Nasser, Etty M (2003) Pengaruh keputusan merger dan akuisisi terhadap reaksi pasar. Jurnal Ekonomi, 7 (2).

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Abstract

The objective of this research is to obtain empirical evidence of whether there is a significant difference in trading volume activity, stock price and abnormal return between the period before and after the date of a merger and acquisition. This research examine 24 companies that listed in Jakarta Stock Exchange as merger and acquisition companies and issues an audited financial statement since 1996-2001. The statistical method used to test the hypothesis is event study method with the paired sample t test. The empirical result of this research indicates that there was no significant difference in stock price between the period before and after the date of merger and acquisition's also there was no significant difference in stock price between merger and acquisition's companies. The other analysis that there was a significant difference in trading volume activity between the period before and after the date of merger and acquisition, but there was no significant difference in trading volume activity between merger and acquisition's companies.

Item Type:	Article
Uncontrolled Keywords:	Merger, acquisition, stock price, abnormal return and trading volume activity.
Divisions:	Fakultas Ekonomi dan Bisnis > S1 Manajemen
Depositing User:	tassa Natassa Auditasi
Date Deposited:	10 Feb 2022 02:28
Last Modified:	10 Feb 2022 02:28
URI:	https://eprints.unmer.ac.id/id/eprint/2152

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