Maesyaroh, Resa Siti (2018) ANALISIS PERBEDAAN RETURN SAHAM DAN LIKUIDITAS SAHAM SEBELUM DAN SESUDAH RIGHT ISSUE (STUDI EMPIRIS PERUSAHAAN DI BURSA EFEK INDONESIA TAHUN 2016). Skripsi thesis, Sekolah Tinggi Ilmu Ekonomi Indonesia Jakarta.
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Abstract
Penelitian ini memerikan bukti empiris tentang pengaruh pengumuman right issue terhadap return saham dan tingkat likuiditas saham di Bursa Efek Indonesia Penelitian ini merupakan penelitian data kuantitatif dan sumber data yang digunakan adalah data sekunder berupa harga saham perusahaan dan volume perdagangan saham perusahaan selama periode penelitian dari Bursa Efek Indonesia (BEI) Hasil penelitian terdapat return saham menunjukan bahwa tidak terdapat perbedaan yang signifikan antara rata-rata return saham sebelum dan rata-rata return saham setelah pengumuman right issue, hal ini terjadi karena setelah pengumuman, investor tidak melakukan aksi short telling maupun aktivitas profit taking dikarenakan investor cenderung berorientasi pada keuntungan jangka panjang, sehingga tidak menyebabkan perbedaan antara rata-rata return saham lima hari sebelum dan lima hari setelah pengumuman right issue. Hasil penelitian terdapat likuiditas saham menunjukan bahwa tidak terdapat perbedaan yang signifikan antara rata-rata likuiditas saham sebelum dan rata-rata likuiditas saham setelah pengumuman right issue, hal ini terjadi karena pengumuman right issue tidak mempunyai kandungan informasi yang menyebabkan terjadinya perubahan dalam preferensi investor. Kata Kunci : Right Issue, Return Saham dan Likuiditas Saham // This study provides empirical evidence about the effect of announcement of right issue to stock return and liquidity level of shares in Indonesia Stock Exchange This research is a quantitative data research and data source used is secondary data and stock price of research result company Indonesia Stock Exchange (BEI) The result of the research there is no significant difference between the average return of stock after the announcement of right issue, this happened because after the announcement, the investor did not do short telling action or profit taking activity on the long-term stock, so it does not cause the difference between average stock returns five days before and five days after the rights issue announcement. The result of the research is no significant difference between the average of stock liquidity after the announcement of right issue, this happened because announcement of right issue there is no information content causing change in investor preference. Keywords: Right Issue, Stock Return and Stock Liquidity
| Item Type: | Thesis (Skripsi) | ||||||||
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| Subjects: | Akuntansi > Akuntansi Keuangan | ||||||||
| Divisions: | S1 Akuntansi | ||||||||
| Depositing User: | Mr Miptahudin Almurtado | ||||||||
| Date Deposited: | 18 Nov 2022 02:35 | ||||||||
| Last Modified: | 18 Nov 2022 02:35 | ||||||||
| URI: | http://repository.stei.ac.id/id/eprint/8869 |
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