eprintid: 60637
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/06/06/37
datestamp: 2023-09-26 04:34:52
lastmod: 2023-09-26 04:34:52
status_changed: 2023-09-26 04:34:52
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Riska Dewi Erliana, NIM.: 19108030107
title: PENGUJIAN EFISIENSI PASAR TERHADAP PENERBITAN SUKUK KORPORASI (STUDI KASUS PADA BURSA EFEK INDONESIA TAHUN 2017-2022)
ispublished: pub
subjects: eko_uang
divisions: jur_mks
full_text_status: restricted
keywords: Event Study, Abnormal Return, Trading Volume Activity, Bei, 
Penerbitan Sukuk
note: Pembimbing: Izra Berakon, M.Sc
abstract: 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.
date: 2023-08-18
date_type: published
pages: 127
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Riska Dewi Erliana, NIM.: 19108030107  (2023) PENGUJIAN EFISIENSI PASAR TERHADAP PENERBITAN SUKUK KORPORASI (STUDI KASUS PADA BURSA EFEK INDONESIA TAHUN 2017-2022).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/60637/1/19108030107_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/60637/2/19108030107_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf