Stock market reaction towards SPECT events using CAPM adjusted return

dc.creatorNicholas Renaldo, Teddy Chandra,
dc.creatorCadalora Putra, Lucky
dc.date2019-12-17
dc.date.accessioned2022-11-05T02:08:58Z
dc.date.available2022-11-05T02:08:58Z
dc.identifierhttps://produccioncientificaluz.org/index.php/opcion/article/view/24368
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5140285
dc.descriptionThe aim of the research is to analyze the market reaction towards Tax Amnesty Policy. The indicators used in study are abnormal return and trading volume activity. Event study method is used to examine the market’s reaction and measure the differences before and after the announcement of the tax amnesty policy. The samples are all companies listed in LQ-45 sector. Abnormal return is calculated using CAPM Adjusted Return technique. The results showed that there are no significant differences in abnormal returns before and after all events. The trading volume activity also showed no significant difference before and after all events.es-ES
dc.formatapplication/pdf
dc.languagespa
dc.publisherUniversidad del Zuliaes-ES
dc.relationhttps://produccioncientificaluz.org/index.php/opcion/article/view/24368/24823
dc.rightsDerechos de autor 2019 Opciónes-ES
dc.sourceOpción; Vol. 34 (2018): Edición Especial Nro. 15; 338-374es-ES
dc.source2477-9385
dc.source1012-1587
dc.subjectEventes-ES
dc.subjectmarketes-ES
dc.subjecttaxes-ES
dc.subjecttradinges-ES
dc.subjectreactiones-ES
dc.titleStock market reaction towards SPECT events using CAPM adjusted returnes-ES
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typeArtículo revisado por pareses-ES


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