ANALISIS PERBEDAAN HARGA SAHAM, RETURN SAHAM, DAN ABNORMAL RETURN SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN HIGH PROFILE DAN LOW PROFILE YANG TERDAFTAR DI BURSA EFEK INDONESIA

This research aims to determine whether there are differences in stock prices, returns and abnormal before after a split high profile low companies. The period used this study was on 2016-2018. analyzed quantitative method by using purposive sampling method. Based the criteria, 40 companies were selected as samples. Kolmogorov Smirnov One Sample test for normality test. After carried out, data processed two paired-sample difference t-test (paired sample t-test) if normally distributed but it not Wilcoxon Signed Rank would be used. Hypothesis testing results showed that (1) prices (2) (3) company (4) is no (5) (6) (7) (8) (9) at