TY  - THES
N1  - Pembimbing: Izra Berakon, M.Sc
ID  - digilib60637
UR  - https://digilib.uin-suka.ac.id/id/eprint/60637/
A1  - Riska Dewi Erliana, NIM.: 19108030107
Y1  - 2023/08/18/
N2  - 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.
PB  - UIN SUNAN KALIJAGA YOGYAKARTA
KW  - Event Study
KW  -  Abnormal Return
KW  -  Trading Volume Activity
KW  -  Bei
KW  -  
Penerbitan Sukuk
M1  - skripsi
TI  - PENGUJIAN EFISIENSI PASAR TERHADAP PENERBITAN SUKUK KORPORASI (STUDI KASUS PADA BURSA EFEK INDONESIA TAHUN 2017-2022)
AV  - restricted
EP  - 127
ER  -