@thesis{thesis, author={Angreini Elvina}, title ={REAKSI PASAR TERHADAP PENGUMUMAN CORPORATE GOVERNANCE PERCEPTION INDEX (CGPI)}, year={2016}, url={http://eprints.ukmc.ac.id/7877/}, abstract={This study aims to test market reaction to the announcement of corporate governance perception index (CGPI) that showed by abnormal return and trading volume activity. The population in this research is the company following CGPI from 2011 until 2015. The sampling procces is using purposive sampling method. Sample obtained were as much 77 companies. Hypotesis 1 until 5 are test using ONE SAMPLE TEST by SPSS Version 21 testing market reaction to the announcement of corporate governance perception index (CGPI) that showed by Abnormal Return of the company?s CGPI rangking and predicate. Meanwhile, hypothesis 6 until 9 are test using MANOVA test by SPSS version 21 to examine whether there are differences in the average abnormal return and trading volume activity to the announcement of the company's CGPI ranking and predicate. The results for hypotesis 1 until 5 for market reaction is rejected because there was no significant abnormal return around the announcement date. The results for hypotsis 6 until 9 for testing whether there are differences average abnormal return and trading volume activity is rejected. Key Word : Corporate Governance Perception Index (CGPI), Abnormal Return, Trading Volume Activity.} }