PERBANDINGAN PENGARUH STOCK SPLIT TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY PADA SAHAM SYARIAH DAN KONVENSIONAL PERIODE TAHUN 2011-2015

SEPTIAN SETA PUTRA PAMUNGKAS, NIM. 12391046 (2016) PERBANDINGAN PENGARUH STOCK SPLIT TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY PADA SAHAM SYARIAH DAN KONVENSIONAL PERIODE TAHUN 2011-2015. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This research aims to analyze the comparison of effect that happens to the abnormal return and trading volume activity before and after event of stock split in the sharia stock and conventional stock. This research focuses on whether there is a difference or not in response to event of stock split in the class of sharia stock and class of conventional stock. The analytical method used in testing hypotheses is Wilcoxon Signed Ranks test method. Population in the research is divided into two categories, the sharia stock of all issuers that do stock split in the Sharia Securities List (SSL) and the conventional stock of all issuers that do stock split in Indonesia Stock Exchange (IDX). Wilcoxon Signed Ranks Test Results to the average abnormal stock return of sharia stock and the conventional stock was found that there is a significant difference in abnormal return before and after stock split with significance 0.012 0.05 in Islamic stock . Whereas in conventional stock there is no difference before and after event of stock split with the results of significance 1.000 0.05 . Results Wilcoxon Signed Ranks Test against average stock trading volume activity Islamic and conventional alike expressed differences are significant trading volume activity before and after stock split in Islamic stocks and shares both konvensiona with significant value 0.000 0.05 . Then the second equation is also seen in the response of both point out the similarity , namely a decrease after the stock split

Item Type: Thesis (Skripsi)
Additional Information: Dr. H. Syafiq M Hanafi, M. Ag,
Uncontrolled Keywords: Stock Split, Abnormal Return and Trading Volume Activity
Subjects: Keuangan Syariah
Divisions: Fakultas Ekonomi dan Bisnis Islam > Keuangan Syariah (S1)
Depositing User: H. Zaenal Arifin, S.Sos.I., S.IPI.
Date Deposited: 14 Dec 2016 09:10
Last Modified: 14 Dec 2016 09:10
URI: http://digilib.uin-suka.ac.id/id/eprint/22857

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