Artikel Jurnal :: Kembali

Artikel Jurnal :: Kembali

Stock split: pengujian terhadap signaling dan trading range pada Bursa Efek Jakarta

Abdul Hafiz Tanjung ([Universitas Nasional PASIM; Fakultas Ekonomi UI, Fakultas Ekonomi UI], 2007)

 Abstrak

ABSTRAK
This research was conducted to examine signaling hypothesis and trading range hypothesis for companies splitting their stock in Jakarta Stock Exchange for the period of2000- 2003. Two statistical analysis were used in this research, parametric statistic i.e. independent t test, paired t test, and the non parametric statistic i.e. Whitney U test. Normality and equality of variance were done to determine which analysis to be used. Sample size of ihis research consists of 28 companies which split their stocks and 60 companies which do not split their stocks. Sample
was chosen by simple random sampling. The result of this research shows that there
is a signaling on profit growth differences in the year 2001, and there is no signaling
on yearly profit increase over 4 years before stock splits. On the other hand, there
is a trading rmlge on market stock price in the year 2000 and 2003; this was also
shown by trading volume stock.

 Metadata

Jenis Koleksi : Artikel Jurnal
No. Panggil : J-pdf
Entri utama-Nama orang :
Subjek :
Penerbitan : [Place of publication not identified]: [Universitas Nasional PASIM; Fakultas Ekonomi UI, Fakultas Ekonomi UI], 2007
Sumber Pengatalogan :
ISSN : 18298494
Majalah/Jurnal : Jurnal Akuntansi dan Keuangan Indonesia
Volume : Vol. 4, No. 1, Juni 2007: 115-136
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Akses Elektronik : http://jaki.ui.ac.id/index.php/home/article/view/239
Institusi Pemilik : Universitas Indonesia
Lokasi : Fakultas Ekonomi
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
J-pdf 03-19-300076372 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20336348
Cover