@phdthesis{digilib77172,
           month = {June},
           title = {ANALISIS REAKSI PASAR TERHADAP PERUBAHAN AUTO REJECTION BEI APRIL 2025 (STUDI PADA SAHAM JAKARTA ISLAMIC INDEX 30)},
          school = {UIN SUNAN KALIJAGA YOGYAKARTA},
          author = {NIM.: 22108020058 Aulia Ulfiana Putri},
            year = {2026},
            note = {Dr. Jeihan Ali Azhar, S.Si., M.E.I.},
        keywords = {Event Study, Abnormal Return, Trading Volume Activity, Reaksi
Pasar},
             url = {https://digilib.uin-suka.ac.id/id/eprint/77172/},
        abstract = {This study aims to analyze market reaction to an event using the event study
approach. Market reaction is measured by Average Abnormal Return (AAR) and
Trading Volume Activity (ATVA) in the periods before and after the event. The
data used are secondary data in the form of stock prices and trading volume during
the event window period. The analysis methods include normality test and
difference test using the Wilcoxon Signed Rank Test. The results show that there is
no significant difference in AAR, while ATVA shows a significant difference
before and after the event. This indicates that the market reacts to the event through
trading activity, but not through stock price changes.}
}