OVER REAKSI PASAR MODAL INDONESIA TERHADAP PENGUMUMAN PENERBITAN SAHAM DAN OBLIGASI SYARIAH DI BURSA EFEK INDONESIA

Abstrak: the aim of this research was to know  over the reaction of the stock market at the time of before and after the announcement of the publication of the islamic share and obligation in the indonesian Stock Exchange . this analysis was based on the data 37 companies that published the  islamic share and obligation. the data that was used in this research was the secondary  data  took  the  form  of  the  price  data  of  the  share  of  the  company  that  published the islamic share and obligation from 2007 to 2009. Further the analysis of the data in this research  used  the  difference  test  of  two  in  general  that  was  processed  with  the  computer program statistical package for social science (SPSS) the version 15. results of this research showed  that  happening  over  the  reaction  of  the  market  at  the  time  of  before  and  after  the announcement of the publication of the islamic share and obligation that were marked by the occurrence of the abnormal change return at the time of before and after the announcement of the publication of the islamic share and obligation. this indicated that the announcement of the publication of the islamic share and obligation contained information that was significant for the investor that could influence return the share.
Keywords: abnormal return, islamic share, islamic obligation
Penulis: Nita Erika
Kode Jurnal: jpakuntansidd110164

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