MERDEKAWATY, IKA (2013) PERBEDAAN ABNORMAL RETURN PADA SAAT SEBELUM DAN SESUDAH PENGUMUMAN PEMECAHAN SAHAM TERHADAP PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) TAHUN 2004- 2010. S1 thesis, Universitas Negeri Jakarta.
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Abstract
IKA MERDEKAWATY. The Differences Abnormal Return Before and After Stock Splits Announcement of Companies Listed on The Indonesian Stock Exchange in 2004- 2010. Jakarta, Faculty of Economics, State University of Jakarta, 2010 This research aimed the determine whether there are differences before and after stock splits announcements of campanies listed on the Indonesian Stock Exchange in 2004-2010, so that investors can take advantage of the moment to make a profit Stock splits is a corporae action taken by the company to break a piece of stock to more aimed to the new pirce in order that stock price are within the range appropriate so that small investorswho are interested, the more widespread distribution of shares, as well as signal to the public that the company has a good performance and a good prespect in the future. Stock splits announcement generally gets a reaction from the market in the form of an increase or decrase in the stock price can be measured by using abnormal return. This study uses ex post facto survey and comparative approach. The population of this research is that companies do stock splits during the year 2004-2010 amounted 63 companies and the number of samples taken by 40 companies. Data collection by taking the secondary data available on Capital Market Data Centre (PDPM) IBII during the window period is 11 trading days consisting of 5 days prior to the announcement, 1-day, 5 days after the announcement of the date of execution, stock splits date, the daily closing stock price, and daily Composite Stock Proce Index. For the normality test show that L table before is 0,11270 and L after was 0,0585 and L 0,1400. It means that data has normal dstribution. Test of homogeneity obtained F at 5% significance level is 1.70 and F were obtained from the calculation of 1.53 and smaller than F table, it can be concluded that the sample variance is homogeneous. Once the data proved normal and homogeneous, then to test the hypothesis used paired sample t-test and obtained t count tabel 2.33 and 2.02 t Table . Because t countl > t concluded that there are differences in abnormal returns both before and after the announcement of splits
| Item Type: | Thesis (S1) |
|---|---|
| Additional Information: | Pembimbing I:Dra. Sri Zulaihati, M. Si Pembimbing II:Tri Hesti Utaminingtyas, SE, M. SA |
| Subjects: | Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Akuntansi (Accounting) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Akuntansi (Accounting) > Analisis Data Akuntansi (Data Processing and Analysis of Accounting) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Akuntansi (Accounting) > Pendidikan dan Riset Akuntansi (Education and Reserach of Accounting) |
| Divisions: | Fakultas Ekonomi > S1 Pendidikan Akuntansi |
| Depositing User: | Users 16 not found. |
| Date Deposited: | 04 Jan 2018 10:24 |
| Last Modified: | 04 Jan 2018 10:24 |
| URI: | http://repository.fe.unj.ac.id/id/eprint/2167 |
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