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- W2306845701 abstract "Peristiwa pemecahan saham digunakan untuk melihat reaksi pasar karena pemecahan saham merupakan salah satu fenomena yang paling populer dan dipahami di dalam pasar modal. Pemikiran yang tradisional menganggap bahwa pemecahan saham adalah infonnasi yang baik dimana perusahaan- perusahaan memecah saham mereka ketika mereka yakin bahwa moment untuk mendapatkan keuntungan akan berlanjut, yang pada akhirnya menaikkan harga saham . Pemecahan saham seringkali dilakukan ketika harga saham suatu perusahaan telah mencapai tingkat harga dimana manajemen perusahaan mema bahwa harga tersebut di luar dari kisaran perdagangan yang populer. Jika ha1 ini terjadi, maka volume perdagangan saham tersebut menurun dan minat investor juga berkurang. Untuk menyelesaikan masalah ini, biasanya manajemen mengumumkan pemecahan Saham. Penelitian ini mengamati peristiwa pemecahan saham yang terjadi antara Januari 1999 hingga Desember 200 1. Alasan pemilihan periode ini adalah, ketika krisis moneter melanda Indonesia pada pertengahan 1997 hingga akhir 1998, harga saham- saham yang pada gilirannya mempengaruhi Indeks Harga Saham Gabungan (IHSG) menurun. Data menunjukkan bahwa MSG 1997 adalah sebesar 401,712 dan IHSG 1998 adalah sebesar 398,038. MSG digunakan untuk membandingkan tahuntahun tersebut, karena MSG mencerminkan perturnbuhan pasar modal secara menyeluruh. Berdasarkan data tersebut, pasar modal Indonesia tidak menarik bagi investor pada masa itu. Kemudian dengan dasar bahwa MSG 1999 yaitu sebesar 676,919 lebih besar daripada dua tahun sebelumnya, dan untuk mendapatkan penelitian yang terbaru, penelitian ini menguji pasar modal Indonesia dan Januari 1999 hingga Desember 2001. Tujuan dari penelitian ini adalah menemukan bukti empiris pada pasar modal Indonesia, terutama setelah krisis moneter melanda Indonesia, apakah aktivitas pemecahan saham berdampak secara signifikan terhadap pasar modal secara menyeluruh.Stock split event is used to see the market reaction because stock splits remain one of the most popular and least understood phenomena in capital market. The traditional wisdom is that stock splits are good information which companies split their stocks when they are confident that earnings momentum will continue to push their stock’s price upward. Stock splits are frequently executed when the company’s stock price has riseii to a level that corporate management feels is out of the popular trading range. If this happens then the trading volume decrease and investors interest subsides. To overcome this, management declares a stock split. This research observes the stock split event that held between January 1999 and December 2001. The reason in choosing the period is that when monetary crisis hit Indonesia in the mid 1997 until the end of 1998, the stocks price that in turn affect the composite market price index (IHSG) was falling down. Data collected shows that IHSG in 1997 was 401,712 and MSG in 1998 was 398,038. IHSG is used to make a comparison between those years, because IHSG reflects the growth of capital market in general. Based on those data, the Indonesian capital market was not interesting for investors at that time. Then, with the reason that the composite stock index, MSG, in 1999 as 676,919, which is higher than the two previous years, and to have an up-to-date observation, this research examines the Indonesian capital market from January 1999 to December 200 1. The purpose of this research is to find empirical evidence in Indonesian capital market, especially after the monetary crisis hit Indonesia, whether stock split activity has significant effect in the capital market in general." @default.
- W2306845701 created "2016-06-24" @default.
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- W2306845701 date "2002-01-01" @default.
- W2306845701 modified "2023-09-23" @default.
- W2306845701 title "Analysys of Indonesian capital market reaction to stock split event period 1999-2001" @default.
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