Journal article
Studi Komparatif Abnoral Return Sebelum dan Sesudah Merger pada Perusahaan di BEI
I Gusti Bagus Gede Dananjaya Ni Luh Putu Wiagustini
Volume : 4 Nomor : 4 Published : 2015, December
E-Journal Manajemen Universitas Udayana
Abstrak
This study aims to test the capital market reaction to corporate merger seen returnnya abnormal . There are 8 companies that merged in 2009 to 2013 in the Indonesia Stock Exchange. The data analysis technique used is paried test sample t - test or paired samples t test. Based on the Uji t sampel berpasangan or paired sample t test , it was found that there was no difference significant abnormal return the company before and after the merger Keywords : Merger, Akuisisi, Abnormal Return, Event Study.