Kusumaningtyas, Suryaputri Arum (2019) Pengujian Efisiensi Pasar Modal Indonesia Periode Tahun 2015 - 2018. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui efisiensi pasar modal Indonesia setelah diberlakukannya MEA, untuk mengetahui efisiensi pasar modal atas pengumuman stock split, deviden dan merger. Penelitian ini menggunakan model uji sample paired t test. Hasil penelitian menunjukkan bahwa terdapat perbedaan abnormal return yang signifikan pada peristiwa stock split, deviden dan merger saham. Stock split, Deviden dan Merger merupakan informasi yang direspon oleh pasar, oleh karena itu pasar modal Indonesia sudah efisien dalam bentuk setengah kuat.
English Abstract
This study aims to determine the efficiency of the Indonesian capital market after the enactment of the MEA, to determine the efficiency of the capital market for the announcement of stock split, dividends and mergers. This study uses a paired t test sample test model. The results showed that there were significant abnormal returns in the event of stock splits, dividends and stock mergers. Stock splits, dividends and mergers are information that is responded to by the market, therefore the Indonesian capital market is efficient in the form of half strong.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/580/051910210 |
| Uncontrolled Keywords: | Stock Split, Deviden, Merger, Pasar Modal, Efisiensi Pasar Modal, Efisiensi Setengah Kuat, MEA-Stock Split, Dividends, Mergers, Capital Markets, Capital Market Efficiency, Half Strong Efficiency, MEA |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.04 Special topics of financial economics > 332.041 Capital |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | soegeng sugeng |
| Date Deposited: | 02 Oct 2020 03:45 |
| Last Modified: | 04 Mar 2022 02:14 |
| URI: | http://repository.ub.ac.id/id/eprint/177327 |
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