Analisis Reaksi Pasar Terhadap Perubahan Auto Rejection 15% Menjadi Auto Rejection Simetris

Zairotul Ma’rifah, Nia, Fitriyah, Fitriyah ORCID: https://orcid.org/0009-0000-9402-9370 and Prajawati, Maretha Ika ORCID: https://orcid.org/0000-0002-3084-4031 (2023) Analisis Reaksi Pasar Terhadap Perubahan Auto Rejection 15% Menjadi Auto Rejection Simetris. Jurnal Ecogen, 6 (4). pp. 616-626. ISSN 2654-8429

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Abstract

The study has a goal of recognizing market responses
due to a change in auto rejection policy 15% becoming
auto rejection symmetrical. In the case of the
population used are companies registered to the
Indonesian Stock Exchange taking purposive samples
in each sectors. Further analysis of the data used as a
hypothesis test using wilxocon signed rank because of
the data was not normaly distributed. Analysis of
hypothesis test result show that there are differences
in trading volume activity before and after the event.
The conclusion is that market reacts positively if we
look abnormal retun, while based on the trading
volume variable the mareket reacts negatively.

Item Type:	Journal Article
Keywords:	Auto Rejection, Volume Perdagangan, Abnormal Return
Subjects:	14 ECONOMICS > 1402 Applied Economics > 140207 Financial Economics
Divisions:	Faculty of Economics > Department of Management
Depositing User:	Fitriyah Fitriyah
Date Deposited:	29 Dec 2023 09:30

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