TY  - THES
N1  - Pembimbing : Dr. Darmawan, SPd.,MAB
ID  - digilib46824
UR  - https://digilib.uin-suka.ac.id/id/eprint/46824/
A1  - Hanifah Zyuriah, NIM.: 17108030010
Y1  - 2021/08/16/
N2  - 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.
PB  - SUNAN KALIJAGA YOGYAKARTA
KW  - Reaksi Pasar
KW  -  Event Study
KW  -  Abnormal Return
KW  -  Covid-19
KW  -  JII
KW  -  FBMHS
M1  - skripsi
TI  - REAKSI PASAR MODAL TERHADAP PERISTIWA VIRUS CORONA
(COVID-19) PADA PASAR MODAL SYARIAH INDONESIA DAN
MALAYSIA
AV  - restricted
EP  - 98
ER  -