Stock Split And Stock Market Reaction: The Evidence Of Indonesian Public Company

Trisanti, Theresia Stock Split And Stock Market Reaction: The Evidence Of Indonesian Public Company. Humanities & Social Sciences Reviews, 8 (2). pp. 1-7. ISSN 2395-6518

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Official URL: https://giapjournals.com/hssr/article/view/hssr.20...

Abstract

Go Public Company can raise funds for its operations through the sale of shares to investors. But the stock price is too high can make the investors are not interested in buying. Stock market value can be reduced by the stock-split. This study aims to examine the effect of stock split to abnormal return, stock price, trading volume and security return variability in the go public company on the Indonesia Stock Exchange. This study uses data from 30 companies that was taken by purposive sampling in the period of 2013-2016. The hypothesis in this study were tested using Paired sample t test with an error rate of α = 5%. Researcher found that the stock split event causes the difference between the stock price, trading volume and security return variability between before and after the stock split. But the results found that the stock split did not cause any differences between the abnormal return before and after stock split.

Item Type: Article
Uncontrolled Keywords: stock split, abnormal return, stock price, trading volume, security return variability
Subjects: AKUNTANSI > Pasar Modal
Divisions: Dosen STIE YKPN > Artikel > Jurnal
Depositing User: Pustakawan STIE YKPN
Date Deposited: 12 Aug 2021 08:45
Last Modified: 29 Oct 2021 06:39
URI: http://repository.stieykpn.ac.id/id/eprint/1274

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