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dc.contributor.advisorWULANDARI, Novi
dc.contributor.advisorMAS'UD, Imam
dc.contributor.authorANDANY, Nuryva
dc.date.accessioned2019-11-26T02:05:16Z
dc.date.available2019-11-26T02:05:16Z
dc.identifier.nim140810301010
dc.identifier.urihttp://repository.unej.ac.id//handle/123456789/95556
dc.description.abstractThe purpose of study is to determine whether there’s a significantn diference between the average cumulative abnormal return winner-loser stocks formation period with its testing period in Indonesia Stock Exchange. The sample used in this study is the closing stock data in the Indonesia Composite Index on Indonesia Stock Exchange in the periode 2013-2016. Statistical test used in this study was Paired Sample T-Test, to test for differences in average cumulative abnormal return of winner and loser.en_US
dc.language.isoiden_US
dc.subjectAbnnormal Return, Loser, Price Reversal, Winneren_US
dc.titleAnalisis Price Reversal Di Bursa Efek Indonesia Tahun 2013- 2016en_US
dc.typeUndergraduat Thesisen_US


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