TY  - THES
N1  - Pembimbing : Dr. Mukhamad Yazid Afandi, M.Ag.
ID  - digilib46823
UR  - https://digilib.uin-suka.ac.id/id/eprint/46823/
A1  - Merlinda, NIM.: 17108030004
Y1  - 2021/08/10/
N2  - 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.
PB  - SUNAN KALIJAGA YOGYAKARTA
KW  - Studi Peristiwa
KW  -  security return variability
KW  -  bid-ask spread dan
penerapan PSBB jilid 1 di Jakarta
M1  - skripsi
TI  - 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)
AV  - restricted
EP  - 112
ER  -