This study aims to determine the stock market reaction Covid-19 event before and after national announcement of first case in 2020 companies listed on Indonesian exchange, sub-sector hotels, restaurants tourism Indonesia, whose differences are measured abnormally. return trading volume activity. The sampling technique this used a purposive method obtained 38 that fit criteria. observation perio...

This research aims to find out how the impact of Covid-19 on return property and real estate sector shares is projected through differences in Return Abnormal before after announcement first case Indonesia. In this study used a type secondary data obtained from official website Indonesia Stock Exchange. The population all companies listed sampling using purposive techniques that use certain cri...

the study attempts to find out the impact of buyback announcement on share price. paired sample t-test is employed to compare share price before and after the buyback announcement. the analysis of variance is also used to find out whether there is any significant difference among industries in the price change due to buyback announcement. the study is carried out from 1st january 2005 to 31st d...

The importance of managing the risk-return balance of information technology (IT) investments has become clearer than ever. Yet, quantitative assessment of IT investment risk and return based on financial measures remains a major challenge. Recently scholars have used event study analysis to measure the value created via IT investment, by examining the abnormal changes in shareholder wealth aro...

Pandemi virus Corona atau COVID-19 telah menimbulkan dampak yang sangat besar terhadap perekonomian. Adapun menjadi fokus dari penelitian ini adalah perbedaan abnormal return saham pada perusahaan bergerak di sektor telekomunikasi Indonesia setelah dan sebelum pandemi serta pengaruh Indonesia. Tujuan untuk mengetahui teradap Teori digunakan dalam Efficient-Market Hypothesis (EMH) , dikenal seba...

This paper estimates the long-run stock price effects of excess inventory using nearly 900 excess inventory announcements made by publicly traded firms during 1990-2002. It examines the stock price effects starting one year before through two years after the excess inventory announcement date. Statistically significant abnormal returns are observed during the year before the announcement and on...