REAKSI PASAR MODAL INDONESIA TERHADAP KEBIJAKAN PPKM DARURAT JAWA - BALI : Event Study Terhadap Perusahaan Yang Terdaftar Pada Indeks LQ 45

• Main Author: Ledi Muhamad Indjaghi, - (Author)
• Format: Book
• Published: 2022-08-24.
• Subjects: Thesis; NonPeerReviewed
• Online Access: Link Metadata

Summary

ABSTRAK Ledi M Indjaghi., Reaksi Pasar Modal Indonesia terhadap Kebijakan PPKM Darurat Jawa - Bali (event study terhadap perusahaan yang terdaftar pada indeks lq 45). Dibawah Bimbingan Dr. Maya Sari, SE., MM dan Tia Yuliawati, S.Pd., MM. Penelitian ini dilakukan untuk menganalisis reaksi pasar modal Indonesia terhadap kebijakan PPKM darurat Jawa - Bali dengan melihat gambaran abnormal return dan trading volume activity sebelum dan setelah kebijakan PPKM darurat Jawa - Bali, serta menganalisis perbedaan abnormal return dan trading volume activity sebelum dan setelah kebijakan PPKM darurat Jawa - Bali. Penelitian ini dilakukan dengan metode event study pada perusahaan yang termasuk kedalam indeks lq45. Penelitian menggunakan metode deskriptif dan verifikatif. Data yang digunakan pada penelitian ini yaitu data sekunder yang bersumber dari data historis saham perusahaan. Teknik pengambilan sampel menggunakan metode purposive sampling dan dipilih sesuai dengan kriteria yang telah ditetapkan. Teknik analisis data yang digunakan adalah (1) analisis deskriptif, (2) uji normalitas, (3) Uji hipotesis melalui uji beda dengan uji Paired Sampel Test dan uji Wilcoxon Signed Ranks Test. Dalam pengolahan data dengan menggunakan SPSS. Berdasarkan uji Wilcoxon Signed Ranks Test pada Average Abnormal Return diperoleh hasil tidak terdapat perbedaan Abnormal Return yang signifikan sebelum dan setelah kebijakan PPKM Darurat jawa - Bali dan Berdasarkan uji Wilcoxon Signed Ranks Test. pada Average Trading Volume Activity diperoleh hasil tidak terdapat perbedaan Trading Volume Activity yang signifikan sebelum dan setelah kebijakan PPKM Darurat jawa - Bali. Kata kunci : PPKM Darurat Jawa - bali, Abnormal Return, Trading Volume Activity, Event Study. ABSTRACT Ledi M Indjaghi., The reaction of the Indonesian Capital Market to the Java-Bali Emergency PPKM Policy (event study of companies listed on the lq 45 index). Under the guidance of Dr. Maya Sari, SE., MM and Tia Yuliawati, S.Pd., MM. This study was conducted to analyze the reaction of the Indonesian capital market to the Java-Bali emergency PPKM policy by looking at the abnormal return and trading volume activity before and after the Java-Bali emergency PPKM policy, as well as analyzing the differences in abnormal returns and trading volume activity before and after the emergency PPKM policy. Java - Bali. This research was conducted using the event study method on companies that are included in the lq45 index. The research uses descriptive and verification methods. The data used in this study is secondary data sourced from historical data on company shares. The sampling technique used purposive sampling method and was selected according to predetermined criteria. The data analysis techniques used are (1) descriptive analysis, (2) normality test, (3) hypothesis testing through a different test with the Paired Sample Test and the Wilcoxon Signed Ranks Test. In data processing using SPSS. Based on the Wilcoxon Signed Ranks Test on the Average Abnormal Return, the results showed that there was no significant difference in Abnormal Return before and after the Java-Bali Emergency PPKM policy and based on the Wilcoxon Signed Ranks Test. on the Average Trading Volume Activity, the results showed that there was no significant difference in Trading Volume Activity before and after the Java-Bali Emergency PPKM policy. Keywords: Java-Bali Emergency PPKM, Abnormal Return, Trading Volume Activity, Event Study

Item Description

http://repository.upi.edu/81799/1/S_PEM_1800190_Title.pdf
http://repository.upi.edu/81799/2/S_PEM_1800190_Chapter1.pdf
http://repository.upi.edu/81799/3/S_PEM_1800190_Chapter2.pdf
http://repository.upi.edu/81799/4/S_PEM_1800190_Chapter3.pdf
http://repository.upi.edu/81799/5/S_PEM_1800190_Chapter4.pdf
http://repository.upi.edu/81799/6/S_PEM_1800190_Chapter5.pdf
http://repository.upi.edu/81799/7/S_PEM_1800190_Appendix.pdf