Reaksi Pasar pada Peristiwa Rebalancing Indeks Msci di Negara Asean-5
نویسندگان
چکیده
Rebalancing the MSCI index is essential information in order to make investment recommendations. This event caused a market reaction that affected stock price. The research aims analyze influence of rebalancing on abnormal returns and trading volume activity shares ASEAN-5 countries 2017-2021. From test conducted, there was an effective after announcement stocks were indexed. Trading also showed increasement which indexed rebalancing. Meanwhile, for companies experienced write-offs index, decline. Furthermore, additions or deletions it found increase their shares. results hypothesis show significant positive return have added index. been deleted testing negative activity. Keywords: Abnormal return, ASEAN-5, rebalancing; Abstrak Pengumuman indeks merupakan informasi penting dalam pengambilan keputusan investasi. ini menimbulkan reaksi pasar yang berpengaruh terhadap harga saham. Penelitian bertujuan menguji pengaruh pengumuman dan saham di negara pada tahun Pengujian dilakukan dengan metode study . Dari hasil pengujian, terdapat peningkatan sesudah mengalami penambahan indeks. Hasil sama juga terjadi dimana perdagangan Sedangkan untuk perusahaan penghapusan penurunan. Selanjutnya maupun ditemukan sahamnya. uji hipotesis menunjukan bahwa signifikan positif mempunyai negatif signifikan. Kata Kunci: ; ASEAN-5; MSCI;
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ژورنال
عنوان ژورنال: Jurnal kajian akuntansi
سال: 2023
ISSN: ['2579-9975', '2579-9991']
DOI: https://doi.org/10.33603/jka.v7i1.7217