ANALISIS WINDOW DRESSING PADA INDEKS KOMPAS 100 DI BURSA EFEK INDONESIA 2015
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Institusion
Universitas Katolik Musi Charitas
Author
., Jessica
Subject
H Social Sciences (General)
Datestamp
2022-05-20 03:24:15
Abstract :
This study intends to prove the existence of a significant difference between stock returns in December with other months in the index Compass 100 on the Indonesia Stock Exchange in 2015 as an indication of the presence of window dressing on the index Compass 100 through comparison of stock returns in December with stock returns in addition to the month of December. This research is a comparative study is. The population used in this study are all companies listed on the Indonesia Stock Exchange. Meanwhile, the sample in this study amounted to 78 companies, where the selection is done by meode purposive sampling of companies listed on the index Compass 100 in 2015. The data analysis technique used in this study is a test for normality with the Kolmogorov- Smirnov method and hypothesis testing using test Paired Sample T-test (t test) with SPSS version 21. the results showed that there was significant difference between stock returns in December with a month other than December so it can be said that there are anomalies window dressing on Kompas 100 index in Bursa Securities Indonesia in 2015. Keywords: Window Dressing, Stock Return, Kompas 100 Index, the Indonesia Stock Exchange.
This study intends to prove the existence of a significant difference between stock returns in December with other months in the index Compass 100 on the Indonesia Stock Exchange in 2015 as an indication of the presence of window dressing on the index Compass 100 through comparison of stock returns in December with stock returns in addition to the month of December. This research is a comparative study is. The population used in this study are all companies listed on the Indonesia Stock Exchange. Meanwhile, the sample in this study amounted to 78 companies, where the selection is done by meode purposive sampling of companies listed on the index Compass 100 in 2015. The data analysis technique used in this study is a test for normality with the Kolmogorov- Smirnov method and hypothesis testing using test Paired Sample T-test (t test) with SPSS version 21. the results showed that there was significant difference between stock returns in December with a month other than December so it can be said that there are anomalies window dressing on Kompas 100 index in Bursa Securities Indonesia in 2015. Keywords: Window Dressing, Stock Return, Kompas 100 Index, the Indonesia Stock Exchange.
File :
EA-2016-121003-Cover.pdf
EA-2016-121003-Abstract.pdf
EA-2016-121003-Complete.pdf
EA-2016-121003-Summary_id.pdf
EA-2016-121003-Tabelofcontent.pdf
EA-2016-121003-Chapter1.pdf
EA-2016-121003-Chapter2.pdf
EA-2016-121003-Chapter3.pdf
EA-2016-121003-Chapter4.pdf
EA-2016-121003-Conclusion.pdf
EA-2016-121003-Reference.pdf
EA-2016-121003-Attachment.pdf
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