Image of Analisis Perbedaan Abnormal Return Dan Trading Volume Activity Sebelum Dan Sesudah Pengumuman Unusual Market Activity (Uma) (Studi Pada Perusahaan Yang Masuk Daftar Uma Di Bursa Efek Indonesia Periode 2017-2019)
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Analisis Perbedaan Abnormal Return Dan Trading Volume Activity Sebelum Dan Sesudah Pengumuman Unusual Market Activity (Uma) (Studi Pada Perusahaan Yang Masuk Daftar Uma Di Bursa Efek Indonesia Periode 2017-2019)

ABSTRACT
Unusual Market Activity is an announcement of an indication that states the
existence of a trading activity or movement of a security that is not fair and is
suspected to be able to disrupt the implementation of orderly, fair and efficient
securities trading. This study aims to analyze the difference between abnormal
returns and trading volume activity before and after the announcement of unusual
market activity. This study analyzes 102 unusual market activity announcements
issued by the Indonesia Stock Exchange from the period 2017 to 2019. Data analysis
was carried out using the Market Adjusted Model and stock trading volume with an
observation time of 21 days. Tests in this study using the Wilcoxon Signed Rank Test.
The results of this study indicate that there are differences in abnormal returns but
there are no differences in trading volume activity.
Keywords: Unusual Market Activity, Abnormal Return, Trading Volume Activity

Ketersediaan
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Perpustakaan Universitas Riau 02 02. 122 (0009)
02 02. 122 (0009)
Tersedia
Informasi Detail
Judul Seri
-
No. Panggil
02 02. 122 (0009)
Penerbit
Pekanbaru : Universitas Riau – Fakultas Ekonomi Dan Bisnis – Manajemen.,
Deskripsi Fisik
x, 66 hlm.; ill.: 29 cm
Bahasa
Indonesia
ISBN/ISSN
-
Klasifikasi
02 02. 122 (0009)
Tipe Isi
-
Tipe Media
-
Tipe Pembawa
-
Edisi
-
Subjek
MANAJEMEN
Info Detail Spesifik
-
Pernyataan Tanggungjawab
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