Ananto, DeyaDanielBagus (2013) Reaksi Pasar Modal Terhadap Penutupan Sementara Bursa Saham Nyse Pada Saham – Saham Lq – 45 (Event Study Pada Peristiwa Bencana Badai Sandy New York 2012. Sarjana thesis, Universitas Brawijaya.
Abstract
Pada 30 Oktober 2012, Bursa Saham New York Stock Exchange Ditutup Sementara Waktu. Penutupan Ini Terjadi Karena Adanya Bencana Badai Sandy Yang Melanda Amerika Serikat. Penelitian Ini Termasuk Penelitian Event Study . Tujuan Dari Penelitian Ini Adalah Untuk Mengetahui Adanya Perubahan Abnormal Return Yang Signifikan Pada Saham – Saham Lq-45 Sebelum Dan Sesudah Pengumuman Penutupan Sementara Bursa Saham New York Stock Exchange (Nyse). Kemudian Untuk Mengetahui Adanya Perbedaan Average Abnormal Return (Aar) Secara Signifikan Pada Saham – Saham Lq-45 Sebelum Dan Sesudah Pengumuman Penutupan Sementara Bursa Saham New York Stock Exchange (Nyse). Dan Yang Terahkir Yaitu Untuk Mengetahui Apakah Ada Perbedaan Average Trading Volume Activity (Atva) Secara Signifikan Pada Saham – Saham Lq-45 Sebelum Dan Sesudah Penutupan Sementara Bursa Saham New York Stock Exchange (Nyse). Penelitian Ini Menggunakan Data Saham Lq-45, Dimana Saham Lq-45 Merupakan Golongan Saham Yang Memiliki Kapitalisasi Besar Serta Memiliki Kinerja Yang Bagus Sehingga Dianggap Dapat Merepresentasikan Kondisi Pasar Modal Di Indonesia. Kriteria Sampel Dalam Penelitian Ini Adalah Saham – Saham Yang Konsisten Masuk Kategori Lq-45 Pada Periode 1 Februari S.D. 31 Juli 2012 Dan 1 Agustus 2012 S.D. 31 Januari 2013. Periode Penelitian Ini Menggunakan 114 Periode Bursa Yang Meliputi Periode Estimasi ( Estimated Period ) Selama 100 Hari Bursa Dan Periode Jendela ( Window Period ) Selama 14 Hari Bursa Yaitu 7 Hari Sebelum Peristiwa ( Pre-Event ) Dan 7 Hari Sesudah Peristiwa ( Post-Event ). Hasil Pengujian Hipotesis I Menunjukan Bahwa Peristiwa Penutupan Sementara Bursa Saham New York Stock Exchange Menghasilkan Abnormal Return Bagi Investor Dimana Terdapat Perubahan Abnormal Return Yang Signifikan Pada Saham – Saham Lq-45. Hasil Pengujian Hipotesis Ii Menunjukan Bahwa Average Abnormal Return (Aar) Saham Tidak Berbeda Secara Signifikan Sebelum Dan Sesudah Peristiwa. Hasil Pengujian Hipotesis Iii Menunjukan Bahwa Average Trading Volume Activity (Atva) Saham Tidak Berbeda Secara Signifikan Sebelum Dan Sesudah Peristiwa.
English Abstract
On October 30, 2012, The New York Stock Exchange Was Closed Temporarily. This Closure Is Due To The Sandy Hurricane That Hit The United States. This Research Is Event Study. The Purpose Of This Study Was To Determine To The Presence Of A Significant Change In Abnormal Return On Lq-45 Stocks – Shares Before And After The Announcement Of The Temporary Closure Of The New York Stock Exchange. Then To Determine The Difference In Average Abnormal Return (Aar) Significantly On Lq-45 Stocks – Shares Before And After The Announcement Of The Temporary Closure Of The New York Stock Exchange. The Last Is To Determine Whether There Are Differences In Average Trading Volume Activity Significantly On Lq-45 Stocks – Shares Before And After The Temporary Closure Of The New York Stock Exchange (Nyse). This Study Uses Data Lq-45, Where The Lq-45 Is A Group That Has A Large-Cap Stocks And Has A Good Performance That Is Considered To Represent The Condition Of Capital Markets In Indonesia. Criteria In This Study Is Stocks That Consistently Categorized Lq-45 In The Period February 1 Until July 31, 2012 And August 1, 2012 Until January 31, 2013. Period Of This Study Using The 114 Exchange Period Covering The Estimated Period For 100 Trading Days And The Window Period During The 14 Trading Days Its 7 Days Before The Event (Pre-Event) And 7 Days After The Event (Post-Event) . The Hypothesis 1 Shows The Results Of Testing The Hypothesis That The Events Of The Temporary Closure Of The New York Stock Exchange Generate Abnormal Returns For Investors Where There Is A Significant Change In Abnormal Return On Stocks - Shares Of Lq-45. Hypothesis 2 Shows The Results Of Testing The Hypothesis That The Average Abnormal Return (Aar) Stock Did Not Differ Significantly Before And After The Event. Hypothesis 3 Testing Results Show That The Average Trading Volume Activity (Atva) Stock Did Not Differ Significantly Before And After The Event.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2013/579/051400535 |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 05 Feb 2014 08:47 |
| Last Modified: | 19 Oct 2021 07:37 |
| URI: | http://repository.ub.ac.id/id/eprint/106999 |
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