Stock Distribution Announcements and Bid‐ask Spreads

Forjan, James M.; McCorry, Michael S.

doi:10.1108/eb028738

Search citation statements

Order By: Relevance

Paper Sections

Select...

Pendahuluan1

Citation Types

Supporting

Mentioning

Contrasting

Unclassified

Year Published

2022

Publication Types

Select...

Article1

Relationship

Self Cite0

Independent1

Authors

Journals

Cited by 1 publication

(1 citation statement)

References 17 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…Penelitian membuktikan bahwa stock split mempunyai pengaruh signifikan terhadap abnormal return saham (misalnya: Forjan dan McCorry, 1997;Lyroudi et al, 2006;Yu dan Webb, 2009;Hua dan Ramesh, 2013;Hernoyo, 2013;How dan Tsen, 2019;Marisetty et al, 2020 )…”

Section: Pendahuluanunclassified

Untitled

Wahyudi¹,

Trijunanto²

2022

jrpma

View full text Add to dashboard Cite

This study aims to examine the difference between abnormal returns and stock trading volume before and after the stock split of public companies on the Indonesian Stock Exchange. The study was conducted by using 55 samples of companies listed on the Indonesian Stock Exchange (IDX) for the period 2013 -2017 which carried out a stock split. The paired sample t-test is conducted to determine whether there is a significant difference between the abnormal return and the volume of stock trading before and after the stock split. The results of the study show that there are differences in abnormal returns and stock trading volume before and after the stock split.

show abstract

Section: Pendahuluanunclassified

Untitled

Wahyudi¹,

Trijunanto²

2022

jrpma

View full text Add to dashboard Cite

show abstract

Stock Distribution Announcements and Bid‐ask Spreads

Cited by 1 publication

References 17 publications

Untitled

Untitled

Contact Info

Product

Resources

About