Jurnal Ilmiah Akuntansi dan Bisnis
Vol 6 No 2 (2011)

PERBEDAAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH REVERSE STOCK SPLIT (STUDI EMPIRIS PADA BURSA EFEK INDONESIA)

LUSIANA FRANSISKA (Unknown)
ANNA PURWANINGSIH (Unknown)

Article Info

Publish Date
13 Jul 2011

Abstract

This research aims to empirically study stock liquidity differences between before and after reverse stock split done by companies listed on Indonesia Stock Exchange. Liquidity is measured by means of Trading Volume Activity (TVA). To test the hypothesis nonparametric test, Wilcoxon test, is used. Nonparametric test is in use for the data that are not normally distributed. The result shows that there is a significant difference between stock liquidity before and after reverse stock split.

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Journal Info
Jurnal Ilmiah Akuntansi dan Bisnis
Website

Abbrev

jiab

Publisher

Universitas Udayana

Subject

Economics, Econometrics & Finance

Description

JIAB exists to publish high quality research papers in accounting, corporate finance, corporate governance and their interfaces. The interfaces are relevant in many areas such as financial reporting and communication, valuation, financial performance measurement and managerial reward and control ...