ANALISIS PERBEDAANABNORMAL RETURNDAN TRADING VOLUME ACTIVITYSEBELUM DAN SESUDAH AKSI KORPORASIRIGHT ISSUE (Pada Emiten yang Terdaftar di Bursa Efek Indonesia Periode 2012-2016)

KOMARIAH, SITI (2018) ANALISIS PERBEDAANABNORMAL RETURNDAN TRADING VOLUME ACTIVITYSEBELUM DAN SESUDAH AKSI KORPORASIRIGHT ISSUE (Pada Emiten yang Terdaftar di Bursa Efek Indonesia Periode 2012-2016). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

Right issue is an event that’s related to information’s publication as an announcement and can be used to observe the market reaction. Theoretically, the market reaction is measured by abnormal return and trading volume activity. The aim of this study is to verify the market reaction to the announcement of the rights issue by seeing whether there are differences of abnormal retur and trading volume activity before and after the announcement of the company members are listed on the Stock Exchange 2012 – 2016. The samples were taken by purposive sampling technique. Total sample used 30 companies. The data analysis used Wilcoxon Signed Rank Test. In this analysis, the writer used SPSS as existing tools. The conclusions are there is no significant difference in the abnormal return while there is significant difference to trading volume activity between before and after the announcement of the rights issue. Keywords: Right Issue, Abnormal Return, Trading Volume Activity, Event Study Right issue merupakan salah satu peristiwa yang informasinya dipublikasikan sebagai suatu pengumuman yang dapat digunakan untuk melihat reaksi pasar. Reaksi pasar ini diukur dengan abnormal return dan volume perdagangan saham (trading volume activity). Penelitian ini bertujuan untuk menguji reaksi pasar terhadap pengumuman right issue dengan melihat ada tidaknya perbedaan abnormal return dan trading volume activity sebelum dan sesudah pengumuman right issue. Populasi dalam penelitian ini adalah perusahaan yang terdaftar di Bursa Efek Indonesia periode 2012 – 2016. Sampel penelitian diambil berdasarkan teknik purposive sampling. Total sampel yang digunakan sebanyak 30 perusahaan. Analisis data menggunakan Wilcoxon Signed Rank Test menggunakan alat bantu SPSS. Simpulan dari penelitian ini yaitu tidak terdapat perbedaan dalam abnormal return tetapi pada trading volume activity terdapat perbedaan antara sebelum maupun sesudah pengumuman right issue. Kata Kunci: Right Issue, Abnormal Return, Trading Volume Activity, Event Study

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 18 266
NIM: 43114110316
Uncontrolled Keywords: Right Issue, Abnormal Return, Trading Volume Activity, Event Study
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 025 Operations, Archives, Information Centers/Operasional Perpustakaan, Arsip dan Pusat Informasi, Pelayanan dan Pengelolaan Perpustakaan > 025.1 Administration and Library Management/Administrasi dan Manajemen Perpustakaan > 025.11 Finance/Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.24 Financial Institutions/Lembaga Keuangan
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 03 Oct 2018 01:34
Last Modified: 11 Oct 2018 07:07
URI: http://repository.mercubuana.ac.id/id/eprint/44816

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