Thalib, Fathurakhman (2019) Analisis Trading Volume Activity Dan Abnormal Return Sebelum Dan Sesudah Peristiwa Pemecahan Saham (Even Study Pada Perusahaan Yang Terdaftar Di Bursa Efek Indonesia). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui terdapat perbedaan abnormal imbal hasil saham (abnormal return) dan aktivitas volume perdagangan (trading volume activity) pada saat sebelum dan sesudah pemecahan saham periode penelitian 2016 - 2017. Sampel yang digunakan adalah perusahaan yang terdaftar di Bursa Efek Indonesia periode 2016 – 2017 yang melakukan pemecahan saham. Analisis dilakukan dengan menggunakan uji Wilcoxon. Hasil penelitian menunjukkan bahwa: 1) Terdapat perbedaan pada abnormal return sebelum dan sesudah pengumuman pemecahan saham, 2) Tidak terdapat perbedaan pada trading volume activity pada saat sebelum dan sesudah peristiwa pemecahan saham.
English Abstract
This study uses the event study method with the aim of finding out whether there are differences in abnormal stock returns and stock returns and trading volume activity during and before the stock split. The sample used is companies listed on the Indonesia Stock Exchange for the period of 2016 - 2017 that conduct stock splits. Analyzes were performed using the Wilcoxon test. The results showed that: 1) There was a difference in abnormal returns before and after the announcement of stock split, 2) There was no difference in trading volume activity at the time before and after the stock split event.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0520020091 |
| Uncontrolled Keywords: | Pasar modal, Trading Volume Activity, Abnormal return, pemecahan saham, studi peristiwa (even study), capital market, trading volume activity, abnormal return, stock splits, event study |
| Subjects: | 600 Technology (Applied sciences) > 658 General management > 658.1 Organization and financial management > 658.15 Financial management > 658.152 Management of financial operations |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Nur Cholis |
| Date Deposited: | 15 Feb 2021 23:17 |
| Last Modified: | 15 Feb 2021 23:17 |
| URI: | http://repository.ub.ac.id/id/eprint/182917 |
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