Pasaribu, Intan (2021) ANALISIS RETURN SAHAM DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PERISTIWA PEMECAHAN SAHAM (STOCK SPLIT) PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE TAHUN 2015 - 2019. S1 thesis, Universitas Mercu Buana Jakarta - Menteng.
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Abstract
This study aims to determine the differences in stock returns and stock liquidity before and after the stock split event in companies listed on the Indonesia Stock Exchange in 2015 – 2019. The population in this study were companies listed on the Indonesia Stock Exchange that carried out corporate actions in the form of stock splits on the Indonesian Stock Exchange. observation period 2015 – 2019 a total of 84 companies. The sample selection used the saturated sample method so that the sample in this study was 84 companies. The data used is secondary data with the data analysis method using the two-average difference test (t-test). The results of this study used the Wilcoxon signed rank test for abnormal returns with the Asymp value. Sig. (2-tailed) of 0.014 is smaller than 0.05 which means Ha is accepted or there are differences in abnormal stock returns before and after the stock split event. The results of the study used the Wilcoxon signed rank test on trading volume activity with the Asymp value. Sig. (2-tailed) of 0.017 is smaller than 0.05 which means Ha is accepted or there is a difference in Trading Volume Activity before and after the stock split event. Keywords: stock split, stock return, stock liquidity, trading volume activity Penelitian ini bertujuan untuk mengetahui perbedaan return saham dan likuiditas saham sebelum dan sesudah peristiwa stock split pada perusahaan yang terdaftar di Bursa Efek Indonesia Tahun 2015 – 2019. Populasi dalam penelitian ini adalah perusahaan yang terdaftar di Bursa Efek Indonesia yang melakukan aksi korporasi berupa stock split pada periode pengamatan 2015 – 2019 sejumlah 84 perusahaan. Pemilihan sampel menggunakan metode sampel jenuh sehingga sampel dalam penelitian ini sejumlah 84 perusahaan. Data yang digunakan merupakan data sekunder dengan metode analisis data menggunakan uji beda dua rata-rata (t-test). Hasil dari penelitian ini menggunakan uji wilcoxon signed rank test terhadap abnormal return dengan nilai Asymp. Sig. (2-tailed) sebesar 0,014 lebih kecil dari 0,05 yang artinya Ha diterima atau terdapat perbedaan abnormal return saham sebelum dan sesudah peristiwa stock split. Hasil penelitian menggunakan uji wilcoxon signed rank test terhadap trading volume activity dengan nilai Asymp. Sig. (2-tailed) sebesar 0,017 lebih kecil dari 0,05 yang artinya Ha diterima atau terdapat perbedaan Trading Volume Activity sebelum dan sesudah peristiwa stock split. Kata Kunci: Pemecahan saham, return saham, likuiditas saham, aktivitas volume perdagangan
| Item Type: | Thesis (S1) |
|---|---|
| NIM/NIDN Creators: | 43117110100 |
| Uncontrolled Keywords: | stock split, stock return, stock liquidity, trading volume activity. Pemecahan saham, return saham, likuiditas saham, aktivitas volume perdagangan |
| 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: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | MYTHA ALVIANA SARI |
| Date Deposited: | 20 Apr 2022 05:05 |
| Last Modified: | 20 Apr 2022 05:05 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/60225 |
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