Eltri, Eltri (2015) PENGARUH STOCK SPLIT TERHADAP ABNORMAL RETURN (Studi Kasus Pada Perusahaan Terdaftar Di BEI yang Melakukan Pemecahan Saham (Stock Split) Tahun 2013). S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

Annisanti Puteri Eltri, NIM 110949, the title of Script “Analysis of Abnormal Return Before and After Announcement Shares Stock Split” (The case study on BEI which did the Stock Exchange or stock split in 2013), under the guidance Dr. Wawan Ichwanudin, SE., M.Si, and Intan Purbasari SE, M.S.M. Department of Management, Faculty of Economics, University of Sultan Ageng Tirtayasa 2015. The purpose of study to determine whether or not there are differences in the performances of stocks proxied by abnormal return before and after the stock splits. This study uses event study, conducted observations for five days before and five days after the announcement. Population and sample: companies in IDX stock split in 2013, as many as seven companies. Data collection techniques: methods of library research and documentation (yahoo.finance.com, sahamok.com and IDX). Hypothesis is done by using different test paired sample t-test, because the abnormal return has data were normally distributed. Results of the study: there is significant difference in abnormal returns before and after the announcement of the stock split can be seen from the values obtained sig 0,00 < 0,05.

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