Yunus, Mochamad (2012) Analisis Faktor-Faktor Yang Mempengaruhi Keputusan Stock Split. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui bagaimana harga saham, frekuensi saham, ukuran perusahaan mempengaruhi keputusan perusahaan melakukan stock split. Serta untuk mengetahui perbedaan abnormal return dan volume perdagangan saham sebelum dan sesudah stock split. Sampel penelitian ini adalah perusahaan go public yang terdaftar di Bursa Efek Indonesia yang melakukan kebijakan stock split selama periode 2006-2010 yang berjumlah 30 perusahaan, dengan teknik pengambilan sampel purposive sampling. Data yang diolah merupakan data sekunder yang diperoleh dari laporan keuangan perusahaan sampel. Teknik analisis yang digunakan adalah analisis regresi logistik dan Wilcoxon Signed Rank Test. Berdasarkan hasil analisis regresi logistik disimpulkan bahwa harga saham, frekuensi perdagangan saham, dan ukuran perusahaan mempunyai pengaruh yang signifikan terhadap keputusan perusahaan untuk melakukan stock split. Berdasarkan hasil Wilcoxon Signed Rank Test disimpulkan bahwa tidak terdapat perbedaaan yang signifikan antara abnormal return perusahaan sampel pada periode sebelum dan setelah stock split. Sedangkan Trading Volume Activity (TVA) terdapat perbedaaan yang signifikan antara perusahaan sampel pada periode sebelum dan setelah stock split.
English Abstract
This study aims to determine how the stock price, stock trading frequency, the size of the company affect the company's decision to stock split. And to know the difference between abnormal stock returns and trading volume before and after the stock split. Sample of this research is publicly listed companies in Bursa Securities Indonesia which do stock split policy for 2006-2010, amounting to 30 companies, with a sampling purposive sampling technique. The processed data is secondary data obtained from the sample company's financial statements. Analysis technique used is logistic regression analysis and Wilcoxon Signed Test Rank. Based on the results of logistic regression analysis concluded that stock prices, frequency and size of the company's have significant effect with the company's decision to do a stock split. Based on the results of Wilcoxon Signed Test Rank concluded that there was no significant difference between the sample firm abnormal return in the period before and after the stock split. While the Trading Volume Activity (TVA) there is a significant difference between the sample firms in the period before and after the stock split.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2012/437/051203865 |
| Uncontrolled Keywords: | harga saham, frekuensi perdagangan saham, ukuran perusahaan, abnormal return, volume perdagangan saham, dan stock split,-stock quotes, stock trading frequency, size of firm, abnormal returns, trading volume of stocks, and stock split |
| Subjects: | 600 Technology (Applied sciences) > 657 Accounting |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Endang Susworini |
| Date Deposited: | 10 Oct 2012 10:34 |
| Last Modified: | 13 Nov 2021 07:49 |
| URI: | http://repository.ub.ac.id/id/eprint/106260 |
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