UMM Institutional Repository

ANALISIS ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SEBELUM DAN SESUDAH PENGUMUMAN DIVIDEN (STUDI EMPIRIS PADA PERUSAHAAN YANG TERDAFTRA DALAN INDEKS LQ45 DI BEI)

Vitasari, Rosi Nur (2019) ANALISIS ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SEBELUM DAN SESUDAH PENGUMUMAN DIVIDEN (STUDI EMPIRIS PADA PERUSAHAAN YANG TERDAFTRA DALAN INDEKS LQ45 DI BEI). Bachelors Degree (S1) thesis, University of Muhammadiyah Malang.

[img]
Preview
Text
PENDAHULUAN.pdf

Download (1MB) | Preview
[img]
Preview
Text
BAB I.pdf

Download (260kB) | Preview
[img]
Preview
Text
BAB II.pdf

Download (645kB) | Preview
[img]
Preview
Text
BAB III.pdf

Download (530kB) | Preview
[img] Text
BAB IV.pdf
Restricted to Registered users only

Download (511kB) | Request a copy
[img] Text
BAB V.pdf
Restricted to Registered users only

Download (244kB) | Request a copy
[img] Text
LAMPIRAN.pdf
Restricted to Registered users only

Download (1MB) | Request a copy

Abstract

This study aims to determine differences in abnormal return and trading volume activity before and after the announcement of the ex-dividend date of companies listed on the LQ45 index in February 2018-February 2019. The type of research used in this study is an event study with 21 days for a window period (event windows) consists of 10 days before the announcement, 1 day on the announcement day and 10 days after the announcement. Data analysis techniques used in this study used the One Sample Ttest and the Paired T-test The results showed at a significance level of 5%, there were 2 days of significant abnormal returns and a significant Trading Volume Activity at 21 days of observation. Paired T-test shows that there is no difference between before and after the announcement of the ex-dividend date. As for the Trading Volume Activity, there is a difference before and after the ex-dividend date announcement.

Item Type: Thesis (Bachelors Degree (S1))
Student ID: 201510170311336
Thesis Advisors: Masiyah Kholmi (0715056502), Siti Zubaidah (0717076502)
Keywords: Abnormal Return, Trading Volume Activity, ex- dividend date
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: Faculty of Economics > Department of Accounting (62201)
Depositing User: 201510170311336
Date Deposited: 23 Aug 2019 07:24
Last Modified: 04 Sep 2019 03:37
URI : http://eprints.umm.ac.id/id/eprint/51363

Actions (login required)

View Item View Item
UMM Official

© 2008 UMM Library. All Rights Reserved.
Jl. Raya Tlogomas No 246 Malang East Java Indonesia - Phone +62341464318 ext. 150, 151 - Fax +62341464101
E-Mail : infopus[at]umm.ac.id - Website : http://lib.umm.ac.id - Online Catalog : http://laser.umm.ac.id - Repository : http://eprints.umm.ac.id

Web Analytics

UMM Institutional Repository is powered by :
EPrints Logo