Hanifah Zyuriah, NIM.: 17108030010 (2021) REAKSI PASAR MODAL TERHADAP PERISTIWA VIRUS CORONA (COVID-19) PADA PASAR MODAL SYARIAH INDONESIA DAN MALAYSIA. Skripsi thesis, SUNAN KALIJAGA YOGYAKARTA.
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Text (REAKSI PASAR MODAL TERHADAP PERISTIWA VIRUS CORONA (COVID-19) PADA PASAR MODAL SYARIAH INDONESIA DAN MALAYSIA)
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Text (REAKSI PASAR MODAL TERHADAP PERISTIWA VIRUS CORONA (COVID-19) PADA PASAR MODAL SYARIAH INDONESIA DAN MALAYSIA)
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Abstract
This study aims to analyze and measure market reaction in the form of abnormal returns for corona virus (Covid-19) events in the Indonesian and Malaysian Islamic capital markets. This research is a type of event study using quantitative approach. The event used in this study are the events of the spread of corona virus (Covid-19) in the Indonesian Islamic capital market (JII) and (FBMHS) Malaysia. The observation period is conducted for 31 days consisting of 15 days before (t-5), the announcement day (Covid-19) (t=0) and 15 days after (t+15) the announcement of events in each country. The analysis technique used is the Paired Sample t-Test to see the market reaction and the Independent Sample t-Test to determine whether or not there are differences in reactions between the Indonesian and Malaysian Islamic capital markets during the event period. The results showed the corona virus (Covid-19) event did not contain information that causes the market to react. This is evidenced by the fact that there are no significant results in the combined test of the average abnormal return on the two Islamic capital markets, and in the independent sample t-test test, the average abnormal return is obtained by a sig. (2-tailed) value of 0.280 so there was not differences in reactions between the Indonesian and Malaysian Islamic capital markets during the observation period.
Item Type: | Thesis (Skripsi) |
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Additional Information: | Pembimbing : Dr. Darmawan, SPd.,MAB |
Uncontrolled Keywords: | Reaksi Pasar, Event Study, Abnormal Return, Covid-19, JII, FBMHS |
Subjects: | Covid-19 Manajemen Keuangan Syariah |
Divisions: | Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1) |
Depositing User: | Muh Khabib, SIP. |
Date Deposited: | 17 Nov 2021 10:06 |
Last Modified: | 17 Nov 2021 10:06 |
URI: | http://digilib.uin-suka.ac.id/id/eprint/46824 |
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