Rahmat Andi Subardi, 1016051063 (2014) ANALYSIS OF ABNORMAL STOCK RETURN, TRADING VOLUME OF SHARE AND VOLATILITY OF STOCK PRICE BEFORE AND AFTER STOCK SPLIT EVENT (STUDY ON THE GO PUBLIC COMPANY IN INDONESIA STOCK EXCHANGE PERIOD 2010-2012) ANALISIS ABNORMAL RETURN SAHAM, VOLUME PERDAGANGAN SAHAM DAN VOLATILITAS HARGA SAHAM SEBELUM DAN SESUDAH PERISTIWA STOCK SPLIT (STUDI PADA PERUSAHAAN YANG GO PUBLIC DI BURSA EFEK INDONESIA PERIODE 2010-2012). Fakultas Isip, UNIVERSITAS LAMPUNG.
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Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)
This study aims to determine the difference in abnormal stock return, trading volume of share and volatility of stock price at the time before and after the stock split. The population of this study is a registered company in Indonesia Stock Exchange stock split during the year 2010-2012. The data used in this study is secondary data. The sample consisted of 17 companies that do stock splits, sampling is determined by purposive sampling method. The period of observation in this study was 5 days before and after the stock split. This study used a different test analysis techniques paired sample t test. The results showed: (1) there is no significant difference in abnormal stock return before and after the sock split. (2) there are significant differences in the volume of stock trading before and after the stock split.(3) there were no significant differences in the volatility of the stock price at the time before and after the stock split. Key words : Stock Split, Abnormal Stock Return, Trading Volume of Share And Volatility of Stock Price Penelitian ini bertujuan untuk mengetahui perbedaan pada abnormal return saham, volume perdagangan saham dan volatilitas harga saham pada saat sebelum dan sesudah stock split. Populasi dalam penelitian ini adalah perusahaan yang terdaftar di Bursa Efek Indonesia yang melakukan stock split selama tahun 2010- 2012. Data yang digunakan dalam penelitian ini adalah data sekunder. Sampel penelitian terdiri dari 17 perusahaan yang melakukan stock split, pengambilan sampel ditentukan dengan metode purposive sampling. Periode pengamatan dalam penelitian ini adalah 5 hari sebelum dan sesudah stock split. Penelitian ini menggunakan teknik analisis uji beda paired sample t test. Hasil penelitian menunjukan bahwa: (1) tidak terdapat perbedaan yang signifikan pada abnormal return saham saat sebelum dan sesudah sock split. (2) terdapat perbedaan yang signifikan pada volume perdagangan saham sebelum dan sesudah stock split. (3) tidak terdapat perbedaan yang signifikan pada volatilitas harga saham pada saat sebelum dan sesudah stock split. Kata Kunci : Stock Split, Abnormal Return Saham, Volume Perdagangan Saham dan Volatilitas Harga Saham
| Jenis Karya Akhir: | Skripsi |
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| Subyek: | |
| Program Studi: | Fakultas ISIP > Prodi Ilmu Administrasi Bisnis |
| Pengguna Deposit: | A.Md Cahya Anima Putra . |
| Date Deposited: | 29 Sep 2014 01:54 |
| Terakhir diubah: | 29 Sep 2014 01:54 |
| URI: | http://digilib.unila.ac.id/id/eprint/3529 |
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