eprintid: 77172
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/07/71/72
datestamp: 2026-06-30 04:02:10
lastmod: 2026-06-30 04:02:10
status_changed: 2026-06-30 04:02:10
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Aulia Ulfiana Putri, NIM.: 22108020058
title: ANALISIS REAKSI PASAR TERHADAP PERUBAHAN AUTO REJECTION BEI APRIL 2025 (STUDI PADA SAHAM JAKARTA ISLAMIC INDEX 30)
ispublished: pub
subjects: 297.273
divisions: jur_ps
full_text_status: restricted
keywords: Event Study, Abnormal Return, Trading Volume Activity, Reaksi
Pasar
note: Dr. Jeihan Ali Azhar, S.Si., M.E.I.
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.
date: 2026-06-04
date_type: published
pages: 109
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Aulia Ulfiana Putri, NIM.: 22108020058  (2026) ANALISIS REAKSI PASAR TERHADAP PERUBAHAN AUTO REJECTION BEI APRIL 2025 (STUDI PADA SAHAM JAKARTA ISLAMIC INDEX 30).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/77172/1/22108020058_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/77172/2/22108020058_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf