Search for collections on Perbanas Institutional Repository

PENGARUH NEGLECTED FIRM PADA ABNORMAL RETURN DENGAN FIRM SIZE DAN TICK SIZE SEBAGAI VARIABEL PEMODERASI PADA SAHAM LQ45 DI BURSA EFEK INDONESIA

ROBANI, FIRHAT (2014) PENGARUH NEGLECTED FIRM PADA ABNORMAL RETURN DENGAN FIRM SIZE DAN TICK SIZE SEBAGAI VARIABEL PEMODERASI PADA SAHAM LQ45 DI BURSA EFEK INDONESIA. Undergraduate thesis, STIE PERBANAS SURABAYA.

[img]
Preview
Text
ARTIKEL ILMIAH.pdf

Download (550kB) | Preview
[img]
Preview
Text
COVER.pdf

Download (517kB) | Preview
[img]
Preview
Text
BAB I.pdf

Download (205kB) | Preview
[img]
Preview
Text
BAB II.pdf

Download (282kB) | Preview
[img] Text
BAB III.pdf
Restricted to Registered users only

Download (206kB)
[img] Text
BAB IV.pdf
Restricted to Registered users only

Download (155kB)
[img]
Preview
Text
BAB V.pdf

Download (92kB) | Preview
[img] Text
LAMPIRAN.pdf
Restricted to Registered users only

Download (793kB)

Abstract

This study is examine the impact of neglected firm toward abnormal return on stock. In addition, this study is examine the moderating effects of firm size and tick size on the neglected firm effect toward abnormal return. The data used in this study are stock of LQ45 on Indonesian stock exchange (IDX) in 2011 – 2012. Using an analyst recomendation in daily newspaper (Investor Daily), We ranked securities according to their degree of neglected and divided them into five levels; most neglected, neglected, moderately neglected, not neglected, and very not neglected Statistical method used to test the research hypothesis is regression analysis. Our result is show there is not significant effect of neglected firm effect toward abnormal retrun. And we also find the firm size and tick size is not significant as moderating variable on the impact of neglected firm effect toward abnormal return. Keyword: Neglected firm effect. Tick size. Firm size. Abnormal return.

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 658 - GENERAL MANAGEMENT > 658.15 - FINANCIAL MANAGEMENT
Divisions: Bachelor of Management
Depositing User: Users 211 not found.
Date Deposited: 19 Apr 2017 03:13
Last Modified: 19 Apr 2017 03:13
URI: http://eprints.perbanas.ac.id/id/eprint/812

Actions (login required)

View Item View Item