ANALISIS PENGARUH STOCK SPLIT TERHADAP ABNORMAL RETURN DAN LIKUIDITAS SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2015-2019

Nurhayati, - (2021) ANALISIS PENGARUH STOCK SPLIT TERHADAP ABNORMAL RETURN DAN LIKUIDITAS SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2015-2019. S1 thesis, Universitas Pendidikan Indonesia.

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Abstract

Nurhayati (1704168), Analisis Pengaruh Stock Split Terhadap Tujuan dari penelitian ini untuk mengetahui bagaimana gambaran abnormal return dan likuiditas saham sebelum dan sesudah corporate action stock split dan untuk mengetahui apakah terdapat perbedaan abnormal return dan likuiditas saham sebelum dan sesudah pengumuman stock split. Penelitian pada likuiditas saham menggunakan trading volume activity dan abnormal return menggunakan market-adjusted model. Metode penelitian yang digunakan adalah deskriptif dan verifikatif. Data yang digunakan dalam penelitian ini adalah data sekunder yang bersumber dari data Bursa Efek Indonesia. Populasi penelitian ini berjumlah 67 perusahaan yang melakukan stock split dan sampel yang digunakan berjumlah 46 perusahaan yang dipilih menggunakan purposive sampling. Penelitian ini menggunakan teknis analisis data dengan statistic deskriptif dan uji hipotesis. Uji hipotesis yang digunakan adalah uji Wilcoxon Signed Rank Test, hasil uji hipotesis menunjukkan bahwa terdapat perbedaan yang signifikan pada abnormal return dan likuiditas saham sebelum dan sesudah stock split. Hal ini dapat dilihat dari hasil uji statistic yang menunjukkan bahwa nilai Sig lebih kecil dari level of signification. Kata kunci: Corporate Action, Stock Split, Abnormal Return, Likuiditas Saham, Trading Volume Activity. Nurhayati (1704168), Analysis of the Stock Split’s Effect Against Abnormal Return and Liquidity Shares in Companies Listed on the Indonesia Stock Exchange in 2015-2019. Under the guidance of Budhi Pamungkas G. SE. M.Sc and Netti Siska Nurhayati, SE, MM. The purpose of this study is to find out how the description of abnormal returns and stock liquidity before and after corporate action stock split and to find out whether there are differences in abnormal returns and stock liquidity before and after the announcement of the stock split. Research on stock liquidity uses trading volume activity and abnormal returns using a market-adjusted model. The research method used is descriptive and verification. The data used in this study is secondary data sourced from the Indonesia Stock Exchange data. The population of this study amounted to 67 companies that carried out a stock split and the sample used was 46 companies which were selected using purposive sampling. This study uses technical data analysis with descriptive statistics and hypothesis testing. The hypothesis test used is the Wilcoxon Signed Rank Test, the results of the hypothesis test show that there are significant differences in abnormal returns and stock liquidity before and after the stock split. This can be seen from the results of statistical tests which show that the Sig value is smaller than the level of signification. Keywords: Corporate Action, Stock Split, Abnormal Return, Stock Liquidity, Trading Volume Activity.

Item Type: Thesis (S1)
Uncontrolled Keywords: Corporate Action, Stock Split, Abnormal Return, Stock Liquidity, Trading Volume Activity.
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
H Social Sciences > HF Commerce
L Education > L Education (General)
Divisions: Fakultas Pendidikan Ekonomi dan Bisnis > Manajemen (non kependidikan)
Depositing User: Nurhayati
Date Deposited: 24 Aug 2021 08:12
Last Modified: 24 Aug 2021 08:12
URI: http://repository.upi.edu/id/eprint/63934

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