Search for collections on Repository Universitas Islam Riau

Analisis Market Overreaction Pada Saham Perusahaan Lq45 Yang Terdaftar Di Bursa Efek Indonesia

Panjaitan, Kristina (2023) Analisis Market Overreaction Pada Saham Perusahaan Lq45 Yang Terdaftar Di Bursa Efek Indonesia. Other thesis, Universitas Islam Riau.

Full text not available from this repository. (Request a copy)

Abstract

This study aims to determine whether there is market overreaction on the Indonesia Stock Exchange during the research period from 2017 to 2020. The population in this study is LQ45 index companies. The sample in this study was obtained by purposive sampling method, namely as many as 30 companies. The results of this study indicate that the Average Cumulative Abnormal Return of the loser portfolio outperforms the winner portfolio. The results also show that the loser portfolio cannot outperform the Average Cumulative Abnormal Return of the winner portfolio and it is proven that there is no market overreaction to the LQ45 index company stocks on the Indonesia Stock Exchange.

Item Type: Thesis (Other)
Contributors:
Contribution
Contributors
NIDN/NIDK
Sponsor
Nuraini, Eka
165210649
Uncontrolled Keywords: Abnormal Return, Winner Portfolio, Loser Portfolio, Market overreaction
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: > Manajemen
Depositing User: Afrilla Perpustakaan UIR
Date Deposited: 02 Aug 2025 08:16
Last Modified: 02 Aug 2025 08:16
URI: https://repository.uir.ac.id/id/eprint/26319

Actions (login required)

View Item View Item