KONSISTENSI REAKSI PASAR MODAL INDONESIA TERHADAP PENERBITAN INDEKS SRI-KEHATI

Authors

  • Lindananty Lindananty STIE Malangkucecwara Malang Jalan Terusan Candi Kalasan, Blimbing, Malang 65142
  • Mohammad Soedarman STIE Malangkucecwara Malang Jalan Terusan Candi Kalasan, Blimbing, Malang 65142

:

https://doi.org/10.9744/jmk.17.1.43-54

Keywords:

SRI-KEHATI index, stock market reaction, abnormal return, trading volume activity

Abstract

The objective of this research was described Indonesian capital market reaction to the publication of the SRI-KEHATI Index during 2009 until 2013 (nine periods). The re­sults showed that the Indonesian capital market did not react to the SRI-KEHATI In­dex while measured using abnormal return, and these results were consistent for nine pe­riods. However, different re­sult occurred when it measured by trading volume acti­vi­ty, there was a mar­ket reac­tion in period 4, 6, dan 7, but there was no market reaction in period 1, 2, 3, 5, 8, and 9, it meant that the market reaction didn’t consistent.

References

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Published

2015-03-02

How to Cite

Lindananty, L., & Soedarman, M. (2015). KONSISTENSI REAKSI PASAR MODAL INDONESIA TERHADAP PENERBITAN INDEKS SRI-KEHATI. Jurnal Manajemen Dan Kewirausahaan, 17(1), 43-54. https://doi.org/10.9744/jmk.17.1.43-54

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Section

Articles