Purwaningsih, Anna (2011) REAKSI PASAR TERHADAP PUBLIKASI PARAMETER SAHAM BARU INDEKS BISNIS-27 Dl BURSA EFEK INDONESIA. Jurmal Ekonomi AKuntansi. p1-12.
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Abstract
This research aims to test informational contain on new index publication, that is, Bisnis 27 index on January
27th 2009. If the publication contains information, market will react on the time when Bisnis 27 index is accepted. Abnormal return calculation uses mean adjusted model, whereas market reaction test use one sample t test. The result shows that Bisnis 27 index contains information and it is responded by market. The significant reaction at
t-1, tO, and t+1. At t-1 and t +1 market react negatively, whereas at tO market react positively.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Bisnis-27 index, information content, abnormal return, market reaction. |
| Subjects: | Akuntansi > Akuntansi Keuangan |
| Divisions: | Fakultas Ekonomi > Akuntansi |
| Date Deposited: | 26 Jun 2015 12:22 |
| Last Modified: | 07 Jun 2016 13:33 |
| URI: | https://repository.uajy.ac.id/id/eprint/7532 |
