Raspati, Mahardhika and Noval Adib, Ph.D., Ak., CA. (2023) Pengaruh Pemberlakuan Pembatasan Sosial Berskala Besar (Psbb) Terhadap Harga Saham Di Bursa Efek Indonesia. Sarjana thesis, Universitas Brawijaya.
Abstract
Tujuan penelitian ini adalah untuk mengetahui perbedaan harga saham perusahaan yang terdaftar di Bursa Efek Indonesia sebelum dan sesudah diberlakukannya Pembatasan Sosial Berskala Besar pada tanggal 10 April 2020 berdasarkan signifikansi abnormal return. Populasi penelitian ini adalah seluruh perusahaan yang terdaftar di pasar modal yang berjumlah 876 perusahaan. Dengan menggunakan teknik purposive sampling, dipilih 18 orang diantaranya dari sektor konstruksi sebagai sampel. Penelitian ini berfokus pada window period, yaitu lima hari sebelum dan lima hari setelah pemberlakuan pembatasan sosial. Data yang berdistribusi normal dianalisis menggunakan uji sampel pared, dan data yang berdistribusi tidak normal dianalisis menggunakan uji Wilcoxon sign-rank test; seluruhnya dilakukan pada SPSS 25. Hasil analisis menunjukkan bahwa pemberlakuan pembatasan sosial tidak menimbulkan perbedaan abnormal return yang signifikan, artinya investor menilai pemberlakuan pembatasan sosial tidak akan mempengaruhi harga saham, khususnya perusahaan konstruksi
English Abstract
The purpose of this research is to identify differences in the stock price of companies listed on the Indonesia Stock Exchange before and after the enforcement of the Large-Scale Social Restriction on April 10, 2020, based on the significance of abnormal return. The population of this research is all 876 companies listed on the stock market. Using purposive sampling technique, 18 of them form construction sector were selected as the samples. This research focuses on the window period, that is five days before and five days after the social restriction enforcement. The normally distributed data was analyzed using pared sample test, and the non-normally distributed data was analyzed using Wilcoxon signed-rank test; all of which were performed in SPSS 25. The results of the analysis suggest that the enforcement of the social restriction did not cause any significant abnormal return differences, which means that investors considered that the enforcement of the social restriction would not affect the stock prices, especially those of construction companies.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | :0523020345 |
| Uncontrolled Keywords: | event study, abnormal return, enforcement of Large-Scale Social Restriction |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Unnamed user with username nova |
| Date Deposited: | 20 Dec 2023 02:46 |
| Last Modified: | 20 Dec 2023 02:46 |
| URI: | http://repository.ub.ac.id/id/eprint/205429 |
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