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zulfitra, Zulfitra
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Analysis of the Difference in Stock Prices Before and After the Cum-Ex Right Issue in 2024 Febrina Almurdi, Suci; Zulfitra, Zulfitra; Sahroni, Sahroni
International Journal of Economics, Management and Accounting (IJEMA) Vol. 3 No. 6 (2025): November
Publisher : Lafadz Jaya Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47353/ijema.v3i6.337

Abstract

This study examines whether stock prices differ before and after the cum-rights and ex-rights dates of rights issues conducted in 2024. Using a quantitative event-study design, we compile daily closing-price data for all issuers that executed rights issues in 2024. From 16 issuers, five banking firms are selected through purposive sampling. Differences in prices across the pre- and post-event windows are tested with the Wilcoxon signed-rank test, followed by a dummy-variable regression to estimate the magnitude and direction of change. The results indicate statistically significant price differences around the cum-ex rights issue period, implying that the market reacts to publicly available rights issue information. Overall, prices adjust after the event, consistent with semi-strong market efficiency and the dilution/price-adjustment mechanism often associated with rights issues. These findings inform investors and managers about expected price behavior around rights issue announcements and execution. The evidence supports monitoring cum-ex dates when planning trading strategies.
Analisis Anomali Weekend Effect Pada Indeks Saham LQ45 Periode Amatan Tahun 2022–2024 Onggokusumo, Andrika; Zulfitra, Zulfitra; Sahroni, Sahroni
Jurnal Multidisiplin West Science Vol 5 No 04 (2026): Jurnal Multidisiplin West Science
Publisher : Westscience Press

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58812/jmws.v5i04.3307

Abstract

Penelitian ini dilatarbelakangi oleh adanya fenomena anomali pasar yang bertentangan dengan teori efisiensi pasar, khususnya anomali weekend effect yang menunjukkan adanya perbedaan return saham berdasarkan hari perdagangan, penelitian ini bertujuan untuk menganalisis keberadaan anomali weekend effect pada saham-saham yang tergabung dalam indeks LQ45 selama periode 2022–2024, metode penelitian yang digunakan adalah pendekatan kuantitatif dengan data sekunder berupa harga penutupan saham harian yang diperoleh dari Bursa Efek Indonesia, teknik analisis data meliputi statistik deskriptif, uji normalitas, uji beda, serta regresi dummy, hasil penelitian menunjukkan bahwa terdapat perbedaan return saham yang signifikan berdasarkan hari perdagangan dengan kecenderungan return yang lebih rendah pada hari Senin, pembahasan menunjukkan bahwa temuan ini sejalan dengan beberapa penelitian terdahulu yang mengindikasikan bahwa anomali pasar masih terjadi di Indonesia dan dipengaruhi oleh perilaku investor serta kondisi pasar, kesimpulan penelitian ini adalah bahwa terdapat anomali weekend effect pada saham LQ45 yang menunjukkan bahwa pasar belum sepenuhnya efisien, sehingga penelitian ini memberikan kontribusi teoritis dan praktis dalam kajian pasar modal.
Co-Authors Ade Ratna Sari, Ade Ratna Afriansyah, Didit Andhika, Elang Kristi Anika, Ruri Apriansyah, Muger Ariesta, Priscilla Gareen Ayustin, Isna Dessy Adelin Dinantara, Mohamad Duddy Dinantara, Muhammad Duddy Fauziyah, Hana Sulaiman Fauziyyah, Habibah Sulaiman Febrina Almurdi, Suci Ganar, Yulian Bayu juhaeri, Juhaeri Jurna, Jurna Krisyanto, Edy Lesmono, Muhammad Andrei Lucky Anggara Luqman Hakim Marjohan, Masno Mubarok, Ali Muhammad Andi Hakim, Muhammad Andi Onggokusumo, Andrika Pratama, Ginanjar Dwi Prayudharikanto, Didiet Hardi Rasyidi, Muhammad Gafar Ratna Diah Renoisty, Fani Ridwan Taufik Hidayat Rohmah, Hanifah Dhia Nur Rossa Anjalina Soraya Sahroni, Sahroni Setiawan, Muknin Aji Sewaka, Sewaka Simanjuntak, Mei Sunday Sitepu, Sri Henny Romauli Siti Chodijah Siti Nurhalimah Sri Henny Romauli Sitepu Sri Retnaning Sampurnaningsih Sugiyanto - Suharsono Suharsono Sunardi, Nardi Susanti Susanti Susanto Susanto Sutiani Sutiani Wijayanti, Nur Wulandari, Nur Asti Yayan Sudaryana Yosepha, Sri Yanthy Yulianto, Kampono Imam