PERBEDAAN LIKUIDITAS SAHAM DAN RETURN SAHAM SEBELUM DAN SESUDAH STOCK SPLIT PERUSAHAAN YANG TERDAFTAR DI BEI PADA TAHUN 2013-2015

FAUZIAH, FATMA (2017) PERBEDAAN LIKUIDITAS SAHAM DAN RETURN SAHAM SEBELUM DAN SESUDAH STOCK SPLIT PERUSAHAAN YANG TERDAFTAR DI BEI PADA TAHUN 2013-2015. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

The purpose of the research is to examine the difference of the stock liquidity and the stock return before and after the stock split. The variables used to measure the stock liquidity are Bid-Ask Spread and Trading Volume Activity. The variable used to measure the stock return is Abnormal Return. The sample used in this research is the companies listed on Indonesia Stock Exchange that do the stock split in the period of 2013-2015 with the observation period of five days before the stock split and five days after the stock split. The analysis of the data used in this research is Wilcoxon Sign Rank Test and Paired Sample t-Test. The result showed that there is no the difference bid-ask spread before and after the stock split while trading volume activity and abnormal return showed that there are the differences before and after the stock split. This result is compatible with Signaling Theory and Trading Range Theory, which states that the stock split is responded positively by investors and the price is lowered to a specific range which will increase the stock trading. Key Words: Stock Split, Bid-Ask Spread, Trading Volume Activity, Abnormal Return

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING
Divisions: Bachelor of Accountancy
Depositing User: Perpustakaan STIE Perbanas Surabaya
Date Deposited: 18 Aug 2017 04:34
Last Modified: 18 Aug 2017 04:34
URI: http://eprints.perbanas.ac.id/id/eprint/2669

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