Analisis reaksi pasar terhadap perubahan auto rejection 15% menjadi auto rejection simetris

Nia, Zairotul Ma'rifah, Fitriyah, Fitriyah 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:	Maretha Ika Prajawati
Date Deposited:	28 May 2024 14:41

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