KHUSFATUN KHASANAH, . (2011) STUDI KOMPARATIF HARGA, LIKUIDITAS, DAN RISIKO SAHAM SEBELUM DAN SESUDAH PERUSAHAAN MELAKUKAN STOCK SPLIT DAN REVERSE SPLIT DI BURSA EFEK INDONESIA TAHUN 2004-2009. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.
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Abstract
Tujuan penelitian ini adalah untuk mengetahui pengaruh peristiwa stock split dan reverse split terhadap harga (diukur dengan closing price harian), likuiditas (diukur dengan bid-ask spread), dan risiko saham (diukur dengan standar deviasi) dilihat dari perbedaan sebelum dan sesudah pengumuman. Periode penelitian ini dilakukan selama tahun 2004 sampai 2009 dengan menggunakan sampel berdasarkan metode purposive sampling. Jumlah perusahaan yang menjadi sampel 28 emiten stock split dan 7 emiten reverse split. Data sekunder yang digunakan diperoleh berdasarkan dokumentasi ISMD dan IDX Statistics Quarterly. Teknik analisis yang digunakan untuk uji beda adalah paired sample t-test jika data terdistribusi normal dan wilcoxon signed ranks test jika data tidak terdistribusi normal. Sementara distribusi data menggunakan uji kolmogorov-smirnov test. Hasil penelitian ini menunjukkan terdapat perbedaan harga saham sebelum dan sesudah stock split maupun reverse split (Ha1 dan Ha2 diterima) begitu pula dengan spread sebelum dan sesudah reverse split terdapat perbedaan (Ha4 diterima). Sementara spread sebelum dan sesudah stock split tidak terdapat perbedaan (Ha3 ditolak) begitu pula dengan risiko saham sebelum dan sesudah stock split maupun reverse split tidak terdapat perbedaan (Ha5 dan Ha6 ditolak). This research aim to analysis influence of stock split and reverse split to price (measured by daily closing price), liquidity (measured by bid-ask spread) and risk of the stock (measured by standard deviation), seen from there are difference before and after announcement of stock split and reverse split. Period of research during 2004 until 2009 with determination of sample use method of purposive sampling. Amount of taken company as sample 28 emiten of stock split and 7 emiten of reverse split. Secondary data used to be obtained by documentation of ISMD and IDX Statistics Quarterly. Technical analysis used for different test is paired sample t-test if data have normal distribution, if distribution of data is not normal used wilcoxon signed ranks test. While to test distribution of data used kolmogorov-smirnov test. The result of research show that there are difference of price among period before and after announcement of stock split and reverse split (Ha1 and Ha2 proven). Same with that, spread have difference too among period before and after reverse split (Ha4 proven). While spread didn’t have difference among period before and after announcement of stock split (Ha3 unprovable). Risk of stocks didn’t have difference among period before and after stock split and reverse split (Ha5 and Ha6 unprovable).
| Item Type: | Thesis (Sarjana) |
|---|---|
| Additional Information: | 1) Dra. Umi Mardiyati, M.Si. 2) Gatot Nazir Ahmad, S.Si., M.Si |
| Subjects: | Manajemen > Manajemen , Business Manajemen > Manajemen Kantor, Organisasi |
| Divisions: | FE > S1 Manajemen |
| Depositing User: | sawung yudo |
| Date Deposited: | 30 Jun 2022 05:58 |
| Last Modified: | 30 Jun 2022 05:58 |
| URI: | http://repository.unj.ac.id/id/eprint/31150 |
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