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All Journal Optimum : Jurnal Ekonomi dan Pembangunan
Afiano, Rossy
Fakultas Ekonomi dan Bisnis Universitas Ahmad Dahlan
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

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Journal : Optimum : Jurnal Ekonomi dan Pembangunan

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ANALISIS DAMPAK PENETEPAN UU NO.28/2009 TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY (STUDI KASUS PADA PERUSAHAAN ROKOK DI BEI) Nurfauziah, Nurfauziah; Afiano, Rossy
Optimum: Jurnal Ekonomi dan Pembangunan Vol 3, No 2 (2013)
Publisher : Fakultas Ekonomi dan Bisnis Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (233.219 KB) | DOI: 10.12928/optimum.v3i2.7815

Abstract

This study aims to analyze the differences in the average abnormal return and the average trading volume activity on tobacco companies on the Stock Exchange before and after the promulgation of Law No.28/2009 events. This study uses event study, which carried out observations of the average abnormal return and the average trading volume activity for 5 days before and 5 days after the event. Results of this study indicate there are differences in the average abnormal return and the average trading volume but no significant activity before and after the promulgation of Law No.28/2009 events, suggesting that market participants had anticipated with no rush to transactions, average abnormal return obtained is negative which means that the information content of the event is bad information. The average trading volume greater activity in the period before the event was announced this suggests that investors anticipate likely done in the period before the event announced.
Co-Authors Nurfauziah Nurfauziah, Nurfauziah