Ferandy, Nixon (2016) Abnormal Return Portofolio Winner Loser Saham Perusahaan Kompas 100 Yang Terdaftar Di Bursa Efek Indonesia (Periode 2012 – 2016). Undergraduate thesis, Universitas Katolik Musi Charitas.
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Abstract
This study aims to determine whether there is a difference between the average abnormal return stock portfolio winner and loser stocks in the period of formation with the average abnormal return stock portfolio winner and loser stocks in the period of testing in order to identify winner-loser anomaly. The population is all companies listed in Kompas 100 index in the Indonesia Stock Exchange period 2012-2016 with a total sample of 53 companies. Data analysis technique used is parametric methods different test Paired Samples T Test and non-parametric different test Wilcoxon Signed Ranks Test with the help of SPSS program. The results obtained showed that the average abnormal return stock portfolios winner and loser stocks formation period have a significant difference with an average abnormal return stock portfolios winner and loser stocks testing period.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Additional Information: | Skripsi Lengkap dapat dibaca di Ruang Referensi Perpustakaan UKMC Kampus Bangau. |
| Uncontrolled Keywords: | abnormal return, winner-loser stocks portfolio, winner-loser anomaly |
| Subjects: | H Social Sciences > H Social Sciences (General) |
| Divisions: | Theses - S1 > Management Study Program |
| Depositing User: | Perpustakaan Unika Musi Charitas |
| Date Deposited: | 12 Feb 2020 04:57 |
| Last Modified: | 12 Feb 2020 04:57 |
| URI: | http://eprints.ukmc.ac.id/id/eprint/3398 |
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