Analisis Perbandingan Trading Volume Activity, Abnormal Return, Dan Bid Ask Spread Sebelum Dan Sesudah Stocksplit Tahun 2020-2023

Munir, M Misbachul (2024) Analisis Perbandingan Trading Volume Activity, Abnormal Return, Dan Bid Ask Spread Sebelum Dan Sesudah Stocksplit Tahun 2020-2023. Undergraduate thesis, Universitas Hayam Wuruk Perbanas.

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Abstract

This research aims to analyze the comparison of trading volume activity, abnormal returns, and bid ask spread before and after stocksplit. The population used was 39 companies carrying out stocksplit on the Indonesian stock exchange for the 2020-2023 period. The research sample was taken using a purposive sampling technique. Based on the sampling technique used, there are 38 companies that meet the criteria. The data used was taken from the official website of the Indonesian Stock Exchange and Yahoo Finance. The observation period used was five days before stocksplit, during stocksplit. and five days after stocksplit. The data analysis technique uses Wilcoxon signed rank with the help of SPSS statistics 26. Research results. The research results show that there are differences in trading volume activity variables before and after the stock split. There are differences in the bid ask spread variable before and after stocksplit. There is no difference in the abnormal return variable before and after stocksplit. Keywords: trading volume activity, abnormal return, bid ask spread, stocksplit, stock trading liquidity

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING
Divisions: Bachelor of Accountancy
Depositing User: M. MISBACHUL MUNIR
Date Deposited: 02 Dec 2024 04:18
Last Modified: 02 Dec 2024 04:18
URI: http://eprints.perbanas.ac.id/id/eprint/12841

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