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MVENT STUDYi TELAAH METODOLOGI DAN PENERAPANNYA DI BIDANG EKONOMI DAN KEUANGAN

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ABSTRACTrnEvent study methodology has been one of the mostrnfrequently used tools in economics and financial researchrnin recent years. In event studies, the objectivernis to examine the market’s response to some well definedrnevent through the observation of security pricesrnaround such event. Example of event, such as announcementrnof right issue, stock split, and accountingrninformation. Event studies involve 5 steps: (1) identifyrnthe event of interest, (2) identify the time of parameter,rn(3) estimate the abnormal return, (4) organize and grouprnthe abnormal return, and (5) analyze the result. Eventrnstudies will continue making empirical contributionsrnto the understanding of information and secutity price.rnThis article provides a review of the present state ofrnknowledge and practice with respect to event studyrnmethodology. Many variations of this methodologyrnare discussed, as well as special issues and applicationsrnto research in capital market. Recommendationsrnfor implementing an event study also are provided.

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Informasi Detail

Judul Seri

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No. Panggil

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Penerbit

YOGYAKARTA : STIE YKPN., 2007

Deskripsi Fisik

Halaman 35-52

Bahasa

Indonesia

ISBN/ISSN

1978-3116

Klasifikasi

NONE

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

Jurnal Ekonomi & Bisnis STIE YKPN Yogyakarta, Vol.

Subjek

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Info Detail Spesifik

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Pernyataan Tanggungjawab

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