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@thesis{thesis, author={Sari Kiki Dian Permata}, title ={PENGUJIAN ANOMALI WINNER-LOSER PADA SAHAM-SAHAM PERUSAHAAN SEKTOR KONTRUKSI}, year={2017}, url={http://eprints.ukmc.ac.id/9126/}, 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} }

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