%0 Thesis
%9 Skripsi
%A Merlinda, NIM.: 17108030004
%B FAKULTAS EKONOMI DAN BISNIS ISLAM
%D 2021
%F digilib:46823
%I SUNAN KALIJAGA YOGYAKARTA
%K Studi Peristiwa, security return variability, bid-ask spread dan  penerapan PSBB jilid 1 di Jakarta
%P 112
%T ANALISIS DAMPAK PENERAPAN PSBB JILID 1 DI JAKARTA TERHADAP SECURITY RETURN VARIABILITY DAN BID-ASK SPREAD (STUDI KASUS PERUSAHAAN SEKTOR PROPERTI DAN REAL ESTATE YANG TERDAFTAR PADA ISSI)
%U https://digilib.uin-suka.ac.id/id/eprint/46823/
%X This study uses the event study method to find out how the impact of the  implementation of PSBB volume 1 in Jakarta on security return variability and bidask  spread. The research period used was 29 stock exchange days covering 10 days  before the event of the implementation of PSBB volume 1 in Jakarta, 9 days when  the event of implementing PSBB volume 1 in Jakarta, and 10 days after the event  of implementing PSBB volume 1 in Jakarta. The population in this study is the  property and real estate sector stocks listed in the Indonesian Sharia Stock Index.  The statistical test used to test the hypothesis is the Kruskal Wallis test. Kurskall  Wallis test results show that there is no difference in security return variability and  bid-ask spread before, during, and after the implementation of PSBB volume 1 in  Jakarta. The absence of these differences indicates that the information contained  in these events is not strong enough to produce differences before, during, and after  the implementation of PSBB volume 1 in Jakarta.
%Z Pembimbing : Dr. Mukhamad Yazid Afandi, M.Ag.