ANALISIS REAKSI PASAR MODAL ATAS PERISTIWA DEMONSTRASI PENOLAKAN RUU KUHP (Studi Kasus Pada Indeks LQ45)

Mufida, Mufshilatul and -, Dra. Mabruroh, M.M. (2020) ANALISIS REAKSI PASAR MODAL ATAS PERISTIWA DEMONSTRASI PENOLAKAN RUU KUHP (Studi Kasus Pada Indeks LQ45). Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

The purpose of this research is to analyze the reactions of the Indonesian capital market to the demonstration of the rejection of RUU KUHP. This research uses indicators of abnormal return and trading volume activity. The research method used is the event study approach used to determine differences in the average abnormal return and the average trading volume activity before, during and after the demonstration. This research is a quantitative study with secondary data. The research population is companies listed in the LQ45 index. The samples used were 42 companies based on the purposive sampling method. The analytical tool used is the One-Way ANOVA parametric test if the data is normally distributed, if the data is not normally distributed using the Kruskal Wallis Test non-parametric test. Based on statistical test on the average abnormal return shows no difference before, during and after the demonstration of the rejection of the RUU KUHP. Similarly, the results of statistical test of the average trading volume activity showed no difference in trading volume activity before, during and after the event. The conclusion is that the market did not react to the demonstration of the rejection of the RUU KUHP. Keywords: Market Reaction, Abnormal Return, Trading Volume Activity

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Reaksi Pasar, Abnormal Return, Trading Volume Activity
Subjects:	H Social Sciences > HG Finance
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	MUFSHILATUL MUFIDA
Date Deposited:	24 Feb 2020 12:05
Last Modified:	24 Feb 2020 12:05
URI:	http://eprints.ums.ac.id/id/eprint/81673

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