CD Skripsi

Analisis Perbandingan Reaksi Pasar Modal Sebelum Dan Sesudah Pengumuman Dividen Pada Perusahaan Indeks Lq45 Dan Jii Periode 2021-2024

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ABSTRAK
This study aims to analyze the stock market reaction to dividend announcements of companies listed in the LQ45 and Jakarta Islamic Index (JII) for the 2021–2024 period. An event study approach was employed with an observation window of five days before and after the announcement. The variables examined were Abnormal Return (AR), Cumulative Abnormal Return (CAR), and Trading Volume Activity (TVA). The analysis used the Kolmogorov-Smirnov Test to examine differences in AR, CAR, and TVA distributions before and after the announcement, and also to compare market reactions between the two indices. The results show significant differences in AR and CAR, but not in TVA. Furthermore, there is no significant difference in market reactions between LQ45 and JII. These findings suggest that the Indonesian stock market is not fully efficient in the semi-strong form, particularly in the context of dividend information.
Keywords: Dividend, Event Study, AR, CAR, TV

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

2102111813

Penerbit

Pekanbaru : Universitas Riau – F.EKONOMI DAN BISNIS – MANAJEMEN., 2025

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

2102111813

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MANAJEMEN

Info Detail Spesifik

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Pernyataan Tanggungjawab

daus

Versi lain/terkait

Lampiran Berkas

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