Open AccessANALISIS PERBEDAAN RETURN SAHAM, TRADING VOLUME ACTIVITY DAN BID-ASK SPREAD SEBELUM DAN SESUDAH STOCK SPLIT
Author(s) -
Arif Widiatmoko,
V. Santi Paramita
Publication year - 2017
Publication title -
jurnal manajemen
Language(s) - English
Resource type - Journals
eISSN - 2597-4106
pISSN - 1829-6211
DOI - 10.25170/jm.v14i1.795
Subject(s) - stock exchange , bid–ask spread , abnormal return , stock (firearms) , business , stock trading , nonprobability sampling , ask price , econometrics , financial economics , economics , finance , stock market , geography , population , context (archaeology) , demography , archaeology , sociology
The purpose of this research is to know stock return, trading volume activity and ¬bid-ask spread before and after stock split at company listed in Indonesia Stock Exchange. This study was conducted on all companies listed in Indonesia Stock Exchange 2010-2014 period with the number of research samples of 30 companies through purposive sampling technique. Data collection method used is non-participant technique with data analysis technique Paired Samples T-Test. Based on the result found that there is no difference between stock return, trading volume activity and ¬bid-ask spread before and after stock split.