Kudus, Mochammad Ibnu (2019) Perbedaan Abnormal Return Dan Trading Volume Activity Atas Peristiwa Peledakan Bom Pada Tiga Gereja Di. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh peristiwa peledakan bom yang terjadi pada tiga gereja di Surabaya terhadap harga sekuritas di Indonesia. Penelitian ini menggunakan average abnormal return dan average trading volume activity pada indeks saham LQ-45 untuk mengetahui pengaruh peristiwa peledakan bom tersebut. Periode pengamatan yang digunakan selama 21 hari yaitu 10 hari sebelum dan 10 hari sesudah peristiwa serta 1 hari event date. Jumlah sampel yang digunakan dalam penelitian ini sebanyak 41 sampel saham pada indeks LQ-45, dengan menggunakan purposive sampling. Penelitian ini menggunakan uji hipotesis dengan paired sample t-test. Hasil pengujian menunjukkan bahwa terdapat perbedaan average abnormal return periode sebelum dan sesudah peristiwa peledakan bom dan tidak terdapat perbedaan average trading volume activity periode sebelum dan sesudah peristiwa peledakan bom. Hal tersebut menunjukkan bahwa peristiwa peledakan bom pada tiga gereja di Surabaya memiliki kandungan peristiwa bagi investor pasar modal. Kandungan informasi yang ada dapat dianalisis secara berbeda oleh setiap individu investor.
English Abstract
This study is aimed to determine the effect of bombings that occurred at three churches in Surabaya on securities prices in Indonesia. This study uses the average abnormal return and average trading volume activity on the LQ-45 stock index to determine the effect of the bombings. The utilizeed observation period is 21 days, consisting of 10 days before the event, 10 days after the event, and the day of the event. The number of samples used in this study were 41 stock samples on the LQ-45 index, using purposive sampling. This study used hypothesis testing with paired sample t-test. The result of this study showed that there were differences in average abnormal returns in the period before and after the bombings, and there was no difference in average trading volume activity in the period before and after the bombings. The results showed that the announcement of the bombings that occured at three churches in Surabaya has information value for investors on the capital market. The value of information can be analyzed differently by each individual investor.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/358/051907986 |
| Uncontrolled Keywords: | Event Study, Average Abnormal Return, Average Trading Volume Activity, Pasar Modal, Event Study, Average Abnormal Return, Average Trading Volume Activity, Capital Market |
| Subjects: | 600 Technology (Applied sciences) > 657 Accounting > 657.7 Accounting for specific phases of business activity |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 05 Nov 2020 05:24 |
| Last Modified: | 05 Nov 2020 05:24 |
| URI: | http://repository.ub.ac.id/id/eprint/174301 |
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