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This paper aims to analyze the market reactions on corporate actions in the form of split-up, reverse split, right issue, and mergers and acquisitions in growing and non-growing energy consuming companies in Indonesia. The market reaction is analyzed based on stock price, trading volume, and abnormal returns movements using paired sample t-tests from the results of the event study for 5 days before and after corporate actions in the form of split-up, reverse split, right issue, and mergers anddoi:10.32479/ijeep.10737 fatcat:rcgaywrph5eq3bp742mtixmszq