@thesis{thesis,
		author={Wiranata  Jessica Willa},
		title ={Analisis Abnormal Return Portofolio Winner-Loser Pada Perusahaan Yang  Terdaftar Di Indeks Kompas100},
		year={2021},
		url={http://eprints.ukmc.ac.id/5284/},
		abstract={This  study  aims  to  analyze  whether  there  is  difference  in  the  average  abnormal 
return of stock  portfolios of winner-loser  in    formation and testing periods to test 
for winner-loser anomalies. In this study, the population is a company listed on 
the Kompas  100 Index on the Indonesia Stock Exchange for the period February 
2015  ?  July  2019.  Determination  of  samples  in  this  study  using  purposive 
sampling method with the final sample 44 companies. Techniques for analysis the 
data in this research is using parametic method of different test Paired Samples T 
Test  and  non  parametic  method  of  different  test  Wilcoxon  Signed  Ranks  Test 
processed  through  SPSS  program.  The  result  of  this  study  showed  the  average 
abnormal  return  of  the  category  winner-loser  stock  portfolio  in  the  formation 
period experienced a significant difference  with the abnormal average  return of 
winner-loser stock portfolio in the testing period}
		}