PERBANDINGAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH PERUBAHAN FRAKSI HARGA
Abstract
Abstract
This study aims to compare stock liquidity in LQ45 companies before and
after changes to the new trading rules, which was set on May 2, 2016. In this study
using the window period 10 days before the change and 10 days after the change.
Data analysis method uses trading volume activity to measure stock liquidity. In the
selection of samples using purposive sampling technique, where the selected sample
is 43 companies.
The normality test in this study uses One Sample Kolmogorov-Smirnov,
while for testing hypotheses using Paired Sample t-test. The this study of indicate that
there is no difference in stock liquidity in LQ45 companies before and after changes
in the price fraction.
Keywords: stock liquidity, trading volume activity, price fraction.
This study aims to compare stock liquidity in LQ45 companies before and
after changes to the new trading rules, which was set on May 2, 2016. In this study
using the window period 10 days before the change and 10 days after the change.
Data analysis method uses trading volume activity to measure stock liquidity. In the
selection of samples using purposive sampling technique, where the selected sample
is 43 companies.
The normality test in this study uses One Sample Kolmogorov-Smirnov,
while for testing hypotheses using Paired Sample t-test. The this study of indicate that
there is no difference in stock liquidity in LQ45 companies before and after changes
in the price fraction.
Keywords: stock liquidity, trading volume activity, price fraction.
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