ANALISIS PERBEDAAN RETURN SAHAM SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN YANG TERMASUK DALAM INDEKS LQ-45

Bayu Marta Riansyah

Abstract


Research entitling " Analisis Return Saham Sebelum dan Sesudah Stock Split Pada Perusahaan Yang Termasuk dalam indeks LQ-45? (Analyze Stock Return Before and After of Stock Split At Company Which included LQ-45 Index) this aim to know whether policy of stock split have the impact to share price. This research is conducted with the method of event study which is representing reaction study of market to some event which its information is published by as an announcement. Sample of this research is company that conducting the policy of stock split at Januari 2004 until Oktober 2007 (13 company) period. For the test of statistical to price of share using the paired sample t-test because the data have a normal distribution. Result of research indicate that there are difference at especially day and not difference at other day after stock split momment.

 

Keyword : stock split, harga saham

 

Link Terkait : http://skripsi.umm.ac.id/files/disk1/338/jiptummpp-gdl-s1-2009-bayumartar-16879-PENDAHUL-N.pdf


Keywords


stock split; harga saham