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

FRANSISKA, LUSIANA and PURWANINGS, ANNA (2011) PERBEDAAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH REVERSE STOCK SPLIT (STUDI EMPIRIS PADA BURSA EFEK INDONESIA). Jurnal Ekonomi Akuntansi. p1-11.

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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 nonnally distributed. The result shows that there is a significant difference between stock liquidity before and after reverse stock split

Item Type: Article
Uncontrolled Keywords: stock liquidity, reverse stock split, trading volume activity
Subjects: Akuntansi > Auditing dan Sistem Informasi
Divisions: Fakultas Ekonomi > Akuntansi
Depositing User: Editor UAJY
Date Deposited: 26 Jun 2015 11:21
Last Modified: 08 Jun 2016 09:48
URI: http://e-journal.uajy.ac.id/id/eprint/7528

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