Pradani, Rafina Dhiya and Silvi Asna Prestianawati, SE., M.Si. (2023) Analisis Reaksi Saham Properti Terhadap Pelonggaran Kebijakan Loan To Value (Ltv). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk menganalisis reaksi saham properti sebelum dan sesudah kebijakan pelonggaran Loan To Value (LTV) dikeluarkan dengan menggunakan indikator abnormal return dan trading volume activity. Sampel pada penelitian ini sebanyak 49 saham properti. Periode penelitian pada penelitian ini terdiri dari periode estimasi 60 hari dan periode peristiwa 10 hari sebelum serta 10 hari sesudah pelonggaran kebijakan LTV dikeluarkan. Data yang digunakan merupakan data sekunder yang diperoleh dari website Bank indonesia, Bursa Efek Indonesia dan yahoo finance. Hasil penelitian menunjukkan bahwa terdapat perbedaan abnormal return sebelum dan sesudah kebijakan pelonggaran LTV serta tidak terdapat perbedaan trading volume activity sebelum dan sesudah kebijakan pelongagran LTV. Penelitian ini diharapkan mampu menjadi rujukan bagi pemerintah dalam meningkatkan kualitas kebijakan LTV pada masa yang akan datang.
English Abstract
This study aims to analyze the reaction of property stocks before and after the Loan To Value (LTV) easing policy was issued by using indicators of abnormal return and trading volume activity. The sample in this study was 49 property shares. The research period in this study consisted of an estimated period of 60 days and an event period of 10 days before and 10 days after the LTV policy easing was issued. The data used is secondary data obtained from the websites of Bank Indonesia, the Indonesia Stock Exchange, and yahoo finance. The results showed that there were differences in abnormal returns before and after the LTV easing policy and there were no differences in trading volume activity before and after the LTV easing policy. This research may use for government in improving LTV policy quality in the future.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | :0523020477 |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Unnamed user with username nova |
| Date Deposited: | 11 Jan 2024 01:59 |
| Last Modified: | 11 Jan 2024 01:59 |
| URI: | http://repository.ub.ac.id/id/eprint/205832 |
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Text (DALAM MASA EMBARGO)
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