PERBEDAAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH REVERSE STOCK SPLIT (STUDI EMPIRIS PADA BURSA EFEK INDONESIA)
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. N...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Udayana
2011-07-01
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| Series: | Jurnal Ilmiah Akuntansi dan Bisnis |
| Subjects: | |
| Online Access: | https://ojs.unud.ac.id/index.php/jiab/article/view/2655 |