Bei, Viktoria Nofrida Rame (2015) Dampak Kebijakan Loan To Value Terhadap Reaksi Pasar Modal Di Bursa Efek Indonesia (BEI): Sebuah Pendekatan Event Study. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini menggunakan metode Event Study yang bertujuan untuk menganalisis dampak penerapan kebijakan Loan To Value (LTV) terhadap reaksi pasar modal di Bursa Efek Indonesia (BEI) khususnya pada saham perusahaan perbankan dan perusahaan properti, dengan menggunakan indikator abnormal return dan trading volume activity (TVA). Berdasarkan hasil uji beda bahwa tidak terdapat perbedaan yang signifikan rata-rata abnormal return dan trading volume activity (TVA) saham perbankan pada periode seputar penerapan kebijakan Loan To Value (LTV). Sedangkan pada saham properti terdapat perbedaan signifikan rata-rata abnormal return dan trading volume activity (TVA) pada periode sebelum-saat dan saat-setelah, sedangkan pada periode sebelum-sesudah tidak terdapat perbedaan yang signifikan. Dari hasil penelitian disimpulkan bahwa penerapan kebijakan Loan To Value (LTV) tidak menimbulkan reaksi pasar terhadap saham perbankan dan pada saham properti terdapat rekasi pasar yang sesaat dan tidak berkepanjangan
English Abstract
This study uses the Event Study to analyze the impact of policy implementation Loan To Value (LTV) of the reaction of the stock market in Indonesia Stock Exchange (IDX), especially in the banking companies stock and property companies stock, using indicators of abnormal return and trading volume activity (TVA). Based on the results of different test that there is no significant difference in the average abnormal return and trading volume activity (TVA) banking stocks in the period surrounding the implementation of policy Loan To Value (LTV). While on the property stock a significant difference on average abnormal return and trading volume activity (TVA) in the period before-when and when-after, while in the period before-after no significant difference. The conclusion is that the implementation of policy Loan To Value (LTV) does not cause the stock market reaction to the bank and the stock market the property there is a momentary reaction and not continuous
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2015/172/051502711 |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 13 Apr 2015 10:51 |
| Last Modified: | 17 Dec 2021 11:23 |
| URI: | http://repository.ub.ac.id/id/eprint/107745 |
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1.COVER_SKRIPSI.pdf Download (1MB) | Preview |
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4.SURAT_PERNYATAAN.pdf Download (1MB) | Preview |
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6.UCAPAN_TERIMA_KASIH.pdf Download (1MB) | Preview |
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5.DAFTAR_RIWAYAT_HIDUP.pdf Download (1MB) | Preview |
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2.LEMBAR_PENGESAHAN.pdf Download (1MB) | Preview |
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3.LEMBAR_PERSETUJUAN.pdf Download (1MB) | Preview |
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8.KATA_PENGANTAR.pdf Download (1MB) | Preview |
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9.DAFTAR_ISI.pdf Download (1MB) | Preview |
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10.DAFTAR_GRAFIK,_DAFTAR_TABEL,_DAFTAR_GAMBAR.pdf Download (1MB) | Preview |
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11.ABSTRAK.pdf Download (1MB) | Preview |
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13.DAFTAR_PUSTAKA.pdf Download (1MB) | Preview |
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12.ISI_SKRIPSI_(BAB_I,_BAB_II,_BAB_III,_BAB_IV,_BAB_V).pdf Download (2MB) | Preview |
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14.LAMPIRAN_HASIL_PENGUJIAN.pdf Download (2MB) | Preview |
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