ABNORMAL RETURN DI SEKITAR TANGGAL PENGUMUMAN PEMBAGIAN DIVIDEN SETELAH LAMA TIDAK MEMBAGI: STUDI PERISTIWA BERBASIS DATA INTRADAY

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dc.contributor.authorPRAYITNO, YOGO HERU
dc.date.accessioned2013-12-11T05:00:29Z
dc.date.accessioned2019-10-21T12:05:18Z
dc.date.available2013-12-11T05:00:29Z
dc.date.available2019-10-21T12:05:18Z
dc.date.issued2012-12-14
dc.description.abstractThis study was a study of event-based intraday data. The researcher observed the announcement event of dividend sharing long after the dividend was shared for the last time. In this study the researcher examined whether there were differences in abnormal returns in each period of 30 minutes of the event. The researcher used the intraday data of the stock price per 30 minutes to calculate a 30-minute return. The estimation periods used in this study were 200 periods of 30 minutes and the event periods used were as many as 53 periods of 30 minutes. The research sample used was 17 companies listed on Indonesian Stock Exchange. One Sample T-test and Paired Sample T-test were used to test the first and second hypotesis. The result showed that there were no differences in the abnormal returns before and after the event and there were no cumulative abnormal returns around the announcement event of dividend sharing long after the dividend was shared for the last time. In the event periods, abnormal returns occurred only in three periods of 30 minutes after the event.en_US
dc.identifier.isbn978-979-3775-51-7
dc.identifier.urihttp://repository.widyatama.ac.id/handle/123456789/2423
dc.publisherFakultas Ekonomika & Bisnis Universitas Kristen Satya Wacanaen_US
dc.subjectAbnormal return,en_US
dc.subjectevent study,en_US
dc.subjectintraday dataen_US
dc.titleABNORMAL RETURN DI SEKITAR TANGGAL PENGUMUMAN PEMBAGIAN DIVIDEN SETELAH LAMA TIDAK MEMBAGI: STUDI PERISTIWA BERBASIS DATA INTRADAYen_US
dc.typePresentationen_US
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