PENGARUH INVESTMENT OPPORTUNITY SET (IOS) TERHADAP ABNORMAL RETURN PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI

Hidajat, Andrew (2013) PENGARUH INVESTMENT OPPORTUNITY SET (IOS) TERHADAP ABNORMAL RETURN PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI. Skripsi thesis, Universitas Tarumanagara.

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Abstract

The goal of this research is to prove that IOS have significant effect to abnormal return. IOS proxy that is used in this research are market to book value of asset (MKTBKASS), market to book value of equity (MKTBKEQ), earning per share/price (E/P), capital expenditure to book value of asset (CAPBVA), investment to net sales (IONS), and varian return (VARRET). Size and Financial leverage are used for control variabels. Sampling technique is purpossive judgement sampling, and obtained 32 manufacture companies for sample. The techniques of data analysis using classical assumptions and multiple regression. In classical assumptions that found there is multicolinearity between MKTBKASS and MKTBKEQ, so MKTBKEQ omitted from this research with weaker effect to abnormal return for the consideration. Sample with z score bigger than three are omitted from this research, and remaining 29 sample. The result of this research is MKTBKASS have positive significant effect to abnormal return; E/P, CAPBVA, and SIZE are have positif effect but not significant to abnormal return; IONS and VARRET have negative effect but not significant to abnormal return; and the research equation is feasible to use.

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: FE Perpus
Date Deposited: 07 May 2021 02:54
Last Modified: 07 May 2021 02:54
URI: http://repository.untar.ac.id/id/eprint/28436

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