%A NIM. 16830032 MAULIDA ALFIATUN HASANAH
%O Pembimbing : Dr.Darmawan, S.Pd., MAB
%T EVENT STUDY PENOLAKAN RUU KUHP
TERHADAP JAKARTA ISLAMIC INDEX
(JII)
%X This study aims to examine market efficiency
against the rejection of the RUU KUHP bill that occurred
on September 24, 2019, which was measured using the
variable abnormal return and trading volume activity. The
dependent variables used in this study are abnormal
return and trading volume activity. While the independent
variable used is the rejection of the RUU KUHP. The
author applies the purposive sampling method in selecting
the sample to be tested. There are 30 companies registered
in the Jakarta Islamic Index (JII) which are both
population and sample in this study. The analytical
method used is the One Sample t-Test and Paired Sample
t-Test.
The results of the study prove that there is a significant
difference in abnormal returns after and during the
rejection action RUU KUHP. The same thing happens in
trading volume activity. Whereas before and during, and
before and after not proven significant. This indicates that
JII has not been proven to be half-efficient in the Rejection
action RUU KUHP
%K abnormal return, Trading Volume Activity,
Rejection action RUUKUHP
%D 2020
%I UIN SUNAN KALIJAGA YOGYAKARTA
%L digilib41938