Kiswildan, Gusmane (2015) The Comparative Analysis Of Stock Price Trading Volume Activity And Abnormal Return Before And After Stock Split. Sarjana thesis, Universitas Brawijaya.
Abstract
Tujuan dari penelitian ini adalah 1) untuk menganalisis perbedaan harga saham sebelum dan sesudah stock split, 2) Untuk menganalisis perbedaan aktivitas volume perdagangan sebelum dan sesudah stock split, 3) Untuk menganalisis perbedaan abnormal return sebelum dan sesudah stock split , dan 4) untuk menganalisis perbedaan harga saham, aktivitas volume perdagangan, dan pengembalian abnormal sebelum dan sesudah stock split. Populasi penelitian ini terdiri dari laporan tahunan perusahaan yang terdaftar di pasar saham Indonesia selama periode 2009 hingga 2013. Semua perusahaan diambil sebagai sampel telah melakukan stock split. Untuk memeriksa hipotesis penelitian, penulis menggunakan uji coba sampel paired untuk menganalisis perbedaan pada harga saham, aktivitas volume perdagangan, dan stok abnormal kembali sebelum dan setelah stock split. Hasil penelitian ini menunjukkan bahwa 1) ada perbedaan harga saham sebelum dan sesudah stock split, 2) Ada perbedaan aktivitas volume perdagangan sebelum dan sesudah stock split, 3) Ada perbedaan abnormal kembali sebelum dan sesudah Stock split, dan 4) Ada perbedaan harga saham, aktivitas volume perdagangan, dan pengembalian abnormal sebelum dan sesudah stock split.
English Abstract
The purpose of this research are 1) To analyze the differences stock price before and after stock split, 2) To analyze the differences of trading volume activity before and after stock split, 3) To analyze the differences of abnormal return before and after stock split, and 4) To analyze the differences of stock price, trading volume activity, and abnormal return before and after stock split. The population of the research consists of the listed companies’ annual reports at Indonesia Stock Market during the period 2009 up to 2013. All of the companies taken as sample have conducted stock split. To examine the research hypothesis, the author using Paired Sample t-test to analyze the difference on stock price, trading volume activity, and stock abnormal return before and after stock split. The result of this research showed that 1) There is a difference of stock price before and after stock split, 2) There is a difference of trading volume activity before and after stock split, 3) There is a difference of abnormal return before and after stock split, and 4) There is a difference of stock price, trading volume activity, and abnormal return before and after stock split.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2015/630/051508464 |
| Subjects: | 600 Technology (Applied sciences) > 657 Accounting |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 18 Nov 2015 10:57 |
| Last Modified: | 27 Oct 2021 07:16 |
| URI: | http://repository.ub.ac.id/id/eprint/108247 |
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