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Arif Widiatmoko
Fakultas Ekonomi dan Bisnis Universitas Jenderal Achmad Yani
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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ANALISIS PERBEDAAN RETURN SAHAM, TRADING VOLUME ACTIVITY DAN BID-ASK SPREAD SEBELUM DAN SESUDAH STOCK SPLIT Arif Widiatmoko; V. Santi Paramita
Jurnal Manajemen Vol 14 No 1 (2017): Jurnal Manajemen
Publisher : Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (748.224 KB) | DOI: 10.25170/jm.v14i1.795

Abstract

The purpose of this research is to know stock return, trading volume activity and ¬bid-ask spread before and after stock split at company listed in Indonesia Stock Exchange. This study was conducted on all companies listed in Indonesia Stock Exchange 2010-2014 period with the number of research samples of 30 companies through purposive sampling technique. Data collection method used is non-participant technique with data analysis technique Paired Samples T-Test. Based on the result found that there is no difference between stock return, trading volume activity and ¬bid-ask spread before and after stock split.
ANALISIS PERBEDAAN RETURN SAHAM, TRADING VOLUME ACTIVITY DAN BID-ASK SPREAD SEBELUM DAN SESUDAH STOCK SPLIT Arif Widiatmoko; V. Santi Paramita
Jurnal Manajemen Vol 14 No 1 (2017): Jurnal Manajemen
Publisher : Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (748.224 KB) | DOI: 10.25170/jm.v14i1.795

Abstract

The purpose of this research is to know stock return, trading volume activity and ¬bid-ask spread before and after stock split at company listed in Indonesia Stock Exchange. This study was conducted on all companies listed in Indonesia Stock Exchange 2010-2014 period with the number of research samples of 30 companies through purposive sampling technique. Data collection method used is non-participant technique with data analysis technique Paired Samples T-Test. Based on the result found that there is no difference between stock return, trading volume activity and ¬bid-ask spread before and after stock split.
Co-Authors Veronika Santi Paramita