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...

Full description

Saved in:
Bibliographic Details
Main Authors: Hananti, Evita Dhewi (Author), , Kussudyarsana, S.E., M.S.i (Author)
Format: Book
Published: 2017.
Subjects:
Online Access:Connect to this object online
Tags: Add Tag
No Tags, Be the first to tag this record!

MARC

LEADER 00000 am a22000003u 4500
001 repoums_52944
042 |a dc 
100 1 0 |a Hananti, Evita Dhewi  |e author 
700 1 0 |a , Kussudyarsana, S.E., M.S.i  |e author 
245 0 0 |a Analisis Perbandingan Abnormal Return Perusahaan Sebelum Dan Sesudah Merger (Studi Pada Perusahaan Yang Terdaftar DiBursa Efek Indonesia Yang Melakukan Merger Periode Tahun2010-2015) 
260 |c 2017. 
500 |a https://eprints.ums.ac.id/52944/1/naskah%20publikasi.pdf 
500 |a https://eprints.ums.ac.id/52944/2/hal%20depan.pdf 
500 |a https://eprints.ums.ac.id/52944/3/bab%201.pdf 
500 |a https://eprints.ums.ac.id/52944/4/bab%202.pdf 
500 |a https://eprints.ums.ac.id/52944/5/bab%203.pdf 
500 |a https://eprints.ums.ac.id/52944/6/BAB%204.pdf 
500 |a https://eprints.ums.ac.id/52944/7/BAB%205.pdf 
500 |a https://eprints.ums.ac.id/52944/8/DAFTAR%20PUSTAKA.pdf 
500 |a https://eprints.ums.ac.id/52944/9/Lampiran.pdf 
500 |a https://eprints.ums.ac.id/52944/10/surat%20pernyataan%20naspub.pdf 
520 |a 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. 
546 |a en 
546 |a en 
546 |a en 
546 |a en 
546 |a en 
546 |a en 
546 |a en 
546 |a en 
546 |a en 
546 |a en 
690 |a HG Finance 
690 |a Q Science (General) 
655 7 |a Thesis  |2 local 
655 7 |a NonPeerReviewed  |2 local 
787 0 |n https://eprints.ums.ac.id/52944/ 
787 0 |n b100130101 
856 \ \ |u https://eprints.ums.ac.id/52944/  |z Connect to this object online