The fluctuation of real estate prices has been a subject of public attention, and related studies are often unable to effectively measure changes due to limitations in information acquisition and modeling. In fact, the existence of abnormal return of the real estate market can be regarded as an important indicator of fluctuations in prices or a bubble. Therefore, based on the Capital Asset Pric...

The purpose of this study is to empirically prove the effect positive confirmed cases covid 19, death company's financial performance on cumulative abnormal return (CAR). sample used restaurant, hospitality and transportation companies listed Indonesia Stock Exchange for period 2019-2020. This research uses multiple regression method. in company amounted 81 sampling method was purposive results...

Announcement of company name change is important information, especially in making investment decisions. a can cause market reaction that affects the stock price. This study aims to analyze company's on liquidity and abnormal returns Indonesia Stock Exchange period 2011-2021. The number samples used were 85 companies. results showed an increase positive after announcement decrease bid-ask sprea...

The research aimed to examine the capital market`s reaction political events as seen from abnormal return using event study concept. Since there are conflicting results of similar previous studies, further is needed. used methods, cumulative average (CAAR) compare returns during general election. intended stock market activities where elections in four countries Asia which conduct every five ye...

this paper investigates the link between accrual and cash flow components of earnings and future abnormal earnings and equity values. the base of tests in this paper is ohlson (1999) model and net income, equity book value and return on equity book value, is the variables that used in this paper. the statistical population of this research is the firms accepted in the tehran stock exchange that...

Abnormal Return merupakan salah satu indikasi bahwa adanya asimetri informasi di dalam pasar modal. Ada berbagai yang dapat menyebabkan terjadinya abnormal return satunya adalah pengumuman Covid-19 sebagai pandemi dunia dan sampainya vaksinasi Covid-19. Penelitian ini meneliti dampak dari tersebut terhadap sektor consumer goods. Sektor defensif, dimana keadaan krisis ekonomi goods tetap memilik...

Penelitian ini bertujuan untuk meneliti pengaruh Unusual Market Activity (UMA) replies terhadap reaksi pasar saham yang diukur dengan abnormal return pada Bursa Efek Indonesia (BEI) di tahun 2021. Sampel digunakan dalam penelitian berjumlah 162 terdiri dari 14 perusahaan mengeluarkan UMA informasi baru dan 148 tanpa baru. Pengujian hipotesis menggunakan metode Mann-Whitney U-Test diolah SPSS St...