ANALISIS PERBEDAAN ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PERISTIWA STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2010-2013

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ANALISIS PERBEDAAN ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PERISTIWA STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2010-2013

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Title: ANALISIS PERBEDAAN ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PERISTIWA STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2010-2013
Author: Bagja, Bambang
Abstract: The purpose of this research is to analyze differences in abnormal returns and trading volume activity before and after the event of stock split on companies listed in Indonesia Stock Exchange 2010-2013. This research uses event study approach. In this method, we observe the average abnormal return and the average trading volume activity within 7 days before, after the event date. This research uses a descriptive and verification methods. The data of this research is secondary data published by the government, private, and foreign. Data of this research consist of: the companies that do stock splits and listed in the Indonesia Stock Exchange (IDX) as the study population and to test the hypothesis uses T - test Paired Two Sample. The basis of a hypothesis significant level 5%, The result shows that abnormal returns before and after the stock split is tvalue 1.720 < ttable 2.04523 Sig. (2-tailed) 0.095 > α 0.05 and trading volume activity results before and after the stock split is tvalue 1.669 < ttable 2.04523 Sig. (2-tailed) 0.105 > α 0.05. This means that there is no significant difference in abnormal returns and trading volume activity before and after the event of stock split on companies listed in Indonesia Stock Exchange 2010-2013.
URI: http://repository.widyatama.ac.id/xmlui/handle/123456789/3116
Date: 2014


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