Analisis Perbandingan Abnormal Return Perusahaan Sebelum Dan Sesudah Merger (Studi Pada Perusahaan Yang Terdaftar DiBursa Efek Indonesia Yang Melakukan Merger Periode Tahun2010-2015)
This study aims to test the capital market reaction to corporate merger seen abnormal return. There are 7 companies that merged in 2010 to 2015 in the Indonesia Stock Exchange. The data analysis technique used is paired test sampel t- test or paired samples t test. Based on paired sample t-test or p...
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| Format: | Livre |
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2017.
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| Résumé: | This study aims to test the capital market reaction to corporate merger seen abnormal return. There are 7 companies that merged in 2010 to 2015 in the Indonesia Stock Exchange. The data analysis technique used is paired test sampel t- test or paired samples t test. Based on paired sample t-test or paired samples t test, it was found that there was no differencee significant abnormal returns before and after the merger.Keywords: Mergers, Abnormal Return, Event Study, BEI. |
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| Description: | https://eprints.ums.ac.id/52944/1/naskah%20publikasi.pdf https://eprints.ums.ac.id/52944/2/hal%20depan.pdf https://eprints.ums.ac.id/52944/3/bab%201.pdf https://eprints.ums.ac.id/52944/4/bab%202.pdf https://eprints.ums.ac.id/52944/5/bab%203.pdf https://eprints.ums.ac.id/52944/6/BAB%204.pdf https://eprints.ums.ac.id/52944/7/BAB%205.pdf https://eprints.ums.ac.id/52944/8/DAFTAR%20PUSTAKA.pdf https://eprints.ums.ac.id/52944/9/Lampiran.pdf https://eprints.ums.ac.id/52944/10/surat%20pernyataan%20naspub.pdf |