ANALISIS PERBEDAAN VOLUME PERDAGANGAN SAHAM, LIKUIDITAS SAHAM, RISIKO SAHAM DAN ABNORMAL RETURN ANTARA SEBELUM DAN SESUDAH REVERSE STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI DAFTAR EFEK SYARIAH PERIODE 2013-2018

Rizka Fadhilah, NIM.: 15830003 (2020) ANALISIS PERBEDAAN VOLUME PERDAGANGAN SAHAM, LIKUIDITAS SAHAM, RISIKO SAHAM DAN ABNORMAL RETURN ANTARA SEBELUM DAN SESUDAH REVERSE STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI DAFTAR EFEK SYARIAH PERIODE 2013-2018. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

In a financial statement there will be a variety of information needed for basic consideration in decision making for an investor. The information that is important for investors is information about corporate actions. One of the corporate actions that the company can do is reverse stock split. The Reverse stock split is one of the corporate actions undertaken by the company as a strategy in the stock merekstrukturisasi of companies in the market. The reason companies that take the reverse stock split Act are the companies that assess the price of the stock market in the markets too low, so this policy is taken to increase the nominal value per share, so as to attract To be in the trade. The Reverse stock split carried out by the company will be influential on the company's stock sale rate. This is because the stock price of a company that does reverse stock split will increase equal to the stock price in the market, so it can be an attraction for investors to conduct a transaction. With regard to this, the research attempts to find out if there is an influence on reverse stock split against stock trading volumes, stock liquidity, stock risk and abnormal return. This research uses secondary data of companies listed on the Sharia securities list. The methods used in this research are descriptive and vericular analyses. In this study there were 7 (seven) companies registered on the list of sharia securities that carried out reverse stock split in the period 2008-2012. This research sample was analyzed for 20 days consisting of 10 days prior to the split reverse stock and 10 days after the reverse stock split. The results showed that there was no difference in the stock trading volume and the stock risk between before and after the reverse stock split while the abnormal return was the difference between the before and after the reverse stock split.

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