Lampiran 3 Analisis Deskriptif
a. Deskriptif Statistik Sebelum Stock Split
Descriptive Statistics
N 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 Statistics
N 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 Valid N listwise
110
Universitas Sumatera Utara
Lampiran 4 Uji Asumsi Klasik
a. Uji Asumsi Klasik Sebelum Stock Split
Universitas Sumatera Utara
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N 110
Normal Parameters
a,,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.
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. Collinearity
Statistics B
Std. Error
Beta Tolerance VIF
1 Constant
.011 .253
.042 .966
Ln_Harga_Saham .058
.031 .190 1.903
.060 .905 1.105
Ln_Volume_Perdagangan .009
.014 .065
.663 .509
.923 1.083 Ln_Varian_Return
-.017 .033
-.052 -.504 .615
.847 1.180 a. Dependent Variable: Abs
Universitas Sumatera Utara
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. Collinearity
Statistics B
Std. Error
Beta Tolerance VIF
1 Constant
1.530 .420
3.644 .000
Ln_Harga_Saham -.240
.051 -.331 -4.745
.000 .905 1.105
Ln_Volume_Perdagangan -.210
.023 -.642 -9.284
.000 .923 1.083
Ln_Varian_Return .010
.055 .013
.184 .855
.847 1.180 a. Dependent Variable: Ln_Bid_Ask_Spread
Model Summary
b
Model R
R Square Adjusted R
Square Std. Error of the
Estimate Durbin-Watson
1 .730
a
.533 .519
.65799 1.943
a. Predictors: Constant, Ln_Varian_Return, Ln_Volume_Perdagangan, Ln_Harga_Saham
b. Dependent Variable: Ln_Bid_Ask_Spread
b. Uji Asumsi Klasik Sesudah Stock Split