Laurenchya, Adhe Erma (2022) Reaksi Pasar Terhadap Pengumuman Stock Split Pada Perusahaan Yang Terdaftar Di Bursa Efek Indonesia Dan Bursa Efek Malaysia. Masters thesis, Universitas Hayam Wuruk Perbanas Surabaya.
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Abstract
This study aimed to analyze the effect of stock splits on cumulative abnormal returns and trading volume of companies listed on the Indonesia Stock Exchange and Malaysia Stock Exchange. The variables used in this study are cumulative abnormal returns and trading volume activity. The population of this study were companies listed on the Indonesia Stock Exchange and on the Malaysia Stock Exchange in 2014 - 2019. The data collection method used a purposive sampling method, so that 37 company data were obtained on the Indonesia Stock Exchange and 43 company data on the Malaysia Stock Exchange. The results of the study on the variables indicate that there is an increase in cumulative abnormal returns after a stock split compared to before a stock split in companies listed on the Indonesia Stock Exchange, but there is no increase in cumulative abnormal returns after a stock split compared to before a stock split in companies listed on the Stock Exchange Malaysia. There was no increase in stock trading volume activity after the stock split compared to before the stock split in companies listed on the Indonesia Stock Exchange and Malaysia Stock Exchange, even from the difference in value there was a decrease in trading volume activity after the stock split.
| Item Type: | Thesis (Masters) |
|---|---|
| Subjects: | 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 658 - GENERAL MANAGEMENT > 658.83 - MARKET RESEARCH |
| Divisions: | Magister of Management |
| Depositing User: | Perpustakaan Universitas Hayam Wuruk Perbanas |
| Date Deposited: | 26 Jan 2024 07:00 |
| Last Modified: | 26 Jan 2024 07:00 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/11906 |
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