@phdthesis{digilib39709, month = {February}, title = {ANALISIS DAMPAK PENGUMUMAN MERGER DAN AKUISISI TERHADAP ABNORMAL RETURN SAHAM PERUSAHAAN AKUISITOR YANG TERDAFTAR DI INDEKS SAHAM SYARIAH INDONESIA (ISSI) TAHUN 2011-2018}, school = {UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA}, author = {NIM. 16830031 ANISA NURUL FAUZIAH}, year = {2020}, note = {MUHFIATUN, S.E.I., M.E.I}, keywords = {Event Study, Merger and Acquisition, Abnormal Return}, url = {https://digilib.uin-suka.ac.id/id/eprint/39709/}, abstract = {This is a research aims to know and analyze the impact of the events of merger and acquisition against the different in average abnormal return (AAR) of company which listed at ISSI. This research is event study with market adjusted model method to calculate the different in average abnormal return. The data used are secondary data is data associated with a stock price, Indonesia Stock Exchange (IDX), by using 36 samples of companies listed on ISSI in observation period for 11 days. The results of this study show that announcement of merger and acquisiton there is different in average abnormal return significantly.} }