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This study examines the existence of abnormal returns on the days before and after the annual earnings of stocks in the IDX 30 index over the 2017 – 2019 period. This study used the event study method to observe abnormal returns of stocks in the IDX 30 index at six days before and six days after the annual earnings announcement. The results showed that there was no abnormal return on stocks in the IDX 30 index before or after the announcement.

Abnormal Return Testing Before and After the Earnings Announcement