ANALISIS REAKSI PASAR MODAL TERHADAP PENGUMUMAN SEBELUM DAN SESUDAH RIGHT ISSUE (STUDI KASUS PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2018)

• Main Author: Fitria Febrianty, - (Author)
• Format: Book
• Published: 2019-08-29.
• Subjects: Thesis; NonPeerReviewed
• Online Access: Link Metadata
• Notes: http://repository.upi.edu/43217/1/S_MBS_1503574_Title.pdf; http://repository.upi.edu/43217/2/S_MBS_1503574_Chapter1.pdf; http://repository.upi.edu/43217/3/S_MBS_1503574_Chapter2.pdf; http://repository.upi.edu/43217/4/S_MBS_1503574_Chapter3.pdf; http://repository.upi.edu/43217/5/S_MBS_1503574_Chapter4.pdf; http://repository.upi.edu/43217/6/S_MBS_1503574_Chapter5.pdf; http://repository.upi.edu/43217/7/S_MBS_1503574_Appendix.pdf
• Keywords: HC Economic History and Conditions; HD28 Management. Industrial Management

ABSTRAK Fitria Febrianty (1503574), "Analisis Reaksi Pasar Modal Terhadap Pengumuman Sebelum dan Sesudah Right Issue". Dibawah bimbingan Dr. H. Eded Tarmedi. M.A dan Imas Purnamasari, S.Pd.,MM Penelitian ini bertujuan untuk menganalisis reaksi pasar modal terhadap pengumuman right issue yang ditunjukkan dengan adanya abnormal return yang signifikan di seputar tanggal pengumuman right issue dan perbedaan tranding volume activity sebelum dan sesudah pengumuman right issue. Populasi penelitian ini adalah semua perusahaan go public yang huftar di Bursa Efek Indonesia periode 2018. Teknik pengambilan sampel yang digunakan adalah purposive sampling dan diperoleh sampel sebanyak 8 perusahaan. Penelitian ini merupakan penelitian event study. Data di peroleh dari ICMD (Indonesia Capital Market Directory) dan www.yahoo.finance.com. Teknik analisis menggunakan analisis deskriptif. Setelah data deskriptif di dapatkan kemudian dilakukan uji one sampel t-test apabila data berdistribusi normal, dan uji wilcoxon signed ranks test apabila data berdistribusi tidak normal. Hasil penelitian ini menunjukan bahwa terdapat perbedaan yang signifikan pada abnormal return dan tranding volume activity sebelum dan sesudah melakukan right issue. Kata Kunci : Reaksi pasar modal, Right issue, Abnormal Return, Tranding volume activity ABSTRACT Fitria Febrianty (1503574), "Analysis Of Capital Market Reaction Toward Before And After Right Issue Announcement ". Under the guidance of Dr. H. Eded Tarmedi. M.A and Imas Purnamasari, S.Pd.,MM This research was aimed to analize capital market reaction on right issue announcement that indicated by the presence of significant abnormal return around date of right issue announcement and the difference of tranding volume activity before and after right issue announcement. The population was all go public companies that have been and are still listed in the Indonesia Stock Exchange period 2018. The sampling technique used was purposive sampling and it was gained sample amount of 8 companies. This research was event study. The data was abtained from Indonesia Capital Market Directory and www.yahoo.finance.com. Data analysis carried out in this study used descriptive analysis . After the descriptive data is obtained then parametric sample paired t test is carried out if the data is normally distributed, and Wilcoxon signed ranks test if the data is abnormally distributed. The results of this study indicate that there are significant differences in abnormal return and tranding volume activity before and after doing a right issue. Keywords : Capital market reaction, Right issue, Abnormal Return, Tranding volume activity