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MANAJERIAL

Jurnal Manajemen & Sistem Informasi

« Vol.10 No.21 Juli 2012

PENGARUH LIKUIDITAS, EARNINGS GROWTH, LEVERAGE, DAN UKURAN PERUSAHAAN TERHADAP ABNORMAL RETURN SAHAM INDEKS LQ 45

Tony S. Chendrawan
Abstrak
The Influence of Liquidity, Earnings Growth, Leverage and Firm Size to Abnormal Return. The purpose of this research to analize price response on the market based on firms fundamental information. The indicator which used at firms value variable is price reaction through abnormal return at financial report publication date. Verificative and dascriptive methods were used as reseach desaign. Analysis unit is firms who joined on LQ 45. The sampling taking methods is purposive sampling whit criteria the firms who stayed on LQ 45 group during research periode, so that the sample which use is 24 firms. The data which needed on this resaarch is financial, acccountance profit, market capitalized, stock price and IHSG during financial report publication date. And for technic of analize we use multiple regression, which hard purpose to know the impact of firms fundamental information to abnormal return of financial report publication date. The result of this research is between of all independent variable which had significant impact to abnormal return is leverage.

Kata kunci : Firm fundamental information, Abnormal return and market capitalized

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