PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI)
This purpose of this research is to the test the effect of right issue of abnormal return and liquidity. This research found 100 ample with 11 event window (from day -5 to day +5). Abnormal return was calculated by mean adjusted model. The statistical test used to test the hypothesis is to use the a...
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| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: |
| _version_ | 1826045229821591552 |
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| author | , Dwina Marsiani Soplanir, S.Si, Teologi , Prof. Dr. Marwan Asri, MBA |
| author_facet | , Dwina Marsiani Soplanir, S.Si, Teologi , Prof. Dr. Marwan Asri, MBA |
| author_sort | , Dwina Marsiani Soplanir, S.Si, Teologi |
| collection | UGM |
| description | This purpose of this research is to the test the effect of right issue of
abnormal return and liquidity. This research found 100 ample with 11 event
window (from day -5 to day +5). Abnormal return was calculated by mean
adjusted model. The statistical test used to test the hypothesis is to use the average
difference test (paired T-test). The result showed that statistically there was
significant difference between the value of abnormal return before and after the
announcement right issue, showed that the Sig (P-Value) equal to 0,005 and
otherwise on trading volume activity no significant difference between the value of
trading volume activity before and after the announcement right issue showed that
the Sig (P-Value) equal to 0,386 which this value is much greater than the value of
only .05 (Sig). Then by this research show that announcement of the right issue not
significantly effect trading volume activity of firms that do the right issue |
| first_indexed | 2024-03-13T22:33:53Z |
| format | Thesis |
| id | oai:generic.eprints.org:97783 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:33:53Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:977832016-03-04T08:46:21Z https://repository.ugm.ac.id/97783/ PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI) , Dwina Marsiani Soplanir, S.Si, Teologi , Prof. Dr. Marwan Asri, MBA ETD This purpose of this research is to the test the effect of right issue of abnormal return and liquidity. This research found 100 ample with 11 event window (from day -5 to day +5). Abnormal return was calculated by mean adjusted model. The statistical test used to test the hypothesis is to use the average difference test (paired T-test). The result showed that statistically there was significant difference between the value of abnormal return before and after the announcement right issue, showed that the Sig (P-Value) equal to 0,005 and otherwise on trading volume activity no significant difference between the value of trading volume activity before and after the announcement right issue showed that the Sig (P-Value) equal to 0,386 which this value is much greater than the value of only .05 (Sig). Then by this research show that announcement of the right issue not significantly effect trading volume activity of firms that do the right issue [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Dwina Marsiani Soplanir, S.Si, Teologi and , Prof. Dr. Marwan Asri, MBA (2012) PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI). UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54097 |
| spellingShingle | ETD , Dwina Marsiani Soplanir, S.Si, Teologi , Prof. Dr. Marwan Asri, MBA PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI) |
| title | PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL
RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI) |
| title_full | PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL
RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI) |
| title_fullStr | PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL
RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI) |
| title_full_unstemmed | PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL
RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI) |
| title_short | PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL
RETURN DAN LIKUIDITAS : Studi Empiris Pada Bursa Efek Indonesia (BEI) |
| title_sort | pengaruh pengumuman right issue terhadap abnormal return dan likuiditas studi empiris pada bursa efek indonesia bei |
| topic | ETD |
| work_keys_str_mv | AT dwinamarsianisoplanirssiteologi pengaruhpengumumanrightissueterhadapabnormalreturndanlikuiditasstudiempirispadabursaefekindonesiabei AT profdrmarwanasrimba pengaruhpengumumanrightissueterhadapabnormalreturndanlikuiditasstudiempirispadabursaefekindonesiabei |