Lampiran 1
Sampel Penelitian
Daftar Perusahaan yang melakukan
Stock Split
tahun 2012-2014
No Nama Perusahaan Kode Split Ratio Tanggal Stock Split
1 Petrosea Tbk PTRO 1:10 06 Maret 2012
2 Pakuwon Jati Tbk PWON 1:4 30 Maret 2012
3 Astra International Tbk ASII 1:10 05 Juni 2012 4 Indomobil Sukses Internasional Tbk IMAS 1:2 07 Juni 2012
5 Indospring Tbk INDS 5:7 19 Juni 2012
6 Mondren Internasional Tbk MDRN 1:5 03 Juli 2012 7 Central Omega Resources Tbk DKFT 1:5 03 Agustus 2012 8 Kresna Graha Sekurindo Tbk KREN 1:4 07 Agustus 2012
9 Kalbe Farma Tbk KLBF 1:5 08 Agustus 2012
10 Aces Hardware Indonesia Tbk ACES 1:10 01 Nopember 2012
11 Japfa Comfeed Tbk JPFA 1:5 19 April 2013
12 Summarecon Agung Tbk SMRA 1:2 27 Juni 2013
13 Arwana Citra Mulia Tbk ARNA 1:4 08 Juli 2013 14 Sarana Menara Nusantara Tbk TOWR 1:10 22 Juli 2013 15 Sumber Alfaria Trijaya Tbk AMRT 1:10 29 Juli 2013 16 Jaya Real Property Tbk JRPT 1:5 01 Agustus 2013 17 Telekomunikasi Indonesia Tbk TLKM 1:5 28 Agustus 2013
18 Jaya Konstruksi Tbk JKON 1:5 26 September 2013 19 Alumindo Light Metal Tbk ALMI 1:2 12 Februari 2014 20 Indal Aluminium Industry Tbk INAL 1:2 12 Februari 2014
Lampiran 2
Tabulasi Data Variabel Penelitian
a.
Tabulasi Data Variabel Penelitian Sebelum
Stock Split
Lampiran 3
Analisis Deskriptif
a.
Deskriptif Statistik Sebelum
Stock Split
Descriptive StatisticsN Minimum Maximum Mean Std. Deviation
Harga_Saham 110 550.00 66000.00 10188.4545 15556.57812
Volume_Perdagangan 110 .000020 2.606080 .13467145 .316067046
Varian_Return 110 .002000 .556780 .12639000 .150843640
Bid_Ask_Spread 110 .078927 8.000000 2.06470165 1.860624960 Valid N (listwise) 110
b.
Deskriptif Statistik Sesudah
Stock Split
Descriptive StatisticsN Minimum Maximum Mean Std. Deviation
Harga_Saham 110 184.00 7950.00 1882.4636 2109.19166
Volume_Perdagangan 110 .000004 .445926 .05841612 .080666336
Varian_Return 110 .011845 .425887 .10567864 .110448229
Bid_Ask_Spread 110 .505051 16.772152 2.40407474 2.960662900
Lampiran 4
Uji Asumsi Klasik
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N 110
Normal Parametersa,,b Mean .0000000
Std. Deviation .64886974
Most Extreme Differences Absolute .087
Positive .087
Negative -.065
Kolmogorov-Smirnov Z .916
Asymp. Sig. (2-tailed) .371
a. Test distribution is Normal. b. Calculated from data.
Coefficientsa a. Dependent Variable: Ln_Bid_Ask_Spread
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the
Estimate Durbin-Watson
1 .730a .533 .519 .65799 1.943
a. Predictors: (Constant), Ln_Varian_Return, Ln_Volume_Perdagangan, Ln_Harga_Saham
b. Dependent Variable: Ln_Bid_Ask_Spread
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N 110
Normal Parametersa,,b Mean .0000000
Std. Deviation .50881781
Most Extreme Differences Absolute .122
Positive .122
Negative -.116
Kolmogorov-Smirnov Z 1.275
Asymp. Sig. (2-tailed) .077
Coefficientsa a. Dependent Variable: Abs
Coefficientsa a. Dependent Variable: Ln_Bid_Ask_Spread
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the
Estimate Durbin-Watson
1 .756a .571 .559 .51597 1.957
Lampiran 5
Pengujian Hipotesis
a.
Analisis Regresi Linear Berganda Sebelum
Stock Split
ANOVAbModel Sum of Squares df Mean Square F Sig.
1 Regression 52.308 3 17.436 40.273 .000a
Residual 45.892 106 .433
Total 98.200 109
a. Predictors: (Constant), Ln_Varian_Return, Ln_Volume_Perdagangan, Ln_Harga_Saham b. Dependent Variable: Ln_Bid_Ask_Spread
Coefficientsa a. Dependent Variable: Ln_Bid_Ask_Spread
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the
Estimate Durbin-Watson
1 .730a .533 .519 .65799 1.943
a. Predictors: (Constant), Ln_Varian_Return, Ln_Volume_Perdagangan, Ln_Harga_Saham
b.
Analisis Regresi Linear Berganda Sesudah
Stock Split
a. Predictors: (Constant), Ln_Varian_Retur, Ln_Harga_Saham, Ln_Volume_Perdagangan b. Dependent Variable: Ln_Bid_Ask_Spread
Coefficientsa a. Dependent Variable: Ln_Bid_Ask_Spread
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the
Estimate Durbin-Watson
1 .756a .571 .559 .51597 1.957
c. Uji Paired Sampel T Test
Bid-Ask
Spread
Sebelum dan Sesudah
Stock
Split
Paired Samples Statistics
Mean N Std. Deviation Std. Error Mean
Pair 1 Sebelum_Stock_Split 2.06470165 110 1.860624960 .177403629
Sesudah_Stock_Split 2.40407474 110 2.960662900 .282288131
Paired Samples Test
Paired Differences
t df
Sig. (2-tailed)
Mean Std. Deviation
Std. Error Mean
95% Confidence Interval of the Difference
Lower Upper
Pair 1
Sebelum_Stock_Split - Sesudah_Stock_Split