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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[Yogyakarta] : Universitas Gadjah Mada
2014
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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 |
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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 |
_version_ |
1681233591961387008 |