The effect of financial performance, company size, and gross domestic product on abnormal returns

This study focuses on the effect of financial performance, firm size, and gross domestic product abnormal returns. Financial performance is measured by proxies for liquidity, profitability, earnings per share, leverage, market value. The object this was manufacturing companies listed Indonesia Stock Exchange in 2016-2020 samples were taken using a purposive sampling technique so that sample 114 obtained. analysis uses multiple linear regression analysis. results showed liquidity (CR), leverage (DER), book value (MBR), size had no Profitability (ROE) has positive returns, negative