PERBEDAAN ABNORMAL RETURN DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SETELAH MASYARAKAT EKONOMI ASEAN (MEA) TAHUN 2015 PADA PERUSAHAAN FARMASI YANG TERDAFTAR DI BEI

Andri Ari Pradana, Anny Widiasmara, Maya Novitasari

Abstract


Abnormal Return is the difference between Actual Return and Expected Return that can occur before official information is published or information leakage has occurred after official information is published. While the Stock Trading Volume is the number of shares traded in one trading day.
The purpose of this study was to determine the differences in Abnormal Returns and Trading Volume of Shares, Before and After the Asean Economic Community (AEC) in 2015 on Pharmaceutical Companies Listed on the Indonesia Stock Exchange. This type of research is quantitative descriptive, and data collection comes from www.idx.co.id. The hypothesis test used is the Paired Sample t-test.
The results of this study showed: (1) The negative t value means that the average abnormal return before the MEA is lower than the average of the abnormal return after the MEA on Pharmaceutical Companies listed on the Stock Exchange. Thus it can be concluded that the abnormal return before MEA is lower than the abnormal return after MEA at Pharmaceutical Companies Listed on the Indonesia Stock Exchange; (2) A negative t value means that the average Stock Trading Volume before the MEA is lower than the average Stock Trading Volume after the MEA at Pharmaceutical Companies listed on the IDX. Thus it can be concluded that the Trading Volume of Shares before the MEA is lower than the Trading Volume of Shares after the MEA at Pharmaceutical Companies Listed on the Indonesia Stock Exchange.
Keywords: ASEAN Economic Community (AEC), Abnormal Return, and Stock Trading Volume

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