Maghfiroh, Eka Izul (2021) ANALISIS DAMPAK STOCK SPLIT DAN PENGUMUMAN DIVIDEN TUNAI TERHADAP HARGA DAN VOLUME PERDAGANGAN SAHAM DI ERA COVID-19 PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA. Skripsi thesis, Sekolah Tinggi Ilmu Ekonomi Indonesia Jakarta.
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Abstract
Penelitian ini bertujuan untuk mengetahui dampak terhadap harga dan volume perdagangan saham atas aksi korporasi stock split dan peristiwa pengumuman dividen tunai pada era pandemi covid-19 periode Maret 2020- Maret 2021. Indikator yang digunakan yaitu Abnormal return dan Trade Volume Activity. Penelitian ini menggunakan pendekatan Event study dengan periode jendela penelitian yang terbagi dari t-10 (pre-event) atau 10 hari sebelum peristiwa, t0 (event-date) atau hari terjadinya peristiwa, dan t+10 (past-event) atau 10 hari setelah peristiwa. Teknik pengumpulan data dalam penelitian ini menggunakan teknik dokumentasi. Pengambilan sampel ditentukan berdasarkan metode Purposive Sampling, dengan sampel sebanyak 3 perusahaan. Hasil Penelitian menunjukan bahwa aksi stock split tidak berdampak positif terhadap harga dan volume perdagangan saham, dikarenakan nilai abnormal return setelah stock split cendrung bernilai negatif. Sementara, pada aksi pengumuman dividen tunai hasil penelitian menunjukan adanya dampak positif peristiwa pengumuman dividen tunai terhadap harga dan volume perdagang saham yang ditunjukan dengan nilai abnormal return dan trade volume activity positif pada sebelum ex-dividen date. Kata kunci: Stock Split, Pengumuman Dividen Tunai, Abnormal Return, Trade Volume Activity This study aims to determine the impact on stock prices and trading volumes of stock split corporate actions and cash dividend announcement events in the Covid-19 pandemic era period March 2020-March 2021. The indicators used are Abnormal return and Trade Volume Activity. This study uses an event study approach with a research window period which is divided into t-10 (pre�event) or 10 days before the event, t0 (event-date) or the day of the event, and t+10 (past-event) or 10 days. after the event. Data collection techniques in this study using documentation techniques. Sampling was determined based on the purposive sampling method, with a sample of 3 companies. The results showed that the stock split did not have a positive impact on the price and volume of stock trading, because the abnormal return value after the stock split tends to be negative. Meanwhile, on the action of the announcement of cash dividends, the results of the study show that there is a positive impact of the announcement of cash dividends on the price and trading volume of shares as indicated by the abnormal return and positive trade volume activity before the ex-dividend date. Kata kunci: Stock Split, Cash Dividen Announcement, Abnormal Return, Trade Volume Activity
| Item Type: | Thesis (Skripsi) | ||||||||
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| Subjects: | Manajemen > Manajemen Keuangan | ||||||||
| Divisions: | S1 Manajemen | ||||||||
| Depositing User: | Eka Izul Maghfiroh | ||||||||
| Date Deposited: | 19 Oct 2021 01:44 | ||||||||
| Last Modified: | 19 Oct 2021 01:44 | ||||||||
| URI: | http://repository.stei.ac.id/id/eprint/5574 |
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