title: 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)
creator: Rahmat Andi Subardi, 1016051063
subject:  
description: 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
publisher: Fakultas Isip
date: 2014-06-11
type: Skripsi
type: NonPeerReviewed
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identifier: http://digilib.unila.ac.id/3529/1/ABSTRACT.pdf
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identifier: http://digilib.unila.ac.id/3529/2/ABSTRAK.pdf
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identifier: http://digilib.unila.ac.id/3529/3/COVER%20DALAM.pdf
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identifier: http://digilib.unila.ac.id/3529/4/COVER%20LUAR.pdf
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identifier: http://digilib.unila.ac.id/3529/5/PERSETUJUAN.pdf
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identifier: http://digilib.unila.ac.id/3529/6/PENGESAHAN.pdf
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identifier: http://digilib.unila.ac.id/3529/7/PERNYATAAN.pdf
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identifier: http://digilib.unila.ac.id/3529/8/RIWAYAT%20HIDUP.pdf
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identifier: http://digilib.unila.ac.id/3529/9/MOTO.pdf
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identifier: http://digilib.unila.ac.id/3529/10/PERSEMBAHAN.pdf
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identifier: http://digilib.unila.ac.id/3529/11/SANWACANA.pdf
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identifier: http://digilib.unila.ac.id/3529/12/DAFTAR%20ISI.pdf
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identifier: http://digilib.unila.ac.id/3529/13/DAFTAR%20TABEL.pdf
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identifier: http://digilib.unila.ac.id/3529/14/DAFTAR%20GAMBAR.pdf
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identifier: http://digilib.unila.ac.id/3529/15/BAB%20I.pdf
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identifier: http://digilib.unila.ac.id/3529/16/BAB%20II.pdf
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identifier: http://digilib.unila.ac.id/3529/17/BAB%20III.pdf
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identifier: http://digilib.unila.ac.id/3529/18/BAB%20IV.pdf
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identifier: http://digilib.unila.ac.id/3529/19/BAB%20V.pdf
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identifier: http://digilib.unila.ac.id/3529/20/DAFTAR%20PUSTAKA.pdf
identifier:   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.     
relation: http://digilib.unila.ac.id/3529/