Analisis Abnormal Return Portofolio Winner-Loser Pada Perusahaan Yang Terdaftar Di Indeks Kompas100
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Institusion

Universitas Katolik Musi Charitas

Author

Wiranata, Jessica Willa

Subject

HG Finance 

Datestamp

2021-03-03 09:21:51 

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 

File :
EM-2021-1722051-cover.pdf
EM-2021-1722051-abstract.pdf
EM-2021-1722051-complete.pdf
EM-2021-1722051-summary_id.pdf
EM-2021-1722051-tableofcontent.pdf
EM-2021-1722051-chapter1.pdf
EM-2021-1722051-chapter2.pdf
EM-2021-1722051-chapter3.pdf
EM-2021-1722051-chapter4.pdf
EM-2021-1722051-conclusion.pdf
EM-2021-1722051-reference.pdf
EM-2021-1722051-attachment.pdf