AbstrakStock Split represent policy of public company to break one share sheet become n share sheet , according to factor split. This policy still become conundrum because economically not assign add value to company but empirical evidence show that market give reaction. This research aim to analyse influence of stock split to share return (measured with security retum variability), activity trading of share ( measured with trading volume activity) and bid-ask spread , seen from there are difference before and after announcement of stock split.P eriod  of  research  during  1999 till  2004  with determination of sampel  use method  of p urposi1 ·e sampling. Amount of taken company as sampel 85 from 92 emiten. Seven emit en out of analysis  because one emiten, its share was not be t ra nsactioned  and six emiten delisting. S ek unda 1y data used to be to be obtained by documentation of I CM D and JSX  S tatistic 4'hQua rte1: Technical analys is used fo r different test is w il coxon s ign rank test if dist ribution da tais not normal and e paired  samples t test if data  have normal dist ribution. While to test da ta d ist ribution used by kolmogoro v-smirnov  test.Result of research show that there are not difference of SR V and  bid-ask spread among perio d before and after announcement ( H 1 and HJ unprovable). TVA have difference among peri od bef ore and after announcement ( H 2 Pr oven). Kata kunci: Stock split. pair ed sampl es t test, wilcoxon s ign rank test, security return variability, and bid-ask  spr ead .