Analisis reaksi pasar atas pengumuman stock split pada perusahaan bertumbuh dan perusahaan tidak bertumbuh yang terdaftar di Bursa Efek Indonesia
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Institusion

Universitas Katolik Musi Charitas

Author

Anggraini, Silvia

Subject

HB Economic Theory 

Datestamp

2021-03-04 07:33:21 

Abstract :
The purpose of this study is to empirically test the difference in average trading volume activity and abnormal return before and after stock split event in growing companies and non-growing companies listed on the indonesian stock exchange. This study uses Theory of Signalling and Trading Trade Theory. The population in this study were all of companies did stock split on Indonesian Stock Exchange in period 2012-2019, then sample are 85 companies. The data analysis is hypothesis testing using paired sampel t-test. The result showed that there are a reaction and descrease in trading volume activity and abnormal return on stock split in ungrowth companies. However, in a growth companies there is a reaction and increase in trading volume activity, although there is no reaction to the abnormal return. Keywords: Trading volume activity, Abnormal return, Stock split, Growth and Ungrowth Company 

File :
EM-2021-1722054-cover.pdf
EM-2021-1722054-abstract.pdf
EM-2021-1722054-complete.pdf
EM-2021-1722054-summary_id.pdf
EM-2021-1722054-tableofcontent.pdf
EM-2021-1722054-chapter1.pdf
EM-2021-1722054-chapter2.pdf
EM-2021-1722054-chapter3.pdf
EM-2021-1722054-chapter4.pdf
EM-2021-1722054-conclusion.pdf
EM-2021-1722054-reference.pdf
EM-2021-1722054-attachment.pdf