ANALISIS PERBEDAAN ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY (TVA) SAHAM SEBELUM DAN SESUDAH STOCK SPLIT (Studi Kasus pada Perusahaan Go Public di BEI yang Melakukan Stock Split Tahun 2013-2017)

SIREGAR, MEY SISKHA (2019) ANALISIS PERBEDAAN ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY (TVA) SAHAM SEBELUM DAN SESUDAH STOCK SPLIT (Studi Kasus pada Perusahaan Go Public di BEI yang Melakukan Stock Split Tahun 2013-2017). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The purpose of this research is to find out and analyze the differences of abnormal return and trading volume activity before and after stock split. The type of this research is quantitative research and the data used for this research is secondary data. Samples are 28 companies on the Indonesia Stock Exchange (IDX) that do stock split in the years 2013-2017. Hypothesis testing of abnormal return is done by using wilcoxon signed rank test, while hypothesis testing of trading volume activity is done by using paired sample t-test. The results of this research show that there are no significant differences of abnormal return and trading volume activity before and after stock split. Key Words: Stock Split, Abnormal Return, Trading Volume Activity Tujuan penelitian ini adalah untuk mengetahui dan menganalisis perbedaan abnormal return dan trading volume activity saham sebelum dan sesudah stock split. Jenis penelitian ini adalah penelitian kuantitatif dan jenis data yang digunakan adalah data sekunder. Sampel yang digunakan adalah 28 perusahaan go public di Bursa Efek Indonesia (BEI) yang melakukan stock split tahun 2013-2017. Pengujian hipotesis terhadap abnormal return menggunakan wilcoxon signed rank test, sedangkan pengujian hipotesis terhadap trading volume activity menggunakan paired sample t-test. Hasil penelitian menunjukkan bahwa tidak terdapat perbedaan abnormal return dan trading volume activity saham yang signifikan sebelum dan sesudah stock split. Kata Kunci: Stock Split, Abnormal Return, Trading Volume Activity

Item Type: Thesis (S1)
NIM/NIDN Creators: 43117110471
Uncontrolled Keywords: Stock Split, Abnormal Return, Trading Volume Activity
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 330.1-330.9 Standard Subdivisions of Economics/Subdivisi Standar Dari Ilmu Ekonomi > 330.9 Economic Situation and Conditions/Situasi dan Kondisi Ekonomi
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 21 Nov 2021 13:54
Last Modified: 21 Nov 2021 13:54
URI: http://repository.mercubuana.ac.id/id/eprint/50435

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