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

Abstract

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.