ANALISIS PERBEDAAN HARGA SAHAM, VOLUME PERDAGANGAN, DAN VOLATILITAS RETURN PADA SAHAM PROPERTI DAN REAL ESTATE YANG TERDAFTAR DI BEI SEBELUM DAN SESUDAH PERUBAHAN KEBIJAKAN AUTO REJECTION

Arum, Valentina Febri Sekar (2019) ANALISIS PERBEDAAN HARGA SAHAM, VOLUME PERDAGANGAN, DAN VOLATILITAS RETURN PADA SAHAM PROPERTI DAN REAL ESTATE YANG TERDAFTAR DI BEI SEBELUM DAN SESUDAH PERUBAHAN KEBIJAKAN AUTO REJECTION. Undergraduate thesis, Universitas Katolik Musi Charitas Palembang.

	Text (Cover) EA-2019-1521046-Cover.pdf Download (697kB)
	Text (Abstract) EA-2019-1521046-Abstract.pdf Restricted to Registered users only Download (38kB)
	Text (Tabel Of Content) EA-2019-1521046-Tabelofcontent.pdf Restricted to Registered users only Download (116kB)
	Text (Chapter 1) EA-2019-1521046-Chapter1.pdf Restricted to Registered users only Download (184kB)
	Text (Chapter 2) EA-2019-1521046-Chapter2.pdf Restricted to Registered users only Download (139kB)
	Text (Chapter 3) EA-2019-1521046-Chapter3.pdf Restricted to Registered users only Download (158kB)
	Text (Chapter 4) EA-2019-1521046-Chapter4.pdf Restricted to Registered users only Download (144kB)
	Text (Conclusion) EA-2019-1521046-Conclusion.pdf Restricted to Registered users only Download (44kB)
	Text (Reference) EA-2019-1521046-Reference.pdf Restricted to Registered users only Download (123kB)
	Text (Attachment) EA-2019-1521046-Attachment.pdf Restricted to Registered users only Download (1MB)
	Text (Complete) EA-2019-1521046-Complete.pdf Restricted to Repository staff only Download (2MB)
	Text (Summary_id) EA-2019-1521046-Summary_id.pdf Restricted to Registered users only Download (566kB)

Abstract

This study is kind of event study which used time line 5 days before and 5 days after a phenomenon where BEI change the wisdom of auto rejection asymmetric become auto rejection symmetric on 3rd January 2017. The goal of this study was to look market reaction whether there is stock price difference, trade volume, and stock return volatility before and after that change. Related to that phenomenon, property sector and real estate were chosen as the sample of this study and there were 58 companies which were in line with the criteria. After the researcher did experiment by using Wilcoxon Signed Ranks Test Rank, the result showed that Ha1 and Ha3 were accepted. It means that only the variable of stock price and stock return volatility have significant difference before and after the change of auto rejection change while trade volume did not have difference significantly or in other words Ha2 was rejected. Keywords: Auto rejection, stock price, trade volume, stock return volatility.

Actions (login required)

View Item