Jurnal abnormal return

Risk and Return - Pengertian dan Hubungan | M Jurnal

Pengaruh Pengungkapan Corporate Social Responsibility ... ANALYSIS OF ABNORMAL RETURN BEFORE AND AFTER THE ...

7 Feb 2018 International Journal of Scientific and Research Publications, Volume 8, Issue 2, February examine abnormal rates of return by the significant.

observation of the abnormal return over the 10 days before the announcement to 10 days after the announcement. This study uses secondary data from the Indonesia Stock Exchange (IDX). This study used a sample of eight banks listed on the Stock Exchange and announced a … PENGUNGKAPAN CSR DAN CERMINAN ABNORMAL RETURN … The population in this study were all 22 coal mining companies listed on the Indonesia Stock Exchange during the 2013-2017 period. The results of this study indicate that CSR disclosure has a positive effect on abnormal returns, which means that investors consider … (PDF) PENGARUH LABA, PENGUNGKAPAN CORPORATE SOCIAL ... PENGARUH LABA, PENGUNGKAPAN CORPORATE SOCIAL RESPONSIBIITY, DAN PROFITABILITAS TERHADAP ABNORMAL RETURN SAHAM (Studi Empiris Pada Perusahaan Manufaktur di … Return Saham Bulanan/Tahunan: Daftarnya & Cara Menghitung ...

ANALISIS REAKSI INVESTOR TERHADAP PENGUMUMAN RIGHT ISSUE DI BURSA EFEK JAKARTA (Suatu Pengamatan pada Return, Abnormal Return, 

Definisi Abnormal Return. Abnormal return atau return tidak normal adalah selisih antara return atau tingkat keuntungan yang sebenarnya (actual return) dengan tingkat keuntungan yang diharapkan (expected return).. Abnormal return sering digunakan untuk melakukan penilaian kinerja surat berharga. Abnormal return juga dapat dijadikan sebagai dasar pengujian efisiensi pasar. abnormal return – Jurnal Keuangan dan Perbankan (JKP) Jun 26, 2015 · Abnormal return of stock when the analyst reports contain intellectual capital information is higher than that do not contain such information. Key words: abnormal return, intellectual capital, securities analyst report ANALYSIS OF ABNORMAL RETURN BEFORE AND AFTER THE ... Testing abnormal return is not done for each security, but it is done in the aggregate by examining the average abnormal return around the securities in cross-section for each day of the event period. Pengertian dan Cara Menghitung Abnormal Return - Event Study Abnormal return dalam Bahasa Indonesia adalah return tidak normal. Maksudnya adalah, kelebihan return yang sesungguhnya terhadap return normal. Menurut Jogiyanto (2013), return normal merupakan return ekspektasian atau return yang diharapkan investor.

9 Jan 2017 Abstract: This research aims to analyzes the effect of profitability (NPM and ROE) and leverage (DER and DR) partially to stock abnormal returns 

12 Apr 2017 The subject of this paper is to determine the statistical significance of abnormal return that appeared on the New York Stock Exchange after the  9 Jan 2017 Abstract: This research aims to analyzes the effect of profitability (NPM and ROE) and leverage (DER and DR) partially to stock abnormal returns  Obligasi Perusahaan Terhadap Abnormal Return Saham Di Indonesia Tahun 2014 – 2015 Journal article MIX: Jurnal Ilmiah Manajemen • 2017 Indonesia. “More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm- Specific Variables for Cross-Sectional Studies.” Journal of Finance 47,  International Journal of Science and Research (IJSR). ISSN (Online): 2319-7064. Volume 2 Issue 4, April 2014 www.ijsr.net. Abnormal Return and Stock Trading  ANALISIS PENGARUH PENGUMUMAN RIGHT ISSUE TERHADAP ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM DI BURSA EFEK  This study examines whether there is a difference of Stocks Trading Volume and Abnormal Return around the split announcement for 21 days including the day 

ANALISIS ABNORMAL RETURN SAHAM DAN PENGUJIAN … determine the mostinfluential factor influencing the abnormal return of the stock. The right issue announcement is responded negatively by the investor. Further, it is indicated by the value of the cumulative abnormal return which tends to decrease. Dunia Manajemen: Model Perhitungan Abnormal Return Jika return yang terjadi di hari-hari periode jendela adalah 15,1%, 15,2%, 17%, 18%, 20%, 16%, 15% berturut-turut untuk hari -3 sampai dengan +3, maka besarnya abnormal return adalah sebesar 0,1% (15,1% - 15%), 0,2% (15,2% - 15%), 2% (17% -15%), 3% (18% - 15%), 5% (20% - 15%), 1% (16% - … Abnormal returns Definition | Nasdaq Abnormal returns. The component of the return that is not due to systematic influences (market-wide influences).In other words, the abnormal returns is the difference between the actual return and

PENGARUH PENGUMUMAN EX-DIVIDEND DATE TERHADAP … observation of the abnormal return over the 10 days before the announcement to 10 days after the announcement. This study uses secondary data from the Indonesia Stock Exchange (IDX). This study used a sample of eight banks listed on the Stock Exchange and announced a … PENGUNGKAPAN CSR DAN CERMINAN ABNORMAL RETURN … The population in this study were all 22 coal mining companies listed on the Indonesia Stock Exchange during the 2013-2017 period. The results of this study indicate that CSR disclosure has a positive effect on abnormal returns, which means that investors consider … (PDF) PENGARUH LABA, PENGUNGKAPAN CORPORATE SOCIAL ...

Jun 18, 2014 · Penelitian ini bertujuan menganalisis pengaruh dari merger dan akuisisi terhadap kinerja perusahaan di Bursa Efek Jakarta. Kinerja perusahaan diukur dengan menggunakan rasio-rasio keuangan yaitu: PER (price earning ratio), PBV (price to book value) dan EPS (earning per share), OPM (operating profit margin), NPM (net profit margin), Total Asset Turnover, ROA, ROE dan abnormal return disekitar

The model of Aggarwal et al. (1993) was used to define abnormal return, and public companies’ abnormal return of !PO’s stock for 45 firms at the BEJ on May 22nd, 1995 — July 1997 was obtained and examined for the purpose of the study. Multiple regression … ANALISIS ANOMALI PASAR MODAL TERHADAP RETURN DAN … analisis anomali pasar modal terhadap return dan abnormal return di jakarta islamic index tahun 2015 Paper ini merupakan tinjauan teoritis dan empiris dari pengaruh anomali pasar modal khususnya Monday dan Weekend effect terhadap return dan abnormal return. Abnormal Returns Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor …