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All Journal Jurnal Riset Perbankan, Manajemen dan Akuntansi
Enggar Trijunanto
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

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Apakah Stock Split Berpengaruh terhadap Abnormal Return dan Volume Perdagangan Saham? Iman Wahyudi; Enggar Trijunanto
Jurnal Riset Perbankan Manajemen dan Akuntansi Vol 6 No 2 (2022): Jurnal Riset Perbankan, Manajemen dan Akuntansi
Publisher : Sekolah Pascasarjana Perbanas Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56174/jrpma.v6i2.149

Abstract

Abstract This study aims to examine the difference between abnormal returns and stock trading volume before and after the stock split of public companies on the Indonesian Stock Exchange. The study was conducted by using 55 samples of companies listed on the Indonesian Stock Exchange (IDX) for the period 2013 - 2017 which carried out a stock split. The paired sample t-test is conducted to determine whether there is a significant difference between the abnormal return and the volume of stock trading before and after the stock split. The results of the study show that there are differences in abnormal returns and stock trading volume before and after the stock split. Keywords: Stock Split, Abnormal Stock Return, Stock Trading Volume
Co-Authors Iman Wahyudi