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Right issue merupakan salah satu peristiwa yang informasinya dipublikasikan sebagai suatu pengumuman yang dapat digunakan untuk melihat reaksi pasar. Reaksi pasar ini diukur dengan abnormal return dan volume perdagangan saham. Penelitian ini menggunakan uji paired sample t-test untuk menguji pengaruh pengumuman right issue terhadap abnormal return dan volume perdagangan saham dengan sampel sebanyak 38 perusahaan dari tahun 2020 sampai dengan tahun 2020, dimana periode pengamatan yang digunakan adalah 5 hari sebelum dan 5 hari sesudah pengumuman. Berdasarkan hasil analisis data ditemukan bahwa pengumuman right issue tidak berpengaruh signifikan terhadap abnormal return perusahaan-perusahaan yang melakukan right issue namun berpengaruh secara signifikan terhadap volume perdagangan saham. Kata kunci: Right Issue, Abnormal Return, Volume Perdagangan Saham Right issue is an event that’s related to information’s publication as an announcement and can be used to observe the market reaction. Theoretically, the market reaction is measured by abnormal return and trading volume activity. This research used paired sample t-test to examine the effect of right issue’s announcement to the abnormal return and trading volume activity, using samples as much as 38 firms from 2017 to 2020. The observation period was 5 days before and 5 days after the announcement’s period. The result showed that the right issue’s announcement did not affect significantly to the abnormal return of firms, while affected significantly to the trading volume activity. Keywords: Abnormal Return, Right Issue, Trading Volume Activity
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