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)
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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. Samplewas chosen by simple random sampling. The result of this research shows that thereis a signaling on profit growth differences in the year 2001, and there is no signalingon yearly profit increase over 4 years before stock splits. On the other hand, thereis a trading rmlge on market stock price in the year 2000 and 2003; this was alsoshown by trading volume stock. |
| 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 |
| No. Panggil | No. Barkod | Ketersediaan |
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| J-pdf | 03-19-300076372 | TERSEDIA |
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| Tidak ada ulasan pada koleksi ini: 20336348 |
