| NIM | C1C021105 |
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| Namamhs | MAURA NADHIF ANANDHILA |
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| Judul Artikel | ANALISIS PERBEDAAN ABNORMAL RETURN, BID-ASK SPREAD, DAN TRADE VOLUME ACTIVITY SEBELUM DAN SESUDAH STOCK SPLIT |
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| Abstrak (Bhs. Indonesia) | Penelitian ini bertujuan untuk mengetahui perbedaan variabel abnormal return, bid-ask spread, dan trade volume activity sebelum dan sesudah stock split pada perusahaan yang tercatat di Bursa Efek Indonesia dan melakukan aksi stock split pada tahun 2021-2024. Pengambilan sampel menggunakan metode purposive sampling, dan diperoleh jumlah sampel sebanyak 34 perusahaan. Metode pada penelitian ini adalah uji beda dengan pendekatan event study dan event window sepanjang 5 hari sebelum dan 5 hari sesudah stock split. Uji normalitas pada penelitian ini menggunakan uji Kolmogorov-Smirnov dan uji hipotesis menggunakan Wilcoxon Signed Rank Test. Pada penelitian ini ditemukan bahwa: (1) Terdapat perbedaan abnormal return sebelum dan sesudah stock split, (2) Terdapat perbedaan bid-ask spread sebelum dan sesudah stock split, (3) Terdapat perbedaaan trade volume activity sebelum dan sesudah stock split. |
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| Abtrak (Bhs. Inggris) | This study aims to examine the differences in abnormal return, bid-ask spread, and trade volume activity before and after stock splits in companies listed on the Indonesia Stock Exchange that conducted stock splits during the period 2021–2024. The sample was selected using purposive sampling, resulting in a total of 34 companies. The research method employed is a comparative test with an event study approach and an event window covering 5 days before and 5 days after the stock split. The normality test in this study uses the Kolmogorov-Smirnov test, while the hypothesis test applies the Wilcoxon Signed Rank Test. The findings of this study indicate that: (1) there is a difference in abnormal return before and after the stock split, (2) there is a difference in bid-ask spread before and after the stock split, and (3) there is a difference in trade volume activity before and after the stock split. |
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| Kata kunci | Stock Split, Abnormal Return, Bid-Ask Spread, Trade Volume Activity |
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| Pembimbing 1 | Dra. Permata Ulfah, M.Si.Ak., CA |
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| Pembimbing 2 | |
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| Pembimbing 3 | |
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| Tahun | 2025 |
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| Jumlah Halaman | 16 |
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| Tgl. Entri | 2025-10-02 15:18:03.114693 |
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