PERBEDAAN ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PENGUMUMAN SUSTAINABILITY REPORTING AWARD (SRA) TAHUN 2017

SIMAK

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Title PERBEDAAN ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PENGUMUMAN SUSTAINABILITY REPORTING AWARD (SRA) TAHUN 2017
 
Creator Ada, Alpius
Jao, Robert
Beauty, Beauty
 
Description This study aims to prove empirically the differences of abnormal return and tradingvolume that occurred before and after the announcement of Sustainability ReportingAward (SRA) in 2016. The number of samples used in this study were 9 companiesconsisting of listed companies in Indonesia Stock Exchange which won the SRA 2016award by using sustainability reporting as indicators based on GRI G-4. The data usedare secondary data in the form of daily closing stock price, composite stock price index(IHSG), and daily stock trading volume obtained from www.idx.co.id andwww.finance.yahoo.com with 11 days observation period. Calculation of abnormalreturn using market-adjusted model while for trading volume of stock using tradingvolume activity (TVA). Hypothesis testing is done by using Wilcoxon Sign Rank test.The results showed that there was no difference in abnormal return and stock tradingvolume before and after thevannouncement of Sustaianability Reporting Award (SRA)in 2016.
 
Publisher Fakultas Ekonomi dan Bisnis Universitas Atma Jaya Makassar
 
Date 2018-05-31
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://ojs.feb.uajm.ac.id/index.php/simak/article/view/12
10.35129/simak.v16i01.12
 
Source SIMAK; Vol 16 No 01 (2018): Jurnal Sistem Informasi, Manajemen dan Akuntansi (SIMAK); 62-78
2621-0320
1693-5047
 
Language eng
 
Relation http://ojs.feb.uajm.ac.id/index.php/simak/article/view/12/2
 
Rights Copyright (c) 2018 SIMAK
 

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