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Perbandingan Trading Volume Activity Dan Abnormal Return Sebelum Dan Sesudah Pengumuman Right Issue Pada Sektor Keuangan Periode 2009-2013 Di Bursa Efek Indonesia
Visi Abhayani (2018) | Tugas Akhir | Akuntansi
Bagikan
Ringkasan
Tujuan penelitian ini yaitu untuk mengetahui perbedaan trading volume activity dan abnormal return sebelum dan sesudah pengumuman right issue periode 2009-2013 pada sektor keuangan di Bursa Efek Indonesia (BEI). Pengujian kandungan informasi akan dilakukan dengan melihat perbedaan rata-rata trading volume activity dan rata-rata abnormal return sepuluh hari sebelum dan sepuluh hari sesudah pengumuman right issue. Right issue merupakan salah satu corporate action atau kegiatan penawaran umum kepada pemegang saham lama dalam rangka penerbitan hak memesan efek terlebih dahulu. Penelitian ini dilakukan dengan menggunakan metode analisis statistik deskriptif komparatif. Sampel penelitian adalah perusahaan yang tercatat di Bursa Efek Indonesia pada sektor keuangan, yang mengeluarkan pengumuman right issue saja selama tahun 2009-2013. Menggunakan uji Paired Sample T Test pada sebelum dan sesudah pengumuman right issue. Hasil penelitian ini menunjukan bahwa tidak terdapat perbedaan signifikan trading volume activity sebelum dan sesudah pengumuman right issue dan tidak terdapat perbedaan signifikan abnormal return sebelum dan sesudah pengumuman right issue. Kata Kunci: Trading Volume Activity, abnormal return, right issue.
Ringkasan Alternatif
The purpose of this research is to know the difference trading volume activity and abnormal return before and after the announcement of right issue the period 2009-2013 in the financial sector in indonesia stock exchange. Testing the content of information will be done to see the difference between the average of trading volume activity and an average of abnormal returns ten days before and ten days after the announcement of the right issue. Right issue trough is one of corporate action or activities public offering to shareholders in order to the issuance of the right to order effects in advance. The research was carried out by using the method of analysis of statistics descriptive comparative. Study sample this is a company that was recorded in Indonesia stock exchange on the financial sector, which issued the announcement of right issue it, for years 2009-2013. Using the test Paired the Sample T Test on before and after the announcement of the right issue. The results showed that there is no significant differences trading volume of activity before and after the announcement of the right issues and not there are also significant differences abnormal return before and after the announcement of the right issue. Keywords: Trading Volume Activity, Abnormal Return, Right Issue.