ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM
An index in a stock market represents the performance of the stock market itself. An addition of a stock to an index can increase investor�s confidence toward the stock, and deletion of a stock from an index can decrease investor�s confidence toward the stock. This research uses abnormal return...
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| Main Authors: | , |
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| 格式: | Theses and Dissertations NonPeerReviewed |
| 出版: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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| 主題: | |
| 在線閱讀: | https://repository.ugm.ac.id/132931/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=73476 |
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| 機構: | Universitas Gadjah Mada |
| 總結: | An index in a stock market represents the performance of the stock market
itself. An addition of a stock to an index can increase investor�s confidence
toward the stock, and deletion of a stock from an index can decrease investor�s
confidence toward the stock. This research uses abnormal return as a proxy to
measure investor�s confidence.
Steps in calculating the abnormal return is by substracting the daily return
with the expected return. The statistic test used by this research is one sample ttest.
The result of this research shows that there is a positive and significant
abnormal return for addition |
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