ANALISIS PERBANDINGAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA
DOI:
https://doi.org/10.35908/jeg.v5i2.915Abstrak
This study aims to examine and analyze differences in stock trading volumes before and after stock splits in manufacturing companies on the IDX. The design of this study uses a quantitative descriptive approach with a sample of 3 companies and an observation period of 10 days before and 10 days after a stock split so that the observation sample is 60 observation periods. Data analysis method used in hypothesis testing is t-test regression.
The results of the study provide evidence that the average trading volume there is a significant difference before and after the stock split in manufacturing companies listed on the Indonesia Stock Exchange in 2016. These results support the hypothesis, so the hypothesis is accepted.
Keywords: Stock Trading Volume, Stock Split, t-tes regresion
Referensi
Ciptaningsih, Agung Nur Isra, 2010, Analisis Pengaruh Harga Saham, Volume Perdagangan, Dan Variansi Return Saham Terhadap Bid Ask Spread Pada Masa Sebelum Dan Sesudah Stock Split. Jurnal Ekonomi/ Manajemen Keuangan, Hal 1 – 56.
Fahmi, Irham, 2012, Pengantar Pasar Modal, Alfabeta, Bandung.
Hartono, Jogiyanto, 2010, Teori Portofolio dan Analisis Investasi, Edisi Ketujuh, BPFE, Yogyakarta.
Martalena dan Malinda, Maya. 2011. Pengantar Pasar Modal, Andi, Yogyakarta.
Mila, I Gusti Ayu, 2010. Analisis Pengaruh Pemecahan Saham (Stock Split) Terhadap Volume Perdagangan Saham Dan Abnormal Return Saham Pada Perusahaan Yang Terdaftar Di Bei Tahun 2007 – 2009. Jurnal Manajemen dan Ekonomi, hal 1 – 106.
Mubarok, Faizul, 2012. Pengaruh Harga Saham Dan Volume Perdagangan Terhadap Likuiditas Saham Pada Perusahaan Manufaktur Go Publik Yang Melakukan Stock Split Di Bursa Efek Indonesia. Jurnal Akuntansi, hal 1 – 21.
Rumanti, Fretty Asih dan Moerdiyanto, 2010, Pengaruh Pemecahan Saham (Stock Split) Terhadap Return dan Trading Volume Activity (TVA) Saham Perusahaan Yang Terdaftar Di Bursa Efek Indonesia Periode 2006-2010. Jurnal Ilmu Ekonomi/Manajemen Keuangan, Hal 1 – 12.
Permata, Nurlaela, 2009. Analisis Pengaruh Stock Split Pada Harga Saham Terhadap Volume Perdagangan Di Bursa Efek Indonesia (Bei). Jurnal Manajemen dan Ekonomi, hal 1 – 31.
Qudratullah, Farhan Mohammad, 2013. Analisa Regresi Terapan Teori Contoh Kasus dan Aplikasi dengan SPSS. Andi, Yogyakarta.
Sakti, Pamita Oktaviana, 2013. Analisis Pengaruh Stock Split Terhadap Abnormal Return dan Volume Perdagangan Saham Pada Perusahaan Bertumbuh dan Tidak Bertumbuh (Studi Kasus Pada Bursa Efek Indonesia 2008-2012). Jurnal Manajemen Bisnis, hal 1 – 72.
Samsul, Mohammad, 2006. Pasar Modal dan Manajemen Portofolio, Erlangga, Surabaya.
Sari, Artiza B, 2011. Pengaruh Stock Split Terhadap Abnormal Return Dan Trading Volume Activity Pada Perusahaan Yang Terdaftar Dibursa Efek Indonesia. Jurnal Akuntansi, hal 1 – 125.
Sasono, Agus Dwi, 2012. Mengenali Jurus Aksi Korporasi Emiten (Stock Split dan Reverse Split). Jurnal Manajemen, hal 1 – 9.
Sekaran, Uma, 2006. Research Methode For Business : Metodologi Penelitian Untuk Bisnis, Edisi Keempat Buku Kedua, Salemba Empat, Jakarta.
Subiyanti, Wiwin T, 2010. Analisis Dampak Stock Split Terhadap Likuiditas dan Return Saham Di Bursa Efek Indonesia. Jurnal Manajemen UAD, hal 1 – 57.
Sunariyah, 2006. Pengantar pengetahuan pasar modal, Sekolah Tinggi Ilmu Manajemen YKPN, Yogyakarta.
Suseno, Indra Febriana, 2013. Analisis Pengaruh Stock Split Terhadap Volume Perdagangan Saham Pada Perusahaan Yang Listing Di Bursa Efek Indonesia. Jurnal Manajemen dan Ekonomi, hal 1 – 11.
Winarno, Zaki, dan Smitdev, 2014. Belajar Statistika dari Nol dengan SPSS, Elex Media Komputindo, Edisi Revisi, Yogyakarta.
Unduhan
Diterbitkan
Cara Mengutip
Terbitan
Bagian
Lisensi
Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License   that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work
