| dc.contributor.author | FAWWAZ, FAKHRIL | |
| dc.date.accessioned | 2016-10-03T06:10:27Z | |
| dc.date.available | 2016-10-03T06:10:27Z | |
| dc.date.issued | 2016 | |
| dc.identifier.uri | http://repository.umy.ac.id/handle/123456789/4447 | |
| dc.description | the purpose of this study was to determine the market reaction of the dividend
announcement. This study using event study approach, which made observations on the
significance of abnormal returns during the event period, at five days before (t-5), at the day
(t0), and five days after the date of devidend announcement (t+5).
This research uses secondary data dioperoleh of BEI, this study used a total of 37
financial companies listed on the Stock Exchange and announced a dividend in the year 2012
to 2014, until taken by using purposive sampling method. The results of this study concluded
that events dividend announcement given by the whole company into the sample returns are
not normal positive and negative during the event period and the results are significant,
while for the company making the distribution increases also returns abnormally positive and
negative, and the results are significant and the company paying the dividends increase at the
company grow too abnormal returns are positive and negative, and the results are
significant, | en_US |
| dc.description.abstract | the purpose of this study was to determine the market reaction of the dividend
announcement. This study using event study approach, which made observations on the
significance of abnormal returns during the event period, at five days before (t-5), at the day
(t0), and five days after the date of devidend announcement (t+5).
This research uses secondary data dioperoleh of BEI, this study used a total of 37
financial companies listed on the Stock Exchange and announced a dividend in the year 2012
to 2014, until taken by using purposive sampling method. The results of this study concluded
that events dividend announcement given by the whole company into the sample returns are
not normal positive and negative during the event period and the results are significant,
while for the company making the distribution increases also returns abnormally positive and
negative, and the results are significant and the company paying the dividends increase at the
company grow too abnormal returns are positive and negative, and the results are
significant, | en_US |
| dc.language.iso | other | en_US |
| dc.publisher | FAKULTAS EKONOMI UNIVERSITAS MUHAMMADIYAH YOGYAKARTA | en_US |
| dc.subject | Dividend Announcement | en_US |
| dc.subject | Abnormal Returnt Normal | en_US |
| dc.subject | Market Reaction | en_US |
| dc.title | ANALISIS REAKSI PASAR DALAM MEREPON PENGUMUMAN DIVIDEN PADA PERUSAHAAN YANG LISTING DI BEI | en_US |
| dc.type | Other | en_US |
