CD Skripsi
Pengaruh Penghargaan Indonesia Sustainability Reporting Award (ISRA) Terhadap Abnormal Return Dan Volume Perdagangan Saham (Studi Empiris Pada Perusahaan Peraih Penghargaan Isra 2009-2011)
The aim of this research is to investigate the effectof Indonesia Sustainability Reporting Award (ISRA) 2009-2011 announcement to abnormal return and trading volume activity.The samples are go public companies which accept the appreciation of ISRA or not period 2009-2011. The research data that used is secondary data that consist of daily closing price of shares and daily trading volume, abnormal return calculation using three estimation model, using a market adjusted model, market model and market adjusted model. Hypothese are tested Paired Sample Test.The result of this research proves that there is no difference in abnormal return and trading volume activity between the ISRA announcement and the days after ISRA publication.
Keywords: Sustainability Reporting, Abnormal Return, Trading Volume Activity
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