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REAKSI ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY TERHADAP RAMADHAN EFFECT (Studi pada Perusahaan Food and Beverages yang Terdaftar di Bursa Efek Indonesia Periode 2015-2017)

Jurnal Ilmiah Riset Akuntansi

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Title REAKSI ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY TERHADAP RAMADHAN EFFECT (Studi pada Perusahaan Food and Beverages yang Terdaftar di Bursa Efek Indonesia Periode 2015-2017)
 
Creator Hidayati, Nurul
Maslichah, Maslichah
Junaidi, Junaidi
 
Description AbstractThe purpose of this research is to examine the reaction of AbnormalReturn (AR) and Trading Volume Activity (TVA) on Ramadhan Effect in theIndonesia Stock Exchange. This research is an event study research by usingquantitative approach. The sample consists of 8 Food and Beverages companieslisting on Indonesia Stock Exchange during 2015-2017. The methods which isused to test hypothesis is paired sample t-test. The results show that AbnormalReturn (AR) sifnificantly different between before (Sya’ban) and after Ramadhan(Syawal) in Food and Beverages company in Indonesian Stock Exchange 2016-2017, but Trading Volume Activity (TVA) does not significantly different betweenbefore (Sya’ban) and after Ramadhan (Syawal) in Food and Beverages companyin Indonesia Stock Exchange in 2015-2017. The different research results indicatethat AR and TVA reactions are inconsistent with Ramadhan Effect.Keywords: Abnormal Return, Trading Volume Activity, Ramadhan Effect, Foodand Beverages, Event Study.
 
Publisher Jurnal Ilmiah Riset Akuntansi
 
Contributor —
 
Date 2018-02-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://riset.unisma.ac.id/index.php/jra/article/view/917
 
Source Jurnal Ilmiah Riset Akuntansi; Vol 7, No 03 (2018): e_Jurnal Ilmiah Riset Akuntansi Februari 2018
2302-7061
 
Language eng
 
Relation http://riset.unisma.ac.id/index.php/jra/article/view/917/906
 
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