/71884 |
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