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.
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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 > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 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 |
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