ANALISIS DAMPAK PENGUMUMAN RIGHT ISSUE TERHADAP REAKSI PASAR BERDASARKAN INFORMASI TUJUAN PENGGUNAAN DANA PERIODE 2016 – 2019

MUHAMMAD ASY'ARI RAMADHAN, . (2022) ANALISIS DAMPAK PENGUMUMAN RIGHT ISSUE TERHADAP REAKSI PASAR BERDASARKAN INFORMASI TUJUAN PENGGUNAAN DANA PERIODE 2016 – 2019. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Penelitian ini bertujuan untuk mengetahui perubahan reaksi pasar di sekitar tanggal efektif pada aksi korporasi right issue dilihat dari tujuan penggunaan dana, yaitu investasi dan pembayaran utang. Indikator penelitian ini menggunakan abnormal return dan trading volume activity. Periode pengamatan dilakukan pada 5 hari sebelum tanggal efektif dan 5 hari sesudah tanggal efektif dengan objek penelitian seluruh perusahaan yang listing di Bursa Efek Indonesia periode 2016-2019. Teknik pengambilan sampel adalah teknik purposive sampling dengan jumlah yang terkumpul sebanyak 42 perusahaan. Pengujian data menggunakan Wilcoxon Signed Rank Test dan paired sample T-test. Hasil uji menunjukkan bahwa right issue untuk tujuan investasi terdapat perbedaan abnormal return dan trading volume activity di sekitar tanggal efektif. Sedangkan pada right issue untuk tujuan restrukturisasi tidak ditemukan perbedaan abnormal return dan trading volume activity di sekitar tanggal efektif. Dari hasil penelitian investor direkomendasikan melihat tujuan penggunaan dana perusahaan untuk meningkatkan kualitas pengambilan keputusan investasi. Kata Kunci: right issue, abnormal return, investasi, restrukturisasi, trading volume activit This study aims to determine changes in market reactions to the rights issue viewed from the use of funds, specifically investment and debt repayment. This research indicator uses abnormal return and trading volume activity. The observation period was carried out 5 days before and 5 days after the effective date with the object of research being all companies listed on the Indonesia Stock Exchange from 2016 until 2019. The samples collected were 42 companies using purposive sampling technique. The data were tested using the Wilcoxon Signed Rank Test and Paired Sample T-test. The test results show that the right issue for investment purposes have abnormal returns and trading volume activity around the effective date. Meanwhile, the rights issue for restructuring purposes did not find differences in abnormal returns and trading volume activity around the effective date. From these results, investors must see the purpose of using company funds to improve the quality of investment decision making. Keywords: right issue, abnormal return, investment, restructuring, trading volume activity

Item Type:	Thesis (Sarjana)
Additional Information:	1). Umi Mardiyati, M.Si. ; 2). Sholatia Dalimunthe, SE., M.B.A.
Subjects:	Ilmu Sosial > Keuangan Manajemen > Manajemen , Business Manajemen > Pendidikan, Riset Penelitian Bisnis
Divisions:	FE > S1 Manajemen
Depositing User:	Users 13513 not found.
Date Deposited:	28 Feb 2022 17:01
Last Modified:	28 Feb 2022 17:01
URI:	http://repository.unj.ac.id/id/eprint/22989

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