Putra, Rahma Sugiharto (2019) Uji Beda Abnormal Return dan Trading Volume Activity Akibat Peristiwa Asian Games 2018 Jakarta-Palembang (Studi pada Perusahaan yang Terdaftar dalam Indeks LQ-45 di BEI Tahun 2018). Sarjana thesis, Universitas Brawijaya.
Abstract
Pasar modal sebagai salah satu instrumen ekonomi tidak lepas dari berbagai pengaruh atau fenomena yang berkembang, baik pengaruh di lingkungan ekonomi maupun lingkungan non ekonomi, salah satunya pengaruh dari peristiwa olahraga (mega sport event). Event Asian Games 2018 Jakarta-Palembang merupakan peristiwa olahraga yang diperkirakan dapat memengaruhi aktivitas pasar modal. Abnormal return dan trading volume activity adalah alat yang dipergunakan untuk melihat bagaimana pasar modal bereaksi akibat adanya suatu informasi. Penelitian ini dilakukan untuk mengetahui apakah terdapat perbedaan rata-rata abnormal return dan trading volume activity sebelum dan sesudah upacara pembukaan dan upacara penutupan Asian Games 2018. Penelitian ini menggunakan metode studi peristiwa (event study). Populasi dan sampel dalam penelitian ini adalah saham perusahaan yang masuk dalam Indeks LQ-45 periode Agustus 2018 sampai dengan Januari 2019. Periode penelitian selama 12 hari bursa (trading days) yang terdiri dari 3 hari sebelum upacara pembukaan, 3 hari sesudah upacara pembukaan Asian Games 2018 dan 3 hari sebelum upacara penutupan, 3 hari sesudah upacara penutupan Asian Games 2018. Analisis data menggunakan uji Paired Sampel T-Test dan Wilcoxon Signed Rank Test. Hasil penelitian menunjukkan bahwa tidak terdapat perbedaan rata-rata abnormal return dan trading volume activity yang signifikan pada periode sebelum dan sesudah upacara pembukaan Asian Games 2018. Akan tetapi terdapat perbedaan rata-rata abnormal return dan trading volume activity yang signifikan pada periode sebelum dan sesudah upacara penutupan Asian Games 2018.
English Abstract
The capital market as an economic instrument cannot be separated from various influences or phenomena that develop, both influences in the economic environment and non-economic environment, one of which is the influence of mega sport events. Event Asian Games 2018 Jakarta-Palembang is a sporting event that is expected to influence capital market activities. Abnormal return and trading volume activity are tools used to see how the capital market reacts due to information. This study was conducted to determine whether there are differences in the average abnormal return and trading volume activity before and after the opening ceremony and closing ceremony of the Asian Games 2018. This study use the event study method. The population and sample in this study are company shares included in the LQ-45 Index from August 2018 to January 2019. The trading period is 12 trading days consisting of 3 days before the opening ceremony, 3 days after the opening ceremony of the Asian Games 2018 and 3 days before the closing ceremony, 3 days after the closing ceremony of the Asian Games 2018. Data analysis used Paired Sample t-Test and Wilcoxon Signed Rank Test. The results showed that there were no significant differences in the average abnormal return and trading volume activity in the period before and after the opening ceremony of the Asian Games 2018. However, there were significant differences in the average abnormal return and trading volume activity in the period before and after the closing ceremony of the Asian Games 2018.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2019/768/052000123 |
| Uncontrolled Keywords: | Asian Games, Mega Sport Event, Studi Peristiwa, Abnormal Return, Trading Volume Activity-Asian Games, Mega Sport Event, Event Study, Abnormal Return, Trading Volume Activity. |
| Subjects: | 600 Technology (Applied sciences) > 658 General management > 658.1 Organization and financial management > 658.15 Financial management > 658.152 Management of financial operations > 658.152 4 Procurement and management of specific kinds of capital |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | soegeng sugeng |
| Date Deposited: | 09 Nov 2020 15:11 |
| Last Modified: | 21 Oct 2021 02:22 |
| URI: | http://repository.ub.ac.id/id/eprint/177793 |
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