PERILAKU HARGA SAHAM SETELAH PENGUMUMAN LAPORAN KEUANGAN PERUSAHAAN YANG GO PUBLIC DI BURSA EFEK JAKARTA

Hanif Acep Nur Adhi

Abstract


This research is event study in Jakarta Stocks Exchange with title ?The Behavior of Stocks price after Financial Report Publication in Jakarta Stocks Exchange?.
This research is aimed to get empirical proof that there is significant difference among change of stocks price before and after financial report publication.
In this research, the author make an hypothesis: that there is no significant difference among change of stocks price average 5 days before and 5 days after financial report publication; and there is significant difference among change of stocks price average 5 days before and 5 days after financial report publication.
Analysis tool that used to know data as normal or not is Kolmogorov-Smirnov test. Data analysis by counting average abnormal return. Test hypothesis by statistical test use paired t-test.
The result of test by t-test shows that tscore is 1,251, between ttable 1,96. Value of asymp.sig is 0,22 that bigger than value of alpha 0,05. Both of these conclude that Ho is accepted (there is no significant difference 5 days before and 5 days after financial report publication) and Ha is refused (there is significant difference 5 days before and 5 days after financial report publication).
Based on the conclusion above, the author implicate that financial report publication is not the only one accounting information from inside company that must be care to make decision in stocks trading.

 

Keyword : HARGA SAHAM

 

Link Terkait : http://skripsi.umm.ac.id/files/disk1/27/jiptummpp-gdl-s1-2004-hanifacepn-1314-Pendahul-n.pdf


Keywords


HARGA SAHAM