TY  - THES
N1  - SUNARSIH, S.E., M.Si
ID  - digilib24867
UR  - https://digilib.uin-suka.ac.id/id/eprint/24867/
A1  - ANINDITYA HANA KUSPA, NIM.  10390068
Y1  - 2017/01/27/
N2  - This study aims to analyze and explain the effect of the rise in prices of
LPG 12 kg against the abnormal return, trading volume activity and security
return variability in companies sub-sector of food and beverages are included in
the group of Indonesian Sharia Stock Index (ISSI). Generally 12 kg LPG price
hike will affect the performance of listed companies sub-sector of food and
beverages that will impact on investor analysis projected in influencing the prices
of securities in the capital markets.
The method used in this research is the study of events (event study) that
will analyze changes in the movement of abnormal return, trading volume activity
and security return variability around the announcement of the price increase LPG
12 kg. Hypothesis in this study is the change in the average abnormal return,
trading volume activity and return security share significant variability around the
announcement of the price increase LPG 12 kg. This research tests using different
test average by t-statistic. in this study, the authors use the observation period of 5
days prior to the announcement of the price increase LPG 12 kg and 5 days after
the announcement of the price increase LPG 12 kg with a total sample of 11
companies that do corporate action around the period of observation.
The results of the study on the first hypothesis indicate a change in
average abnormal return is significantly both before and after the announcement
of the price increase LPG 12 kg at t-1 and t+3. This is due to information
asymmetry among investors and supporting the efficient market hypothesis and a
half strong. the results of testing on both hypotheses suggests that the average
trading volume activity at about the announcement of the price increase 12 kg
LPG contains information that is a direct response by investors, namely at t-1 and
t+1 to t+5. Then in the third hypothesis results show that the average security
return variability is also significantly around the announcement of the price
increase LPG 12 kg.
PB  - UIN SUNAN KALIJAGA YOGYAKARTA
KW  - Islamic stocks
KW  -  abnormal return
KW  -  trading volume activity
KW  -  security
return variability
M1  - skripsi
TI  - PENGARUH PENGUMUMAN KENAIKAN GAS LPG 12KG TAHUN 2015
TERHADAP ABNORMAL RETURN, TRADING VOLUME ACTIVITY, DAN
SECURITY RETURN VARIABILITY
(EVENT STUDY PADA PERUSAHAAN-PERUSAHAAN SUB SEKTOR MAKANAN DAN
MINUMAN YANG TERCATAT DI INDEKS SAHAM SYARIAH INDONESIA (ISSI)
AV  - restricted
ER  -