KOMPARASI ABNORMAL RETURN DAN AKTIVITAS VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH RIGHT ISSUE (Studi Pada Perusahaan Pertambangan di BEI Periode 2017-2022)
KOMPARASI ABNORMAL RETURN DAN AKTIVITAS VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH RIGHT ISSUE (Studi Pada Perusahaan Pertambangan di BEI Periode 2017-2022)
Keywords:
Right Issue, Abnormal Return, Stock Trading VolumeAbstract
This study aims to analyze the difference in abnormal return of company shares and the difference in
trading volume of the company's shares before and after the right issue on the Indonesia Stock
Exchange for the period 2017-2022. This type of research is comparative research with a quantitative
approach. The data collection method used is a sample survey. The population in this study were 46
companies. The sampling technique used non probability sampling with purposive sampling, so that a
sample of 8 companies was selected (40 observation data). The variables in this study are Right Issue,
Abnormal Return and Stock Trading Volume. The results showed that there were differences in
abnormal stock returns between before and after the right issue and there were differences in stock
trading volume between before and after the right issue