Rusti, Rusti (2012) reaksi average abnormal return sebelum dan sesudah pengumuman right issue atau stock split (studi pada perusahaan yang termasuk dalam indeks lq45 tahun 2006 – 2010). Bachelor Thesis thesis, Universitas Multimedia Nusantara.
Abstract
The purpose of this research was to determine the difference of average abnormal return of rights issue and stock split on average abnormal return. It is intended to help investors in response to the announcement of corporate action in the stock market. In this research, the sample used were 4 companies included in the index LQ45 years 2006-2010 and meet the criteria sampling of this study. Samples were taken based on the purposive sampling. Data obtained by the method of secondary data obtained from PRPM, Indonesia Stock Exchange. This study used an event window for 31 days; see 15 days before and 15 days after. The results of this study showed that there is no significant difference between the average abnormal return before and after both announcement of the corporate actions. Otherwise, there were some days that have significant influences along the day of the announcement.
Item Type: | Thesis (Bachelor Thesis) |
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Subjects: | 300 Social Sciences > 330 Economics > 332 Financial Economics (Shares, Investment) |
Divisions: | Faculty of Business > Accounting |
Depositing User: | Administrator UMN Library |
Date Deposited: | 25 Oct 2019 03:09 |
Last Modified: | 25 Jan 2023 06:02 |
URI: | https://kc.umn.ac.id/id/eprint/7662 |
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