OKTATIA KARMILA, YOANA (2015) Analisis Abnormal Return Saham Dan Likuiditas SahamSebelum Dan Sesudah Pengumuman Stock Split Studi Kasus Pada Perusahaan Sektor Properti & Real Estate Dan SektorIndustri Dasar & KimiaPeriode Tahun 2013. S1 thesis, Universitas Sultan Ageng Tirtayasa.

Text ANALISIS ABNORMAL RETURN SAHAM DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PENGUMUMAN STOCK SPLIT.pdf - Published Version Restricted to Registered users only Download (2MB)

Abstract

ABSTRACT Yoana Oktatia Karmila, NIM 101 183, the titel of Script"Analysis ofAbnormalReturn and Liquidity Before and After Announcement Shares StockSplit"(Case studies on corporate real estate sectorsand a basic chemical industry sectorslisted on the Stock Exchange the stock split in 2013), under the guidance BambangMahmudi, SE, MM, and Abdul Rosyid, SE, MM, Department of Management,Faculty of Economics, University of Sultan Ageng Tirtayasa 2014. The purpose of the study to determine whether or not there are differencesin the performance of stocks proxied by two calculations abnormal stock returnsand trading volume activity before and after the stock split. This study uses eventStudy, conducted observations for twenty days before and twenty days after theannouncement. Population and sample: companies in IDX stock split in 2013, as many astwo companies. Data collection techniques: methods of library research anddocumentation (yahoofinance.com, duniainvestasi.com, IDX, SahamOk.com).hypothesis is done by using different test paired sample t-test, because the abnormalreturn and trading volume activity has data were normally distributed. Results of the study: there is no significant difference in abnormal returnsbefore and after the announcement of the stock split can be seen from the valuesobtained sig 0.780> 0.05, while research on trading volume (TVA) there is asignificant differencebefore and after the stock split can be seen from the obtainedsig 0.002 <0.05. Keywords: Stock split, Abnormal returns, trading volume activity.

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