Tanoyo, Agus Amanda (2019) Dampak stock split terhadap volume perdagangan, harga saham, dan abnormal return pada perusahaan yang terdaftar di BEI periode 2017-2018. Masters thesis, Universitas Tarumanagara.
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ABSTRAK TESIS MM Agus Amanda Tanoyo.pdf Download (53kB) |
Abstract
This study aims to determine: First, the difference in the trading volume activity before and after the announcement of a stock split. Second, the difference in price stock before and after the announcement of a stock split. Third, the difference in abnormal returns before and after the announcement of a stock split. The population of this study are all companies listed in Indonesia Stock Exchange that take corporate action in the form of stock split at period 2017- 2018. Sampling using purposive sampling. Based on the sampling criteria predetermined number of samples acquired 24 stocks. The analytical method used is the analysis of two different test average (paired sample t test) or Wilcoxon Signed Rank Test with the observation period (event window) is 14 days, t = -7 (7 days before the stock split) and t = 7 (7 days after the stock split). The results showed that there were differences in the trading volume activity and stock prices before and after the announcement of stock split, while the last hypothesis showed that there were no siginificant differences in abnormal returns before and after the announcement of stock split
| Item Type: | Thesis (Masters) |
|---|---|
| Subjects: | Tesis Tesis > Pascasarjana |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | Puskom untar untar |
| Date Deposited: | 09 Feb 2021 06:23 |
| Last Modified: | 20 May 2021 07:40 |
| URI: | http://repository.untar.ac.id/id/eprint/14616 |
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