Analisis Perbandingan Abnormal Return dan Likuiditas Saham Sebelum dan Sesudah Stock Split

  • Putu Raras Elistarani Universitas Udayana
  • I Ketut Wijaya Kesuma Fakultas Ekonomi dan Bisnis Universitas Udayana, Bali, Indonesia

Abstrak

This study aims to determine differences in abnormal returns and liquidity of shares before-after stock split at companies listed Indonesian Stock Exchange. By using purposive sampling method then selected 25 samples of companies that meet the criteria. The period of observation for 5 days before - 5 days after stock split. Test of paired samples t-test showed the difference in average abnormal returns and liquidity of shares before- after stock split, this indicates that the market reacted positively to the stock split.

Keywords: abnormal return, liquidity of shares, stock split, market reaction

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Diterbitkan
2014-10-13
##submission.howToCite##
ELISTARANI, Putu Raras; WIJAYA KESUMA, I Ketut. Analisis Perbandingan Abnormal Return dan Likuiditas Saham Sebelum dan Sesudah Stock Split. E-Jurnal Manajemen, [S.l.], v. 3, n. 10, oct. 2014. ISSN 2302-8912. Tersedia pada: <https://ojs.unud.ac.id./index.php/manajemen/article/view/9409>. Tanggal Akses: 21 apr. 2025
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Terbitan
Vol 3 No 10 (2014)
Bagian
Articles

Kata Kunci

abnormal return, liquidity of shares, stock split, market reaction
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.