Anita, Diana Sari (2017) PENGUJIAN EFISIENSI PASAR MODAL BENTUK SETENGAH KUAT SECARA KEPUTUSAN: ANALISIS PENGUMUMAN MERGER DAN AKUISISI (STUDI EMPIRIS PADA PERUSAHAAN-PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2011-2015). Diploma thesis, Universitas Andalas.
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Abstract
This study aimed to test the semi-strong form decissional efficient market towards mergers and acquisitions in Indonesia Capital Exchange. The sample used for this study was companies that listed in Indonesia Stock Exchange and did not take other corporate actions than merger and acquisition period 2011-2015. The sample was chosen based on purposive sampling method and there were 48 companies as sample in this study and then it analyzed using event study method. This study was using market adjusted model to calculate the abnormal return and one sample t-test to test the hypothesis. The results of study showed that Indonesia Stock Exchange had been efficient semi-strong form as informationally towards mergers and acquisition because there were information content and the market reaction speed to the announcement of mergers and acquisitions proved by the appearance of abnormal return. However, Indonesia Stock Exchange had not been efficient semi strong form as decissional towards mergers and acquisitions because the market did not have reaction positive significant to the announcement of mergers and acquisitions were announced by the growth companies. Keywords: merger and acquisition, abnormal return, decissional efficient market
| Item Type: | Thesis (Diploma) |
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| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HF Commerce > HF5601 Accounting H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi > Akuntansi |
| Depositing User: | s1 akuntansi reguler |
| Date Deposited: | 17 Jan 2017 04:08 |
| Last Modified: | 17 Jan 2017 04:08 |
| URI: | http://scholar.unand.ac.id/id/eprint/20275 |
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