PERBEDAAN ABNORMAL RETURN DAN AKTIVITAS VOLUME PERDAGANGAN PADA MASA SEBELUM DAN SESUDAH RIGHT ISSUE (Studi Empiris Perusahaan Yang Terdaftar Di Bursa Efek Indonesia Periode Tahun 2015-2017)

LESTARI, MAIGI (2020) PERBEDAAN ABNORMAL RETURN DAN AKTIVITAS VOLUME PERDAGANGAN PADA MASA SEBELUM DAN SESUDAH RIGHT ISSUE (Studi Empiris Perusahaan Yang Terdaftar Di Bursa Efek Indonesia Periode Tahun 2015-2017). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to determine the differences in abnormal returns and trading volume activities before and after the rights issue of companies on the Indonesia Stock Exchange in the 2015-2017 period. The data used in this study are secondary data in the form of daily abnormal returns and stock trading volume activity. From a population of 31 companies on the Indonesia Stock Exchange for the period 2015-2017, 22 companies met the criteria to be sampled. This sample was selected using purposive sampling method. This research is an event study with an event period of 10 days, namely, 5 days after the announcement of the rights issue and 5 days after the announcement of the rights issue. The test uses the Wiloxon Signed Rank Test method because the data is not normally distributed. The results of this study indicate that there is no difference in abnormal returns and stock trading volume activity before and after the rights issue. Keywords : right issue, abnormal return, trading volume activity, purposive sampling, event study, Wilcoxon signed rank test. Penelitian ini bertujuan untuk mengetahui perbedaan abnormal return dan aktivitas volume perdagangan sebelum dan sesudah right issue pada perusahaan di Bursa Efek Indonesia periode 2015-2017. Data yang digunakan dalam penelitian ini adalah data sekunder berupa data harian abnormal return dan aktivitas volume perdagangan saham. Dari populasi sebanyak 31 perusahaan di Bursa Efek Indonesia periode tahun 2015-2017, didapat 22 perusahaan memenuhi kriteria menjadi sampel. Sampel ini dipilih dengan menggunakan metode purposive sampling. Penelitian ini merupakan event study dengan periode peristiwa 10 hari yakni, 5 hari setelah pengumuman right issue dan 5 hari sesudah pengumuman right issue. Pengujian mengganakan metode Wiloxon Signed Rank Test karena data tidak terdistribusi normal. Hasil penelitian ini menunjukkan bahwa tidak terdapat perbedaan abnormal return dan aktivitas volume perdagangan saham sebelum dan sesudah right issue. Kata kunci : right issue, abnormal return, aktivitas volume perdagangan, purposive sampling, event study, Wilcoxon signed rank test.

Item Type: Thesis (S1)
NIM/NIDN Creators: 43116110406
Uncontrolled Keywords: right issue, abnormal return, aktivitas volume perdagangan, purposive sampling, event study, Wilcoxon signed rank test.
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 005 Computer Programmming, Programs, Data/Pemprograman Komputer, Program, Data > 005.4 System Programming and Programs/Sistem Pemrograman dan Program > 005.43 Operating System/Sistem Operasi > 005.434 Process Management Programs/Program Manajemen Proses
400 Language/Bahasa > 400. Language/Bahasa > 406 Organizations and management/Organisasi dan Manajemen
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 06 Nov 2023 04:30
Last Modified: 06 Nov 2023 04:30
URI: http://repository.mercubuana.ac.id/id/eprint/83891

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