PERBEDAAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH REVERSE STOCK SPLIT (STUDI EMPIRIS PADA BURSA EFEK INDONESIA)

  • LUSIANA FRANSISKA
  • ANNA PURWANINGSIH

Abstract

This research aims to empirically study stock liquidity differences between before and after reverse stock split done by companies listed on Indonesia Stock Exchange. Liquidity is measured by means of Trading Volume Activity (TVA). To test the hypothesis nonparametric test, Wilcoxon test, is used. Nonparametric test is in use for the data that are not normally distributed. The result shows that there is a significant difference between stock liquidity before and after reverse stock split.

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Author Biographies

LUSIANA FRANSISKA
Fakultas Ekonomi Univeritas Atma Jaya Yogyakarta
ANNA PURWANINGSIH
Fakultas Ekonomi Univeritas Atma Jaya Yogyakarta
How to Cite
FRANSISKA, LUSIANA; PURWANINGSIH, ANNA. PERBEDAAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH REVERSE STOCK SPLIT (STUDI EMPIRIS PADA BURSA EFEK INDONESIA). Jurnal Ilmiah Akuntansi dan Bisnis, [S.l.], v. 6, n. 2, july 2011. ISSN 2303-1018. Available at: <https://ojs.unud.ac.id/index.php/jiab/article/view/2655>. Date accessed: 29 mar. 2024.
Section
Articles

Keywords

stock liquidity, reverse stock split, trading volume activity