TY  - THES
N1  - Pembimbing: Dr. H. Darmawan, S.PD., MAB., CFRM
ID  - digilib63536
UR  - https://digilib.uin-suka.ac.id/id/eprint/63536/
A1  - Miftahul Zanah, NIM.: 20108030038
Y1  - 2024/01/18/
N2  - This research is an event study which aims to analyze the reaction of the Indonesian capital market to a series of events moving the country's capital to abnormal returns and trading volume activity in property & real estate sector companies listed on the Indonesian Sharia Stock Index (ISSI) and testing the semi-strong form of the market. . The data used is secondary data, namely IHSG, daily stock closing prices, and daily stock trading volume. The sample from this research consisted of 33 property & real estate companies registered with ISSI with a window period of 11 days. Based on the t-test that has been carried out on abnormal returns on the three events tested, only the second event, namely the ratification of the IKN Law by President Jokowi on February 15 2022 and the third event, namely the IKN groundbreaking on September 26 2023, have a difference in the average abnormal return before and after the event. Based on the t-test on trading volume activity for the three events studied, all the events studied had differences in the average trading volume activity before and after the event. The event that has stronger information content for the market is the second event, namely the ratification of the IKN Law by President Jokowi on February 15 2022.
PB  - UIN SUNAN KALIJAGA YOGYAKARTA
KW  - Event Study
KW  -  Abnormal Return
KW  -  Trading Volume Activity
KW  -  Sektor Property & Real Estate.
M1  - skripsi
TI  - EFEK PEMINDAHAN IBU KOTA NEGARA PADA PERUSAHAAN PROPERTY & REAL ESTATE YANG TERDAFTAR DI INDEKS SAHAM SYARIAH INDONESIA (ISSI)
AV  - restricted
EP  - 156
ER  -