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Analisis perbedaan volume perdagangan dan return harian saham sebelum dan sesudah kebijakan pemecahan saham pada Bursa Efek Indonesia tahun 2005 - 2008
This research purports to analyze the increasing of stock split on daily trading volume and stock returns at Indonesia Stock Exchange (BEI) Period 2005-2008. This research uses a sample of 32 companies. This event study uses an observation period of 5 days before and 5 days after stock split as well as 3 days before and 3 days after stock split. The method used in this research is paired samples t-test to test for the difference in daily trading volume and daily stock return before and after a company announces the stock split. Based on statistical testing, the writer concludes that there is no significant difference for daily trading volume before and after stock split. There is also no significant difference for daily stock return between 3 days before and 3 days after stock split. But there is a significant difference for daily stock return between 5 days before and 5 days after stock split.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6768 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Ilmu Akuntansi Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Stock return Stock split Daily trading Daily return |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xi, 85 p., 9 p. ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |