Authors:

Putu Raras Elistarani, I Ketut Wijaya Kesuma

Abstract:

“This study aims to determine differences in abnormal returns and liquidity of shares before-after stock split at companies listed Indonesian Stock Exchange. By using purposive sampling method then selected 25 samples of companies that meet the criteria. The period of observation for 5 days before - 5 days after stock split. Test of paired samples t-test showed the difference in average abnormal returns and liquidity of shares before- after stock split, this indicates that the market reacted positively to the stock split. Keywords: abnormal return, liquidity of shares, stock split, market reaction”

Keywords

abnormal return, liquidity of shares, stock split, market reaction

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PDF:

https://jurnal.harianregional.com/manajemen/full-9409

Published

2014-10-13

How To Cite

ELISTARANI, Putu Raras; WIJAYA KESUMA, I Ketut. Analisis Perbandingan Abnormal Return dan Likuiditas Saham Sebelum dan Sesudah Stock Split.E-Jurnal Manajemen, [S.l.], v. 3, n. 10, oct. 2014. ISSN 2302-8912. Available at: https://jurnal.harianregional.com/manajemen/id-9409. Date accessed: 08 Jul. 2024.

Citation Format

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Issue

Vol 3 No 10 (2014)

Section

Articles

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