Najmul Hikam, - (2024) PENGARUH STOCK SPLIT TERHADAP VOLUME PERDAGANGAN DAN ABNORMAL RETURN SAHAM: Studi Pada Perusahaan yang Terdaftar di BEI 2018-2022. S1 thesis, Universitas Pendidikan Indonesia.
Abstract
Penelitian ini memiliki tujuan untuk mengetahui perbedaan pada volume perdagangan dan abnormal return sebelum dan sesudah peristiwa stock split. Metode penelitian yang digunakan dalam penelitian ini yaitu metode deskriptif dan verifikatif. Data yang digunakan dalam penilitian ini yaitu data sekunder berupa data historis saham setiap perusahaan. Populasi pada penelitian ini sebanyak 39 perusahaan yang melakukan stock split dan terdaftar di Bursa Efek Indonesia pada periode 2018-2022. Sampel yang diambil pada penelitian ini sebanyak 37 perusahaan dengan menggunakan metode purposive sampling. Jenis dari penelitian ini adalah studi peristiwa (event study) dengan periode penelitian sebelas hari. Uji hipotesis pada penelitian ini menggunakan uji wilcoxon signed rank test. Hasil dalam penelitian ini dilihat berdasarkan hasil dari olah data menggunakan aplikasi SPSS 25. Berdasarkan uji Wilcoxon signed rank test, terdapat perbedaan pada volume perdagangan sebelum dan sesudah peristiwa stock split, juga terdapat perbedaan pada abnormal return sebelum dan sesudah peristiwa stock split. This research aims to determine the differences in trading volume and abnormal returns before and after the stock split event. The research methods used in this research are descriptive and verification methods. The data used in this research is secondary data in the form of historical stock data for each company. The population in this study was 39 companies that carried out stock splits and were listed on the Indonesia Stock Exchange in the 2018-2022 period. The samples taken in this research were 37 companies using the purposive sampling method. The type of this research is an event study with a research period of eleven days. Hypothesis testing in this study used the Wilcoxon signed rank test. The results in this research are seen based on the results of data processing using the SPSS 25 application. Based on the Wilcoxon signed rank test, there are differences in trading volume before and after the stock split event, there are also differences in abnormal returns before and after the stock split event.
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S_PEM_1904967_Chapter1.pdf Download (475kB) |
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| Item Type: | Thesis (S1) |
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| Additional Information: | https://scholar.google.com/citations?user=G4mEg04AAAAJ&hl=en ID SINTA DOSEN PEMBIMBING: Tia Yuliawati: 6722016 Netti Siska Nurhayati: 5994146 |
| Uncontrolled Keywords: | stock split, event study, volume perdagangan, abnormal return, trading volume activity |
| Subjects: | H Social Sciences > HB Economic Theory L Education > L Education (General) |
| Divisions: | Fakultas Pendidikan Ekonomi dan Bisnis > Manajemen (non kependidikan) |
| Depositing User: | Najmul Hikam |
| Date Deposited: | 30 Apr 2024 02:12 |
| Last Modified: | 30 Apr 2024 02:12 |
| URI: | http://repository.upi.edu/id/eprint/116963 |
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