文章基本信息

标题：ANALISIS REAKSI PASAR MODAL TERHADAP PENGUMUMAN PERUBAHAN KOMPOSISI JAKARTA ISLAMIC INDEX (JII)
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作者：Ahadisti Nastiti ; Ahadisti Nastiti ; Aulia Fuad Rahman 等
期刊名称：Jurnal Akuntansi Multiparadigma
印刷版ISSN：2086-7603
电子版ISSN：2089-5879
出版年度：2011
卷号：2
期号：3
页码：439-445
DOI：10.18202/jamal.2011.12.7131
语种：Indonesian
出版社：University of Brawijaya
摘要：Analysis of Capital Market Reaction to The Announcement of Changes in The Composition of Jakarta Islamic Index (JII). The study aims to examine the information content of the announcement of changes in the composition of JII (Jakarta Islamic Index). Testing of information content is carried out by using event study method to observe the abnormal retum. The finding shows t ha t there was abnormal retum around the event of announcement changes ofJII composition. However, there is no signifificant difference of abnormal retum before and after the event. This may be caused by the nature of composition changes of JII that are done periodically and the presence of noise in the information. The results indicate that the Indonesian Capital market is not efficient in semi strong form.
其他摘要：Analisis Reaksi Pasar Modal Terhadap Pengumuman Perubahan Komposisi Jakarta Islamic Index (JII). Penelitian ini bertujuan untuk menguji kandungan informasi dari pengumuman perubahan komposisi JII (Jakarta Islamic Index). Pengujian kandungan informasi meng
关键词：pengalaman; pengetahuan; komitmen profesional; pertimbangan etis