PERBEDAAN REAKSI PASAR TERHADAP ABNORMAL RETURN DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PENGUMUMAN STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI)

Rizki Fauzi Achmad, . (2012) PERBEDAAN REAKSI PASAR TERHADAP ABNORMAL RETURN DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PENGUMUMAN STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI). Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.

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Abstract

Investors have an important role in trading stocks or other woods of securities on the Stock Exchange. Before deciding to buy or sell stocks, investors need comprehensive information about the state of corporate issuers. To avoid the incidence of decline in stock prices, then do one of the rare management is setting the share price within the range of optimal prices. One is by doing a stock split. Data collection techniques in this study using secondary data by taking data from Bei. Data were analyzed using MS. Excel 2010 and SPSS 17. The results of this study show a picture that there is no significant difference in the average AAR before and after the stock split is no significant difference in the average trading volume activity before and after the stock split, and the average trading volume activity before and after the stock split.

Item Type:	Thesis (Skripsi)
Additional Information:	[No. Panggil : 207111016] [Penguji II (Pembimbing) : Marlina Tanjung] [Penguji I : JP. Sitanggang] [Ketua Penguji : Jubaedah]
Uncontrolled Keywords:	Test Paired Sample T Test, Stock Split, Abnormal Returns, Liquidity.
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HC Economic History and Conditions H Social Sciences > HJ Public Finance
Divisions:	Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1)
Depositing User:	Muamar Khadafi
Date Deposited:	05 Nov 2024 01:46
Last Modified:	05 Nov 2024 01:46
URI:	http://repository.upnvj.ac.id/id/eprint/33981

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