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: , ADITYA BUDHI WIRYAWAN MAHAR, , Prof. Dr. Eduardus Tandelilin, MBA.
格式: Theses and Dissertations NonPeerReviewed
出版: [Yogyakarta] : Universitas Gadjah Mada 2014
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spelling id-ugm-repo.1329312016-03-04T07:51:36Z https://repository.ugm.ac.id/132931/ ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM , ADITYA BUDHI WIRYAWAN MAHAR , Prof. Dr. Eduardus Tandelilin, MBA. ETD 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 [Yogyakarta] : Universitas Gadjah Mada 2014 Thesis NonPeerReviewed , ADITYA BUDHI WIRYAWAN MAHAR and , Prof. Dr. Eduardus Tandelilin, MBA. (2014) ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=73476
institution Universitas Gadjah Mada
building UGM Library
country Indonesia
collection Repository Civitas UGM
topic ETD
spellingShingle ETD
, ADITYA BUDHI WIRYAWAN MAHAR
, Prof. Dr. Eduardus Tandelilin, MBA.
ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM
description 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
format Theses and Dissertations
NonPeerReviewed
author , ADITYA BUDHI WIRYAWAN MAHAR
, Prof. Dr. Eduardus Tandelilin, MBA.
author_facet , ADITYA BUDHI WIRYAWAN MAHAR
, Prof. Dr. Eduardus Tandelilin, MBA.
author_sort , ADITYA BUDHI WIRYAWAN MAHAR
title ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM
title_short ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM
title_full ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM
title_fullStr ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM
title_full_unstemmed ANALISIS PENGARUH PERUBAHAN KOMPOSISI LQ 45 TERHADAP RETURN SAHAM
title_sort analisis pengaruh perubahan komposisi lq 45 terhadap return saham
publisher [Yogyakarta] : Universitas Gadjah Mada
publishDate 2014
url 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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