ANALISIS REAKSI PASAR MODAL TERHADAP PERISTIWA STOCK SPLIT YANG DITUNJUKKAN ADANYA PERBEDAAN ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY

Manurung, Evrida (2014) ANALISIS REAKSI PASAR MODAL TERHADAP PERISTIWA STOCK SPLIT YANG DITUNJUKKAN ADANYA PERBEDAAN ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY. Undergraduate thesis, UNIMED.

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Abstract

Kenaikkan harga saham yang terlalu tinggi, menyebabkan transaksi terhadap saham tersebut mengalami penurunan dan pada akhirnya dan dapat menyebabkan harga saham tersebut tidak fluktuaktif lagi. Sehingga untuk menghindari hal itu,pihak manajemen perusahaan melakukan pemecahan guna untuk menarik minat investor kembali. Penelitian ini bertujuan untuk menguji dan menjelaskan apakah peristiwa stock split dapat mempengaruhi pasar modal yang ditunjukkan dengan adanya perbedaan abnormal return dan trading volume activity sebelum dan sesudah peristiwa stock split. Peristiwa stock split dianggap memiliki informasi positif bagi investor, populasi dari penelitian ini adalah seluruh perusahaan yang melakukan stock split dan terdaftar di BEI pada tahun 2009 hingga tahun 2012. Pemilihan sampel dalam penelitian ini menggunakan metode sensus dimana sampel adalah keseluruhan populasi yaitu 32 emiten. Penelitian ini dilakukan dengan menggunakan metode event study dengan melihat periode waktu 15 hari sebelum dan 15 hari sesudah peristiwa stock split. Pengujian dilakukan dengan menggunakan program komputer SPSS dengan mengunakan uji Paired Sampel T-test jika data berdistribusi normal dan menggunakan uji Wilcoxon Signed Rank Test jika data tidak berdistribusi normal. Hasil penelitian ini menunjukkan bahwa data tidak berdistribusi normal sehingga pengujian yang dilakukan menggunakan uji Wilcoxon Signed Rank test. Berdasarkan uji hipotesis yang dilakukan peristiwa stock split berpengaruh secara nyata terhadap pasar modal, baik berdasarkan abnormal return dan trading volume activity. Hal ini ditunjukkan oleh nilai Pvalue lebih besar dari pada α (5%). Untuk ARR 0.779 > 0.05 dan untuk meanTVA 0.600> 0.05 Berdasarkan hasil penelitian yang dilakukan tersebut dapat disimpulkan bahwa pasar modal bereaksi terhadap peristiwa stock split yang ditunjukkan adanya perbedaan abnormal return dan trading volume activity secara nyata.

Item Type: Thesis (Undergraduate)
Contributors:
ContributionNameNIDN/NIDK
Thesis advisorHidayat, Sofyan197901192003121004
Call Number: 657.76 Man a
Keywords: Pemecahan Saham; Trading Volume Activity; Even Study
Subjects: H Social Sciences > HB Economic Theory. Demography
H Social Sciences > HG Finance > HG1706 Accounting. Bookkeeping
Divisions: Fakultas Ekonomi > Akuntansi
Depositing User: Mrs Intan Nurhidayati
Date Deposited: 21 Aug 2016 08:21
URI: http://digilib.unimed.ac.id/id/eprint/14129

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