EFEK TRANSFER INFORMASI INTRA INDUSTRI ATAS PENGUMUMAN DIVIDEN TUNAI PERUSAHAAN DI BURSA EFEK INDONESIA

Arifin, Marvin (2018) EFEK TRANSFER INFORMASI INTRA INDUSTRI ATAS PENGUMUMAN DIVIDEN TUNAI PERUSAHAAN DI BURSA EFEK INDONESIA. Undergraduate thesis, Universitas Katolik Musi Charitas.

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Abstract

ABSTRACT The aim of this research was to investigate the information content and intra industry effect of dividend announcement in BEI. The population of this research are agriculture firms and property, real estate and building construction firms. Using purposive sampling method, obtained 31 firms that report dividend (43 observation) dan 40 firms that non report dividend (729 observation) during - Analysis of data is using one sample t-test for examine information content and intra industry effect of dividend announcement. The result of this research show that there was information content in dividend announcement with a significant positive abnormal return in t-4, t-2, t+3, t+4 and negative in t-0, t+2, t+5 and also there was an intra industry transfer information effect that is more dominant to the contagion effect with abnormal return in t-4, t-1 and t + 2 which is positive in the same direction with abnormal return reporter firms. Key words: dividend announcement, transfer of infromation, contagion effect, abnormal return

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