Results 21 to 30 of about 3,158,522 (412)
E-Jurnal Manajemen Universitas Udayana, 2021 Salah satu informasi yang sangat berpengaruh terhadap perekonomian Indonesia adalah kebijakan pemerintah untuk menurunkan harga Bahan Bakar Minyak (BBM).
Ni Komang Tri Utami, I. Purbawangsa
semanticscholar +1 more source
Reaksi pasar modal terhadap kebijakan buyback saham tanpa persetujuan RUPS
Jurnal Akuntansi Aktual, 2021 This study aims to investigate the market’s reaction to the announcement of a stock buyback policy without the authorization of Annual General Meeting (AGM), as evidenced by abnormal returns within the window periods.
Serly Calista Asiali, Bety Nur Achadiyah
doaj +1 more source
Index Informativeness: An Empirical Study on Indonesia Stock Exchange
Jurnal Manajemen, 2020 This study aims to determine the market's reaction to the announcement of company list change’s at LQ45 Index, Jakarta Islamic Index (JII), and SRI-KEHATI Index.
Heriyanto .
doaj +1 more source
The Phenomenon of Dividend Announcement on Stock Abnormal Return (Case in ASEAN Countries)
, 2021 Research aims : to examine the existence of stock’s abnormal return after dividend announcement activity. Design/methodology/approach : event study with 1.330 samples of dividend announcement in ASEAN countries during 2018.
Ikka Tiaraintan Hariyanto, W. Murhadi
semanticscholar +1 more source
The Persistence of Abnormal Returns at Industry and Firm Levels [PDF]
SSRN Electronic Journal, 2003 The present paper proposes a model for the persistence of abnormal returnsboth at firm and industry levels, when longitudinal data for the profitsof firms classiffied as industries are available. The model produces a two-way variance decomposition of abnormal returns: (a) at firm versus industrylevels, and (b) for permanent versus transitory components.
Juan Carlos Bou, Albert Satorra
openaire +4 more sources
Multidimensional Analysis of Monthly Stock Market Returns [PDF]
Annals of the Alexandru Ioan Cuza University - Economics, 61(2),
181 - 196 (2014), 2020 This study examines the monthly returns in Turkish and American stock market indices to investigate whether these markets experience abnormal returns during some months of the calendar year. The data used in this research includes 212 observations between January 1996 and August 2014. I apply statistical summary analysis, decomposition technique, dummy
arxiv +1 more source
ANALISIS PERBANDINGAN RETURN, ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PERISTIWA JANUARY EFFECT PADA PERUSAHAAN DI INDEKS IDX 30 PERIODE 2019-2021 [PDF]
, 2022 ABSTRAK ANALISIS PERBANDINGAN RETURN, ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PERISTIWA JANUARY EFFECT PADA PERUSAHAAN DI INDEKS IDX 30 PERIODE 2019-2021 FITRI DINDA MULYANI 11870121698 Penelitian terkait fenomena January ...
ABSTRAK ANALISIS PERBANDINGAN RETURN, ABNORMAL RETURN DAN VOLUME, -
core
Investor sentiment and bidder announcement abnormal returns [PDF]
Journal of Corporate Finance, 2015 We introduce the significance of a direct sentiment proxy as an explanatory variable of bidder announcement returns. We argue that sentiment subconsciously influences investor perception of potential merger synergies and risks, and therefore relates to bidder abnormal returns.
Danbolt, Jo +2 more
openaire +3 more sources
The Fading Abnormal Returns of Momentum Strategies [PDF]
SSRN Electronic Journal, 2007 We find increasingly large variations in returns from momentum strategies in recent years. Momentum strategies did not earn significant excess returns during the period of 1993-2004 which was due to their poor performance over the period from 2001-2004.
Thomas Henker +2 more
openaire +2 more sources
Impact of Cross-listing on Local Stock Returns: Case of Russian ADRs [PDF]
, 2004 The paper examines the impact of American Depositary Receipt (ADR) listings on the return of the underlying Russian stocks. The contribution of this paper is twofold. First, it looks at a new sample of ADRs issued by Russian companies.
Smirnova, Elena
core +3 more sources