Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2010

Abnormal return dan trading volume activity pada peristiwa ambruknya fanni mae dan Freddie mac

Jurnal Keuangan dan Perbankan, Volume 4, Nomor 2, Mei 2010
Journal from JIPTUNMERPP / 2011-12-19 07:02:04
Oleh : Dyah Ani Pangastuti, Diploma 3 of Finance and Banking Merdeka University Malang (jurkubank@yahoo.com)
Dibuat : 2010-05-01, dengan 0 file

Keyword : Event study, abnormal return, the average abnormal return, trading volume of activity and average trading volume of activity

The global economic crisis was a disaster for all nations in the world due to its impact once seemed to hamper the economy of a nation. This research studied the events that would see if there was an effect of global economic crisis preceded by the U>S. financial crisis was triggered by the collapse of Fannie Mae and Freddie Mac in the property business (subprime mortagages) on September 7th, 2008. This study used samples that had been publicly traded company listed on the Indonesia Stock Exchange and entered into the sequence of LQ-45 in the year of 2008. Hypothesis testing used was t-test on the average abnormal return and average trading volume of activity. Test results for the average abnormal return showed there were no significant differences before and after the subprime Mortgage. The rest results for the average trading volume of activity indicated the presence of a significant difference before and after the Subprime Mortgage.

Deskripsi Alternatif :

The global economic crisis was a disaster for all nations in the world due to its impact once seemed to hamper the economy of a nation. This research studied the events that would see if there was an effect of global economic crisis preceded by the U>S. financial crisis was triggered by the collapse of Fannie Mae and Freddie Mac in the property business (subprime mortagages) on September 7th, 2008. This study used samples that had been publicly traded company listed on the Indonesia Stock Exchange and entered into the sequence of LQ-45 in the year of 2008. Hypothesis testing used was t-test on the average abnormal return and average trading volume of activity. Test results for the average abnormal return showed there were no significant differences before and after the subprime Mortgage. The rest results for the average trading volume of activity indicated the presence of a significant difference before and after the Subprime Mortgage.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Finance and Banking Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.