ANALISIS REAKSI PASAR SEBELUM DAN SESUDAH PENGUMUMAN STOCK SPLIT PADA PERUSAHAAN YANG MELAKUKAN STOCK SPLIT
Abstract: The aim of this
research is to know the market reaction to stock split event which is showed by
the changes of stock Abnormal Return
and Trading Volume
Activity. The research
is done by
using 12 sample of company, which
do stock split
in Indonesia Stock Exchange (IDX)
in 2012. While
analysis instrument which
is used is data
normality test using
Kolmogorov-Smirnov Test, Paired
Sample T-test if data normality distributed. If the data not distributed
normally, it will use
Wilcoxon Signed Rank
Test. The result
on difference of Abnormal Return and Trading Volume
Activity before and after stock split
event shown there
is no difference
on Abnormal Return
and Trading Volume Activity before and after significant stock split
event.
Penulis: DEDDY SETYOHUTOMO, NADIA
ASANDIMITRA
Kode Jurnal: jpmanajemendd140964
