ANALISIS PERBEDAAN REAKSI PASAR ATAS PENGUMUMAN INDONESIAN BANKING AWARD

S, Kshanti Tri (2018) ANALISIS PERBEDAAN REAKSI PASAR ATAS PENGUMUMAN INDONESIAN BANKING AWARD. Undergraduate thesis, Universitas Katolik Musi Charitas.

	Text (Cover) EM-2018-142434-cover.pdf Download (124kB)
	Text (Abstract) EM-2018-142434-abstract.pdf Restricted to Registered users only Download (113kB) | Request a copy
	Text (Tableofcontent) EM-2018-142434-tableofcontent.pdf Restricted to Registered users only Download (125kB) | Request a copy
	Text (Chapter1) EM-2018-142434-chapter1.pdf Restricted to Registered users only Download (525kB) | Request a copy
	Text (Chapter2) EM-2018-142434-chapter2.pdf Restricted to Registered users only Download (498kB) | Request a copy
	Text (Chapter3) EM-2018-142434-chapter3.pdf Restricted to Registered users only Download (353kB) | Request a copy
	Text (Chapter4) EM-2018-142434-chapter4.pdf Restricted to Repository staff only Download (255kB) | Request a copy
	Text (Conclusion) EM-2018-142434-conclusion.pdf Restricted to Registered users only Download (117kB) | Request a copy
	Text (Reference) EM-2018-142434-reference.pdf Restricted to Repository staff only Download (123kB) | Request a copy
	Text (Attachment) EM-2018-142434-attachment.pdf Restricted to Registered users only Download (859kB) | Request a copy
	Text (Complate) EM-2018-142434-complete.pdf Restricted to Repository staff only Download (3MB) | Request a copy
	Text (Summary_id) EM-2018-142434-summary_id.pdf Restricted to Registered users only Download (495kB) | Request a copy

Abstract

ABSTRACT This research to find out the market reaction to the publication of Indonesian Banking Award 2015-2017. Market reaction can be seen from the difference in abnormal return before and after announcement, and also seen from the difference in abnormal return of the winner and not winner. The sample used in this research is all banking companies listed in Indonesian Stock Exchange (BEI). Data research using secondary data, the data is the closing stock price during the event window period 3 days before and 3 days after the announcement. Expected return calculate using the market adjusted model and hypotheses were tested using Wilcoxon Sign Ranks Test and Mann-Whitney Test. The result of Wilcoxon Sign Ranks Test showed that the publication of Indonesian Banking Award in 2015-2017 was responded by the market with significant abnormal returns before and after publication. Meanwhile the result of Mann Whitney Test showed that there is no difference abnormal return between winner and not winner. Keyword: Market reaction, abnormal return, Indonesian Banking Award, event study

Actions (login required)

View Item