Analisis Price Reversal Di Bursa Efek Indonesia Tahun 2013- 2016

Please use this identifier to cite or link to this item: https://repository.unej.ac.id/xmlui/handle/123456789/95556

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DC Field	Value	Language
dc.contributor.advisor	WULANDARI, Novi
dc.contributor.advisor	MAS'UD, Imam
dc.contributor.author	ANDANY, Nuryva
dc.date.accessioned	2019-11-26T02:05:16Z
dc.date.available	2019-11-26T02:05:16Z
dc.identifier.nim	140810301010
dc.identifier.uri	http://repository.unej.ac.id//handle/123456789/95556
dc.description.abstract	The 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.iso	id	en_US
dc.subject	Abnnormal Return, Loser, Price Reversal, Winner	en_US
dc.title	Analisis Price Reversal Di Bursa Efek Indonesia Tahun 2013- 2016	en_US
dc.type	Undergraduat Thesis	en_US
Appears in Collections:	UT-Faculty of Economic and Business

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