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This research is titled “Analysis of Trading volume activity and Average Abnormal Return before and after the stock split pada companies listed on the bursa efek indonesia” . this research aims to analysing is there any differences between the abnormal return and the trading volume activity before and after the stock split. The data that have been used in this research are the daily stock price and the IHSG of the companies who did the stock split in 2011 till 2015.By the purposive sampling methods, there is 32 companies who did the stock split that listed on the bursa efek indonesia. Analysis technique that has been used is Uji normalitas dan uji beda dua sampel berhubungan uji wilcoxon with the event window is 5 days before and 5 days after the stock split.The result of this research is show that there is 0,024 < 0,05 significant value from the Pengujian Uji Beda between trading volume activity before and trading volume activity after stock split. Based on that fact, there is 0,033 < 0,05 significant value from pengujian uji beda between abnormal return before and bid-ask spread after the stock split. Thus can be interpreted that there is a difference between abnormal return before and after stock split. So that the Indonesia Capital market is yet efficient and yet strong enough by the stock split. Keywords: Stock split, Abnormal Return, Trading volume activity.

jurnal ekonomi dan bisnis/jurnal ekonomi and bisnis

ANALISIS TRADING VOLUME ACTIVITY DAN AVERAGE ABNORMAL RETURN SEBELUM DAN SESUDAH MELAKUKAN PEMECAHAN SAHAM (STOCK SPLIT) PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA.