Natalia, Irene (2019) RETURN DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PEMECAHAN SAHAM. Jurnal Penelitian Ekonomi dan Bisnis, 4 (1). pp. 23-37. ISSN 2442-5028 (Cetak) 2460-4291 (Online)
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Abstract
This study aims to examine the impact of stock split for returns, abnormal returns, and stock liquidity before and after stock split. The research period used is 2016-2018. The number of samples is 37 companies from various types of industries listed on the Indonesia Stock Exchange. The normality has tested by One Sample Kolmogorov Smirnov's Test. All data has normally distributed. Hypothesis testing has done by the Paired Samples Test. The results of hypothesis testing showed (1) no differences before and after stock split for stock return variable and abnormal stock returns variable, and (2) difference before and after stock split for stock liquidity variable.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Stock Split; Return; Abnormal Return; Stock Liquidity |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Business and Economic > Department of Accounting |
| Depositing User: | IRENE NATALIA |
| Date Deposited: | 10 Jul 2019 04:31 |
| Last Modified: | 10 Jul 2019 07:43 |
| URI: | http://repository.ubaya.ac.id/id/eprint/35004 |
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