Muhammad Abil Al Farizi, . (2024) ANALISIS ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
![[img]](http://repository.upnvj.ac.id/style/images/fileicons/text.png) |
Text
ABSTRAK.pdf Download (234kB) |
|
Text
AWAL.pdf Download (868kB) |
|
Text
BAB 1.pdf Restricted to Repository UPNVJ Only Download (269kB) |
|
Text
BAB 2.pdf Restricted to Repository UPNVJ Only Download (449kB) |
|
Text
BAB 3.pdf Restricted to Repository UPNVJ Only Download (308kB) |
|
Text
BAB 4.pdf Restricted to Repository UPNVJ Only Download (342kB) |
|
Text
BAB 5.pdf Download (228kB) |
|
Text
DAFTAR PUSTAKA.pdf Download (234kB) |
|
Text
RIWAYAT HIDUP.pdf Restricted to Repository UPNVJ Only Download (199kB) |
|
Text
LAMPIRAN.pdf Restricted to Repository UPNVJ Only Download (539kB) |
|
Text
HASIL PLAGIARISME.pdf Restricted to Repository staff only Download (12MB) |
|
Text
ARTIKEL KI.pdf Restricted to Repository staff only Download (369kB) |
Abstract
This research aims to analyze differences in abnormal returns and Trading volume activity before and after the stock split in companies listed on the Indonesia Stock Exchange (BEI) during the period 2020 to 2023. The data used includes abnormal returns and Trading volume activity which were analyzed using the Wilcoxon Signed test. Rank Test with the help of EViews 12 software. The research results show that there is a significant difference in abnormal returns before and after the stock split with a significance level of 0.0049, which indicates rejection of H0. Meanwhile, there is no significant difference in Trading volume activity before and after the stock split with a significance level of 0.7220, which indicates rejection of H1. These findings differ from some previous studies and emphasize the importance of taking data distribution into account in statistical analysis. This research suggests that companies consider other variables that influence stock splits and extend the observation period for a deeper understanding.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No.Panggil: 2010111045] [Pembimbing: Nurmatias] [Penguji 1: Wahyudi] [Penguji 2: Tri Siswantini] |
| Uncontrolled Keywords: | stock split, abnormal return, Trading volume activity, hypothesis testing, Indonesian stock exchange |
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1) |
| Depositing User: | MUHAMMAD ABIL AL FARIZI |
| Date Deposited: | 30 Sep 2024 06:36 |
| Last Modified: | 30 Sep 2024 06:36 |
| URI: | http://repository.upnvj.ac.id/id/eprint/31378 |
Actions (login required)
 |
View Item |