HIGHLIGHTS
- What: The aim of this study is to examine the semi-strong form of market efficiency in the Indonesia Equity Market on publicly available information. The study reveals that there are no significant abnormal returns during the pre-announcement periods suggesting that there is no significant leakage of information before the disclosures. This study examines the abnormal returns before the release of financial statements. This investigation examines the degree to which the market promptly and logically responds to the financial information revealed in earnings releases, leading to abnormal returns.
- Who: JEL Classifications G et al . . .
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