Julia, Ni Made Clarisa Evelin and Faishal Fadli,, SE., ME., Ph.D. (2024) Reaksi Pasar Modal Perusahaan Sektor Batubara Bursa Efek Indonesia Terhadap Produk Domestik Bruto”. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk menganalisis pengaruh reaksi pasar modal perusahaan sektor batubara Bursa Efek Indonesia terhadap PDB. Berdasarkan hasil uji paired sample t-test, disimpulkan bahwa tidak terdapat perbedaan Abnormal Return dan TVA pada periode sebelum dan sesudah adanya kebijakan DMO. Untuk mengetahui reaksi pasar modal terhadap PDB, dilakukan metode analisis regresi linear berganda. Berdasarkan hasil uji simultan, disimpulkan bahwa variabel Abnormal Return, TVA dan Dummy secara bersama-sama memiliki pengaruh terhadap variabel PDB. Berdasarkan hasil uji parsial, diketahui bahwa Abnormal Return dan Dummy secara parsial tidak memiliki pengaruh pada PDB. Hasil uji parsial variabel TVA diketahui bahwa TVA berpengaruh pada PDB. Berdasarkan hasil penelitian tersebut dapat disimpulkan bahwa sektor batubara dalam pasar modal dengan PDB belum memiliki hubungan yang kuat untuk dapat mempengaruhi satu sama lain yang dapat disebabkan oleh faktor-faktor eksternal seperti kondisi sosial-ekonomi dan politik.
English Abstract
This study aims to analyze the impact of the capital market reactions of the coal sector in the Indonesian Stock Exchange on GDP. Based on the results of the paired sample t-test, it is concluded that there is no difference in Abnormal Return and TVA in the period before and after the DMO policy. This study used a multiple linear regression analysis to determine the effect of the capital market reactions on GDP. Based on the results of a simultaneous test, it is concluded that the Abnormal Return, TVA, and Dummy variables influence the GDP variable. Based on the partial test results, it is known that the Abnormal Return and Dummy variables partially do not influence GDP. Partial test results for the TVA variable concluded that TVA affects GDP. Based on the results of this research, it can be concluded that the coal sector in the capital market and GDP do not yet have a strong relationship to influence each other which can be caused by external factors such as socio-economic and political conditions.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0524020022 |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Unnamed user with username nova |
| Date Deposited: | 18 Mar 2024 06:36 |
| Last Modified: | 18 Mar 2024 06:36 |
| URI: | http://repository.ub.ac.id/id/eprint/217163 |
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