PENGUJIAN EFISIENSI PASAR PADA PENGUMUMAN RIGHT ISSUE SAHAM CASA PT. CAPITAL FINANCIAL INDONESIA TBK
DOI:
https://doi.org/10.32493/skt.v1i4.1376Abstract
ABSTRACT
Tujuan dari penelitian yaitu untuk membuktikan secara empirik pengumuman Cum Right Issue dan Ex Right Issue berpengaruh terhadap harga saham CASA. Analisis yang digunakan dalam penelitian ini adalah Least Squares Method dengan Dummy Variable. Data yang digunakan dalam penelitian diperoleh dari Bursa Efek Indonesia.. Penelitian menggunakan 80 sampel untuk diuji. Variable dependen penelitian adalah harga saham CASA, sedangkan variable independen menggunakan Dummy Variabel, yaitu D1 = 0 adalah 40 sampel pengamatan sebelum pengumuman Right Issue yaitu tanggal 6 Desember 2017 sampai dengan tanggal Cum Right Issue tanggal 5 Januari 2018 dan Dummy Variable D2 = 1 adalah pengamatan saat tanggal Ex Right Issue dan setelahnya, dari tanggal 8 Januari 2018 sampai 2 Februari 2018. Pengolahan data penelitian menggunakan software Eviews 9. Model yang diperoleh dari hasil penelitian adalah HARGA_SAHAM = 157.45 + 115.1*DUMMY. Kesimpulan hasil dari penelitian yaitu Pengumuman Cum Right Issue dan Ex Right Issue berpengaruh sangat signifikan terhadap harga saham CASA.
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