Dampak Pengumuman Bond Rating Terhadap Return Saham Perusahaan di Bursa Efek Indonesia

Hikmah, Khoirul and Mawanti, Yuyun (2012) Dampak Pengumuman Bond Rating Terhadap Return Saham Perusahaan di Bursa Efek Indonesia. In: PROSIDING SEMNAS DAN CALL FOR PAPER PENGENTASAN KEMISKINAN MELALUI UMKM: KOMPARASI MODEL INDONESIA DAN MALAYSIA, 5 Desember 2012, Yogyakarta.

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Abstract

This research to know the impact of bond rating announcement fo stock return of company in Indonesian Stock Exchange. Intake of sample in this research by using purposive sampling method. Sample the taken is 28 manufacturing business which enlist in Indonesian Stock Exchange. Method
analysis by event study and analyzed with anova and paired sample-t test. Result of analysis using t-testindicate the following : 1. There was no significant difference in stock return between the period on announcement bond rating and the period before announcement bond rating, 2. There was no significant difference in stock retum between the period on announcement bond rating and the period after announcement bond rating, 3. There was significant difference in stock return between the period before announcement bond rating and the period after announcement bond rating.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: bond rating, stock return, even study.
Subjects: H Social Sciences > HC Economic History and Conditions
H Social Sciences > HG Finance
Divisions: Faculty of Law, Arts and Social Sciences > School of Management
Depositing User: Dr. SE MSi KHOIRUL HIKMAH
Date Deposited: 28 Apr 2023 02:15
Last Modified: 28 Apr 2023 02:16
URI: http://eprints.upnyk.ac.id/id/eprint/34639

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