Author:
Rette Perlita Sari,Tipaka Leony,Sinambela Vania,Manggopa Stien
Abstract
During the period from January 2022 to June 2022, several events in Indonesia tend to have an impact on the palm oil business. This study aims to examine the relationship between CPO's return and market return with 24 firms as the sample. The findings show that the relationship between the returns of CPO's stocks and market returns is weak and unidirectional. It is also found that the systematic risk and return of CPO's stocks tend to be similar between event periods The findings also imply that the events do not result in a significant difference in returns and systematic risk.
Publisher
Widyantara Nawasena Raharja Foundation
Reference15 articles.
1. Afdhal, M., Basir, I., & Mubarak, M. A. (2022). Dampak invasi Rusia terhadap reaksi pasar pada perusahaan sektor pertambangan di Indonesia. Jurnal Akun Nabelo: Jurnal Akuntansi Netral, Akuntabel, Objektif, 5(1), 828-835. http://jurnal.untad.ac.id/jurnal/index.php/jan/article/view/19190
2. Ari, A. P., Siwu, J., Sambur, M. S., & Kawulur, S. K. (2023). The return response on gold and crude oil during global geopolitical issues. The Contrarian: Finance, Accounting, and Business Research, 2(1), 12-17. DOI: 10.58784/cfabr.20
3. Azhari, F., Suharti, T., & Nurhayati, I. (2020). Pengaruh beta terhadap return saham pada perusahaan sektor perdagangan, jasa dan investasi. Manager: Jurnal Ilmu Manajemen, 3(4), 509-519. DOI: 10.32832/manager.v3i4.3925
4. Budiarso, N., & Pontoh, W. (2019). Does maturity signals high risk and high return?. Indonesia Accounting Journal, 1(1), 1-5. DOI: 10.32400/iaj.25404
5. Christiani, E., Mara, A., & Naenggolan, S. (2013). Peranan perkebunan kelapa sawit dalam pembangunan ekonomi wilayah di Kabupaten Muaro Jambi. Jurnal Ilmiah Sosio-Ekonomika Bisnis, 16(2), 63-73. DOI: 10.22437/jiseb.v16i2.2782
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献