%0 Thesis
%9 Skripsi
%A Riska Dewi Erliana, NIM.: 19108030107
%B FAKULTAS EKONOMI DAN BISNIS ISLAM
%D 2023
%F digilib:60637
%I UIN SUNAN KALIJAGA YOGYAKARTA
%K Event Study, Abnormal Return, Trading Volume Activity, Bei,   Penerbitan Sukuk
%P 127
%T PENGUJIAN EFISIENSI PASAR TERHADAP PENERBITAN SUKUK KORPORASI (STUDI KASUS PADA BURSA EFEK INDONESIA TAHUN 2017-2022)
%U https://digilib.uin-suka.ac.id/id/eprint/60637/
%X This research is an event study research that aims to determine market  efficiency in the Indonesian capital market for the issuance of sukuk, especially  sukuk ijarah in 2017-2022 for companies listed on the Indonesia Stock Exchange  using abnormal returns and trading volume activity variables. Based on the t-test  on abnormal returns that has been carried out, it explains that there is no effect of  prolonged abnormal returns before and after the issuance of the sukuk. Based on  the t-test on trading volume activity that has been carried out, it explains that there  is a significant influence and trading volume activity moves well and stably. Thus  it can be concluded that, the Indonesian capital market is efficient in the semistrong  form because there are no prolonged abnormal returns and it can reach the  equilibrium price quickly and precisely.
%Z Pembimbing: Izra Berakon, M.Sc