PENGUJIAN ANOMALI WINNER-LOSER PADA SAHAM-SAHAM PERUSAHAAN SEKTOR KONTRUKSI Total View This Week0
Institusion
Universitas Katolik Musi Charitas
Author
Sari, Kiki Dian Permata
Subject
H Social Sciences (General)
Datestamp
2022-10-26 06:32:00
Abstract :
This research is in purpose to approve the right infestation strategy for
investor. The populations in this reseacrh are stock share of companies in
construction sector. The sample determination in this research is determined by
purposive sampling method. The samples obtained are as many as 14 companies
during 2014-2017. Hypothesis test which is used in the research is Analysis of
Two Different Paired Sample Test (Paired sample T-test). Using program IBM
SPSS Statistics 22 assistance. The test result by performing formation period and
3 months test states that the second hypothesis shows the difference of AAR
(Average Abnormal Return) in testing period (after) on stock share that are
categorized as winner or loser.
Kata kunci : Anomali Winner-Loser, Abnormal Return, Average Abnormal Return