DAFTAR PUSTAKA Abdellaoui, Mohammed. 2000

advertisement
DAFTAR PUSTAKA
Abdellaoui, Mohammed. 2000. Parameter-Free Elicitation of Utility and Probability Weighting
Functions. Management Science, 46 (11):1497-1512.
Affandi, Untung & Siddharta, Utama. 1998. Uji Efisiensi Bentuk Setengah Kuat pada Bursa
Efek Jakarta. USAHAWAN, Edisi Maret.
Anwar, Chairul. 2004. Studi Peristiwa Reaksi Pasar Terhadap Pemilihan Umum Tanggal 5 April
2004 Pada Bursa Efek Jakarta. Jurnal Ekonomi & Bisnis. No. 2, Jilid 9.
Barbara, Gunawan. 2001. Reaksi Pasar Modal Indonesia Terhadap Peristiwa Politik Dalam
Negeri (Studi Peristiwa Peledakan Bom di Gedung Bursa Efek Jakarta). Tesis. Universitas
Gadjah Mada Yogyakarta.
Beaver, W. 1968. The Information Content of Annual Earnings Announcements. Journal of
Accounting Research. Vol. 6(3)/Supplement/p.67-92.
Brav, A., & Heaton, J. 2002. Competing theories of financial anomalies. Review of Financial
Studies.
Domenech, Antoni Bosch & Silvestre, Joaquim. 2006. Reflections on gains and losses: A 2 × 2 ×
7 experiment. Journal Risk Uncertainty, 33:217–235.
Dos Santos, B. L., K. Peffers, D. C. Mauer. 1993. The impact of infor mation technology
investment announcements on the market value of the firm. Inform. Systems Res. 4(1) 1-23.
Elnaby. 1998. The Oil Stock Market Reaction To The Gulf War. Old Dominion University.
Virginia, United States.
Fama, Eugene F. 1991. Efficient Capital Market II. Journal of Finance. P. 1575-1617.
Fatmawati, Sri & Marwan Asri. 1999. Pengaruh Stock Split Terhadap Likuiditas Saham Yang
Diukur dengan Besarnya Bid-Ask Spread di Bursa Efek Jakarta. Jurnal Ekonomi dan Bisnis
Indonesia, 14(4), h:93-110.
Fromlet, H. 2001. Behavioral Finance-Theory and Practical Application. Business Economics,
Vol. 36 No. 3.
Gunasih, Sang Ayu Putu P. 2013. Pengaruh Peristiwa Non Ekonomi Terhadap Reaksi Pasar
Saham-saham Indeks LQ-45 di Bursa Efek Indonesia. Tesis. Universitas Gadjah Mada.
Hall, S G., dan Kenjegaliev, A. 2009. Effect of oil price changes on the price of Russian and
Chinese oil shares. University of Leicester, UK.
Hartono, Jogiyanto. 2013. Teori Portofolio dan Analisis Investasi, Edisi 8. Yogyakarta,
Indonesia: BPFE UGM.
Hartono, Jogiyanto. 2010. Studi Peristiwa: Menguji Reaksi Pasar Modal Akibat Suatu Peristiwa.
Edisi Pertama. Yogyakarta, Indonesia: BPFE UGM.
Hartono, Jogiyanto. 2005. Pasar Efisien Secara Keputusan. Jakarta, Indonesia: Gramedia.
Indarti, Johana. 2003. Analisis Perilaku Return dan Aktivitas Volume Perdagangan Saham di
Bursa Efek Jakarta (Event Study : Dampak Peristiwa Bom Bali Tanggal 12 Oktober 2002
pada Saham LQ 45). Tesis., Universitas Diponegoro, Semarang.
Kahneman, Daniel & Tversky, Amos. 1979. Prospect Theory: An Analysis of Decision under
Risk. Econometrica. Vol. 47, No. 2, pp. 263-292.
Kritzman, M.P. 1994. What Practitioners Need To Know About Event Studies. Financial
Analyst Journal, 17-20.
Kun Shin Im, Kevin E. Dow and Varun Grover. 2001. Research Report: A Reexamination of IT
Investment and the Market Value of the Firm—An Event Study. Information Systems
Research, Vol. 12, No. 1, pp. 103-117.
Lamasigi, Treisye Ariance. 2002. Reaksi Pasar Modal Terhadap Peristiwa Pergantian Presiden
Republik Indonesia 23 Juli 2001 : Kajian Terhadap Return Saham LQ-45 di PT Bursa Efek
Jakarta. Proceeding Simposium Nasional Akuntansi V, h.273-285.
Linville, PatriciaW., dan Gregory W. Fischer .1991. Preferences for separating or combining
events. Journal of Personality and Social Psychology, 60:5–23.
Lim, Sonya Seongyeon. 2006. Do Investors Integrate Losses and Segregate Gains? Mental
Accounting and Investor Trading Decisions. The Journal of Business, Vol. 79, No. 5.
Malhotra, Madhuri, Thenmozhi, M., Kumar, Arun G. 2007. Announcement Effect of Rights
Issue on Stock Returns: A Study Of Selected Indian Manufacturing Companies. Journal of
Services Research, Volume 7, Number 1.
Manullang, Timbul Laurence Adolf. 2004. Analisis Efisiensi Pasar Modal Indonesia
Menggunakan Pendekatan Multiple Event Sosial & Politik dan Ekonomi. Universitas
Persada Indonesia YAI, Jakarta.
Meznar, M., Nigh, D., & Kwok, C. 1994. Effect of announcements of withdrawal from South
Africa on stockholder wealth. Academy of Management Journal, 37: 1663-1648.
Michael Salinger. 1992. Value Event Studies. The Review of Economics and Statistics, Vol. 74,
No. 4, pp. 671-677.
Nayyar, P. 1995. Stock market reactions to customer service changes. Strategic Management
Journal, 16: 39-53.
Pasaribu, D. 2003. Reaksi Pasar Modal Indonesia Terhadap Peristiwa Peledakan Bom Bali di
Bali 12 Oktober 2003. Universitas Sumatera Utara, Medan.
Purwoko, Hengki. 1997. Konsekuensi Ekonomi Penghapusan Subsidi Bahan Baku di Industri
Pupuk: Aplikasi Model Keseimbangan Umum Terapan Indorani. Universitas Gadjah Mada,
Yogyakarta.
Salinger, Michael. 1992. Standar Errors in Event Studies. Journal of Financial and Quantitative
Analysis, vol. 27, No.1.
Shelton, L. 1998. Strategic business fits and corporate acquisition: Empirical evidence. Strategic
Management Journal, 9: 278-288.
Suarjana, Wayan I. 2011. Pengaruh Kebijakan Pemerintah Dalam Menurunkan Harga Bahan
Bakar Minyak Terhadap Reaksi Pasar Saham di Bursa Efek Indonesia. Tesis. Universitas
Udayana, Denpasar.
Suryawijaya, Marwan A. dan Faizal Arief Setiawan. 1998. Reaksi Pasar Modal Indonesia
Terhadap Peristiwa Politik Dalam Negeri (Event Study pada peristiwa 27 Juli 1996).
Universitas Gadjah Mada, Yogyakarta.
Tversky, Amos, & Kahneman, Daniel. 1987. Rational Choice and the Framing of Decisions In
Rational Choice: The Contrast Between Economics and Psychology, edited by Robin M.
Hogarth and Melvin W. Reder, 67-94. University of Chicago.
Tversky, Amos, and Daniel Kahneman. 1974. Judgment under Uncertainty: Heurisitics and
Biases. Science 185, 1124-1131.
Wibisono, Satrio. 2013. Analisis Studi Peristiwa Pengaruh Kenaikan Harga Bahan Bakar
Minyak Akibat Kebijakan Pemerintah Mengurangi Subsidi BBM Terhadap Harga Saham.
Tesis, Universitas Gadjah Mada. Yogyakarta.
Worrell, D. L., Davidson, W. N., Chandy, P. R., & Garrison, S. 1986. Management turnover
through deaths of key executives: Effects on investor wealth. Academy of Management
Journal, 29: 674-694.
Wright, P., Ferris, S. P., Hiller, J. S., & Kroll, M. 1985. Competitiveness through management of
diversity: Effects on stock price valuation. Academy of Management Journal, 38: 272-287.
Download