ANALISIS STOCK SPLIT SAHAM, TRADING VOLUME ACTIVITY (TVA) DAN ABNORMAL RETURN SAHAM PADA PERUSAHAAN-PERUSAHAAN YANG TERDAFTAR DALAM BURSA EFEK INDONESIA (BEI) TAHUN 2012-2014

JUNJUNAN, NURUL ASKAR (2015) ANALISIS STOCK SPLIT SAHAM, TRADING VOLUME ACTIVITY (TVA) DAN ABNORMAL RETURN SAHAM PADA PERUSAHAAN-PERUSAHAAN YANG TERDAFTAR DALAM BURSA EFEK INDONESIA (BEI) TAHUN 2012-2014. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

Harga pasar saham mencerminkan nilai suatu perusahaan. Semakin tinggi harga saham, maka semakin tinggi pula nilai perusahaan tersebut dan sebaliknya. Harga saham yang terlalu rendah sering diartikan bahwa kinerja perusahaan kurang baik. Namun bila harga saham terlalu tinggi dapat mengurangi minat investor untuk berinvestasi sehingga harga saham sulit untuk meningkat lagi. Dalam mengantisipasi hal tersebut, banyak perusahaan go public yang melakukan stock split. Berdasarkan pembahasan yang telah dilakukan pada bab-bab sebelumnya maka penelitian yang bertujuan untuk menganaisis perbedaan abnormal return dan trading volume activity sebeum dan sesudah peristiwa stock split menghasilkan kesimpulan : Terdapat perbedaan abnormal return sebelum dan sesudah stock split. Hal ini terlihat dari hasil analisis selama periode pengamatan yang menunjukkan nilai signfikansi 0,001 dan lebih kecil dari α (0,05) yang berarti ada perbedaan abnormal return antara tujuh hari sebelum dan tujuh hari sesudah stock split. Alasan yang mendasari hal tersebut adalah tanggapan pasar yang kurang baik terhadap kegiatan stock split yang dilakukan oleh emiten. Tidak terdapat perbedaan trading volume activity sebelum dan sesudah stock split. Hal ini terlihat dari hasil analisis selama periode pengamatan yang menunjukkan nilai signifikansi 0,813 dan lebih besar dari α (0,05) yang berarti tidak ada perbedaan trading volume activity antara tujuh hari sebelum dan tujuh hari sesudah stock split. Hal ini disebabkan karena stock split menyebabkan investor lebih berhati-hati dalam betindak untuk melakukan investasi pada perusahaan yang melakukan stock split. Kunci : Stock Split Saham, Trading Volume Activity dan Abnormal Return Stock market price reflects the value of a company. The higher the stock price, the higher the value of the company and vice versa. Stock prices are too low often means that the company's performance is not good. However, if the stock price is too high can reduce the interest of investors to invest so that the stock price is dif icult to rise again. In anticipation of this, many companies go public that the stock-split. Based on the discussion that has been done in previous chapters, the study aimed to menganaisis difference abnormal return and trading volume activity and after the event sebeum stock split resulted in the conclusion: There is a difference of abnormal return before and after the stock split. This is evident from the results of the analysis during the observation period that shows the value signfikansi 0.001 and smaller than α (0.05) which means that there is a difference of abnormal return between seven days before and seven days after the stock split. The reason for this is that less good market response to the activities of the stock split conducted by the issuer. There were no differences in trading volume activity before and after the stock split. This is evident from the results of the analysis during the observation period which showed significant value 0.813 and greater than α (0.05) which means there is no difference between the trading volume activity seven days before and seven days after the stock split. This is because the stock split caused investors to be more cautious in are acting to make investments in companies that do stock split. Keywords: Stock Split, Trading Volume Activity and Stock Price Abnormal Return

Item Type: Thesis (S2)
Call Number CD: CDT-551-15-179
NIM/NIDN Creators: 55113310145
Uncontrolled Keywords: Stock Split Saham, Trading Volume Activity dan Abnormal Return, Stock Split, Trading Volume Activity and Stock Price Abnormal Return, 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: ORYZA LUVITA
Date Deposited: 04 Jul 2022 03:09
Last Modified: 04 Jul 2022 03:09
URI: http://repository.mercubuana.ac.id/id/eprint/64155

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