Authors:

LUSIANA FRANSISKA, ANNA PURWANINGSIH

Abstract:

“This research aims to empirically study stock liquidity differences between before and after reverse stock split done by companies listed on Indonesia Stock Exchange. Liquidity is measured by means of Trading Volume Activity (TVA). To test the hypothesis nonparametric test, Wilcoxon test, is used. Nonparametric test is in use for the data that are not normally distributed. The result shows that there is a significant difference between stock liquidity before and after reverse stock split.”

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PDF:

https://jurnal.harianregional.com/jiab/full-2655

Published

2021-11-09

How To Cite

FRANSISKA, LUSIANA; PURWANINGSIH, ANNA. PERBEDAAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH REVERSE STOCK SPLIT (STUDI EMPIRIS PADA BURSA EFEK INDONESIA).Jurnal Ilmiah Akuntansi dan Bisnis, [S.l.], v. 6, n. 2, july 2011. ISSN 2303-1018. Available at: https://jurnal.harianregional.com/jiab/id-2655. Date accessed: 28 Aug. 2025.

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ABNT, APA, BibTeX, CBE, EndNote - EndNote format (Macintosh & Windows), MLA, ProCite - RIS format (Macintosh & Windows), RefWorks, Reference Manager - RIS format (Windows only), Turabian

Issue

Vol 6 No 2 (2011)

Section

Articles

Creative Commons License This work is licensed under a Creative Commons Attribution 4.0 International License