EVENT STUDY PENOLAKAN RUU KUHP TERHADAP JAKARTA ISLAMIC INDEX (JII)

MAULIDA ALFIATUN HASANAH, NIM. 16830032 (2020) EVENT STUDY PENOLAKAN RUU KUHP TERHADAP JAKARTA ISLAMIC INDEX (JII). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This study aims to examine market efficiency against the rejection of the RUU KUHP bill that occurred on September 24, 2019, which was measured using the variable abnormal return and trading volume activity. The dependent variables used in this study are abnormal return and trading volume activity. While the independent variable used is the rejection of the RUU KUHP. The author applies the purposive sampling method in selecting the sample to be tested. There are 30 companies registered in the Jakarta Islamic Index (JII) which are both population and sample in this study. The analytical method used is the One Sample t-Test and Paired Sample t-Test. The results of the study prove that there is a significant difference in abnormal returns after and during the rejection action RUU KUHP. The same thing happens in trading volume activity. Whereas before and during, and before and after not proven significant. This indicates that JII has not been proven to be half-efficient in the Rejection action RUU KUHP

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