Arsyana, Anasrullah Gama (2018) Reaksi Saham Perbankan Dan Saham Properti Dalam Merespon Perubahan Kebijakan Loan To Value Yang Ditetapkan Bank Indonesia. Sarjana thesis, Universitas Brawijaya.
Abstract
Tujuan dari penelitian ini untuk mengetahui reaksi saham perbankan dan saham properti dalam merespon perubahan kebijakan relaksasi Loan to Value (LTV) pada tahun 2015. Populasi penelitian ini menggunakan 30 saham perbankan dan 30 saham properti. Penelitian ini menggunakan metode event study untuk menganalisis reaksi pasar dalam merespon suatu peristiwa dan menggunakan uji beda T-test untuk menganalisis perbedaan trading volume activity dan abnormal return sebelum dan sesudah peristiwa. Data yang digunakan merupakan data sekunder yang diperoleh dari Bursa Efek Indonesia dan yahoo finance. Hasil penelitian menunjukan bahwa tidak ada perbedaan signifikan pada rata-rata trading volume activity saham perbankan dan properti antara sebelum dan sesudah peristiwa. Selain itu pada rata-rata abnormal Return saham perbankan dan properti juga tidak terdapat perbedaan yang signifikan antara sebelum dan sesudah diberlakukannya kebijakan relaksasi Loan to Value pada tahun 2015.
English Abstract
The purpose of this research was to know the reaction of the banking shares and property shares (tergantung biasanya pake shares apa stocks) in responding to the changes of relaxation policy of Loan to Value (LTV) in 2015. The population of this research used 30 shares of banking and 30 shares of property. This research was using event study method to analyze market reactions in responding to an event and use t-test to analyze the differences between volume trading activity and abnormal return before and after the event. The data used were the secondary data obtained from the Indonesia Stock Exchange and yahoo finance. The result of this study indicated that there was no significant difference in the average volume of trading activity in banking shares and property between before and after the event. Furthermore, on average of abnormal Return of banking and property shares also there was no significant difference between before and after the enactment of relaxation policy of Loan to Value in 2015.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2018/336/051808137 |
| Uncontrolled Keywords: | Loan to Value, Pasar Modal Indonesia, Trading Volume Activity, Abnormal Return, Event Study, Loan to Value, Indonesia Stock Exchane, Trading Volume Activity, Abnormal Return, Event Study |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 14 May 2019 06:53 |
| Last Modified: | 20 Oct 2021 05:32 |
| URI: | http://repository.ub.ac.id/id/eprint/163935 |
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