ANALISIS REAKSI PASAR MODAL SYARIAH TERKAIT PENGUMUMAN PAKET KEBIJAKAN EKONOMI JILID X TAHUN 2016 (EVENT STUDY PADA PERUSAHAAN-PERUSAHAAN YANG TERDAFTAR DI JII TAHUN 2016)

AYI REZKI FAIZAN NUR, NIM. 09390045 (2016) ANALISIS REAKSI PASAR MODAL SYARIAH TERKAIT PENGUMUMAN PAKET KEBIJAKAN EKONOMI JILID X TAHUN 2016 (EVENT STUDY PADA PERUSAHAAN-PERUSAHAAN YANG TERDAFTAR DI JII TAHUN 2016). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This research was conducted to test the information content of the announcement of the economic policy package volumes X 2016 against shares of the companies from Jakarta Islamic Index (JII), listed period December 2016 - May 2016. The announcement of economic policy in general is an event that always gets special attention from the perpetrators of the capital markets. They would consider the policy so that if the event contains an information then it can result in a shift to a new equilibrium prices as a result of the interpretation of such information. The methods used in this research is event study which analyse abnormal return and trading volume activity around the announcement of the economic policy package volumes X 2016. The hypothesis that there is a significant change at the time before and after the announcement of the economic policies package volume X 2016 against two such indicators. In estimating of the level of return the company used the method market adjusted model. Statistical testing does is t-test two t ail w ith α = 5 % a nd t -table of ± 2,262. The sample used is 10 companies index JII corresponding to the specified category. The first hypothesis test results, there is a significant change in the average abnormal return on day -3, +1 and +3 period of observation. This means before the announcement of the information leak has occurred. The second hypothesis test results, there is a significant change in the average trading volume activity on the entire period of observation. Since day -5 to day +5 significant changes is entirely positive. This means if seen from the indicator trading volume activity investors have responded in a full to information contained from announcement of the package of economic policies volume X 2016 on the entire period of observation.

Item Type: Thesis (Skripsi)
Additional Information: MUH. GHAFURWIBOWO, S.E., M.Sc.
Uncontrolled Keywords: Economic Policy Package Volume X, event study, abnormal return, trading volume of activity.
Subjects: Ekonomi Islam
Divisions: Fakultas Ekonomi dan Bisnis Islam > Keuangan Syariah (S1)
Depositing User: H. Zaenal Arifin, S.Sos.I., S.IPI.
Date Deposited: 28 Jul 2016 15:20
Last Modified: 28 Jul 2016 15:20
URI: http://digilib.uin-suka.ac.id/id/eprint/21094

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