eprintid: 51905
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/05/19/05
datestamp: 2022-07-12 06:10:02
lastmod: 2022-07-12 06:10:02
status_changed: 2022-07-12 06:10:02
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Choirul Arifah, NIM.: 18108030081
title: PERBANDINGAN REAKSI PASAR MODAL SEBELUM DAN SESUDAH PENGUMUMAN PEMBERLAKUAN PEMBATASAN KEGIATAN MASYARAKAT (PPKM) DARURAT  (STUDI KASUS PADA IDX-MES BUMN17)
ispublished: pub
subjects: mks
divisions: jur_mks
full_text_status: restricted
keywords: Abnormal Return, Security Return Variability, Trading Volume Activity, PPKM Darurat
note: Pembimbing: Muhfiatun, S.E.I, M.E.I.
abstract: This research is descriptive quantitative using an event study. This research aims to test and compare the IDX-MES BUMN 17 to the announcement of the emergency PPKM or community activity restriction on July 1, 2021 due to covid-19 pandemic situation. The sample as well as the population in this study used all of the companies listed in IDX-MES BUMN 17. The data analysis method used One-Sample Test and Wilcoxon Sign Rank Test. The daily test with One-sample Test showed that significant abnormal returns at t-9 and t-7. Meanwhile, a compared test with Wilcoxon Sign Rank Test showed that there were differences in abnormal return, security return variability, and trading volume activity before and after the implementation of Emergency Community Activity Restrictions (PPKM Darurat) but not significant on IDX-MES BUMN 17.
date: 2022-06-06
date_type: published
pages: 121
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Choirul Arifah, NIM.: 18108030081  (2022) PERBANDINGAN REAKSI PASAR MODAL SEBELUM DAN SESUDAH PENGUMUMAN PEMBERLAKUAN PEMBATASAN KEGIATAN MASYARAKAT (PPKM) DARURAT (STUDI KASUS PADA IDX-MES BUMN17).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/51905/1/18108030081_BAB%20I_BAB%20TERAKHIR_DAFTAR%20PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/51905/2/18108030081_BAB%20II_S.D._SEBELUM%20BAB%20TERAKHIR.pdf