ANALISIS KOMPARATIF RETURN SAHAM DAN TRADING VOLUME ACTIVITY PADA PERISTIWA STOCK SPLIT (Studi Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia Tahun 2010-2015)

WIDDIYANTI, WIDDIYANTI (2018) ANALISIS KOMPARATIF RETURN SAHAM DAN TRADING VOLUME ACTIVITY PADA PERISTIWA STOCK SPLIT (Studi Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia Tahun 2010-2015). S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

This study aims to determine the difference between stock return and liquidity of share in company before and after the announcement of a stock split. Research data in the daily data for a period of five years (2010-2015). The used sampling method was purposive sampling. Out of population of 39 companies which conduct a stock split, only 36 companies that met the criteria to be sampled, 3 of them are not a accordance with the criteria. The analytical method used in this research is a different test method in pair using paired t-test.. The results showed there was no signigficant difference between stock return before and after the stock split, and there was no significant difference between liquidity of the stock before and after stock split. Keyword : Stock return, stock liquidity, stock split, trading volume activity Penelitian ini bertujuan untuk mengetahui perbedaan antara return saham dan likuiditas saham pada perusahaan sebelum dan sesudah pengumuman stock split. Data penelitian merupakan data harian untuk periode lima tahun (2010-2015). Metode sampling yang dilakukan adalah purposive sampling. Dari populasi 39 perusahaan yang melakukan stock split, hanya 36 perusahaan yang memenuhi kriteria menjadi sampel, 3 diantaranya tidak sesuai dengan kriteria. Metode analisis yang digunakan dalam penelitian ini adalah metode uji beda berpasangan dengan menggunakan paired t-test sample. Hasil penelitian menunjukkan tidak terdapat perbedaan signifikan antara return saham sebelum dan sesudah stock split, dan tidak terdapat perbedaan signifikan antara likuiditas saham sebelum dan sesudah stock split. Kata kunci : Return saham, likuiditas saham, stock split, trading volume activity

Item Type: Thesis (S2)
Call Number CD: CDT-551-18-105
NIM/NIDN Creators: 55113120057
Uncontrolled Keywords: Return saham, likuiditas saham, stock split, trading volume activity Stock return, stock liquidity, stock split, trading volume activity, MKU, Manajemen keuangan
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum
Divisions: Pascasarjana > Magister Manajemen
Depositing User: MYTHA ALVIANA SARI
Date Deposited: 10 Mar 2022 06:52
Last Modified: 24 Jun 2022 03:01
URI: http://repository.mercubuana.ac.id/id/eprint/57738

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