CD Skripsi
Analisis Perbedaan Abnormal Return Saham Dan Trading Volume Activity Sebelum Dan Sesudah Pengumuman Brexit (Britain To Exit)
This research intend to verifying Brexit announcement effects to the abnormal return dan trading volume activity. Beside it, this research also intend to find the significant difference between before and after the event. Variables used in this research is the abnormal return and trading volume activity. This sample is determined by using census method. In this research, there are 41 samples listed companies sectors miscellaneous industry. Analysis method which applied in this research is event study method and paired sample t-test (t test analysis supported by SPSS 18.0).
From 41 samples of listed companies testing, The result of paired sample t-test showed that there is no significant difference abnormal return on 5 days and 10 days period before and after Brexit announcement. While on trading volume activity, there is a significant difference on 5 days and 10 days before and after Brexit announcement. The result from paired sample t-test concluded that the significant difference in trading volume activity occurs on 5 days and 10 days periode before and after Brexit announcement. While the abnormal return on 5 days and 10 days period before and after Brexit announcement showed there is no significant difference.
Keyword : Announcement, Brexit, Abnormal Return, and Trading Volume Activity
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