MANURUNG, DARBY MAGDALENA (2018) ANALISIS DAMPAK PENGUMUMAN RIGHT ISSUE TERHADAP REAKSI PASAR DI BURSA EFEK INDONESIA (STUDI KASUS PADA BANK-BANK YANG MELAKUKAN RIGHT ISSUE TAHUN 2013- 2017). S2 thesis, Universitas Mercu Buana - Menteng.
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Abstract
In an efficient market hypothesis it is said that the price of sham will move quickly with the chest of relevant information. The purpose of this study is to determine the investor's reaction to the announcement of the rights issue in capital apsar indonesia.Reaksi investors obtained by abnormal return throughout the announcement day. The sample used is right issue in Indonesia Stock Exchange year 2013-2017, in order to know investor reaction to right issue announcement used event study with 11 event window (-5 and +5) using market model. In general, this study has not found any significance in the abnormal return of stock at the time of the announcement of right issue which means the content of the rights issue does not contain information content. The absence of changes in the stock's urethurn at the time of announcement is made public, due to the possibility of asymmetry received by market participants or other information that is considered more important than the right issue. In the end we conclude that the right issue is not a good news for investors, right issue announcement information has not been received simultaneously. Key words: Right Issue, abnormal return, event study, market model Dalam Hipotesis pasar yang efisien dikatakan bahwa harga shaam akan begerak dengan seketika dengan dadanya informasi yang relevan. Tujuan penelitian ini adalah untuk mengetahui rekasi investor terhadap pengumuman right issue di apsar modal indonesia.Reaksi investor diperoleh dengan abnormal return diseluruh hari pengumuman. Sampel yang digunakan adalah right issue di Bursa Efek Indonesia tahun 2013-2017, guna mengetahui reaksi investor terhadap pengumuman right issue digunakan event study dengan 11 event window (-5 dan +5 ) dengan menggunakan market model. Secara umum penelitian ini belum menemukan signifikasi dalam abnormal return saham pada saat pengumuman right issue yang berarti kandungan right issue tidak memliki kandungan informas. Tidak adanya perubahan ureturn saham pada saat pengumuman disampaikan kepada publik, disebabkan kemungkinan adanya asimetri yang diterima oleh pelaku pasar atau informasi lain yang diaggap lebih penting dari pada right issue. Pada ahirnya kami menyimpulkan bahwa right issue belum merupakan kabar baik bagi investor, informasi pengumuman right issue belum diterima secara bersamaan. Kata Kunci: Right Issue, abnormal return, event study, market model
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-18-004 |
| NIM/NIDN Creators: | 55115120161 |
| Uncontrolled Keywords: | Right Issue, abnormal return, event study, market model, Right Issue, abnormal return, event study, market model, MKU, Manajemen keuangan |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | MYTHA ALVIANA SARI |
| Date Deposited: | 22 Mar 2022 05:05 |
| Last Modified: | 20 Jun 2022 03:11 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/58553 |
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