relation: https://digilib.uin-suka.ac.id/id/eprint/46824/
title: REAKSI PASAR MODAL TERHADAP PERISTIWA VIRUS CORONA  (COVID-19) PADA PASAR MODAL SYARIAH INDONESIA DAN  MALAYSIA
creator: Hanifah Zyuriah, NIM.: 17108030010
subject: Covid-19
subject: Manajemen Keuangan Syariah
description: This study aims to analyze and measure market reaction in the form of  abnormal returns for corona virus (Covid-19) events in the Indonesian and  Malaysian Islamic capital markets. This research is a type of event study using  quantitative approach. The event used in this study are the events of the spread of  corona virus (Covid-19) in the Indonesian Islamic capital market (JII) and  (FBMHS) Malaysia. The observation period is conducted for 31 days consisting of  15 days before (t-5), the announcement day (Covid-19) (t=0) and 15 days after (t+15)  the announcement of events in each country. The analysis technique used is the  Paired Sample t-Test to see the market reaction and the Independent Sample t-Test  to determine whether or not there are differences in reactions between the  Indonesian and Malaysian Islamic capital markets during the event period.  The results showed the corona virus (Covid-19) event did not contain  information that causes the market to react. This is evidenced by the fact that there  are no significant results in the combined test of the average abnormal return on  the two Islamic capital markets, and in the independent sample t-test test, the  average abnormal return is obtained by a sig. (2-tailed) value of 0.280 so there was  not differences in reactions between the Indonesian and Malaysian Islamic capital  markets during the observation period.
date: 2021-08-16
type: Thesis
type: NonPeerReviewed
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/46824/1/17108030010_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/46824/2/17108030010_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf
identifier:   Hanifah Zyuriah, NIM.: 17108030010  (2021) REAKSI PASAR MODAL TERHADAP PERISTIWA VIRUS CORONA (COVID-19) PADA PASAR MODAL SYARIAH INDONESIA DAN MALAYSIA.  Skripsi thesis, SUNAN KALIJAGA YOGYAKARTA.