Detail Cantuman

ABSTRACT
FAUZIL AMBRAN MAHAD (2017). Comparison analysis between Abnormal Return and Trading Volume Activity before and after Suspended by Indonesian Exchange (Study case in companies which listed in Indonesian Exchange) guided by Jannati Tangngsalu and Yana Fajriah.
The aim of this research are to analyze the comparison between abnormal return before and after suspended by Indonesian Exchange (IDX) and in other hand to analyze the comparison between trading volume activity before and after suspended by Indonesian Exchange (IDX)
Sample of this research was company that affected by the suspend of Indonesian Exchange in 2016. The aggregation sample model in this research is pourposive sampling which analyzed by using wilcoxon sing rank test method and SPSS software version 21 in order to review and analyze the differences of Abnormal Return and Trading Volume Activity before and after Suspended by Indonesian Exchange (IDX).
Based on analysis report used wilcoxon sing rank test showed that Zcount in the amount of -1.398 with 0,162 significance. Seeing that significance was bigger than 0.05 (5%) then, there were no differences between Abnormal Return before and after Suspended by Indonesian Exchange (IDX) and based on wilcoxon sing rank test showed that Zcount in the amount of -1.008 with 0.313 significance. Seeing that significance was bigger than 0.05 (5%) then, there were no differences between trading volume activity before and after Suspended by Indonesian Exchange (IDX)
Keywords : suspend, abnormal return, trading volume activity.