ANALISIS EFEK RAMADHAN TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY PADA PERUSAHAAN LQ-45 DI BURSA EFEK INDONESIA PERIODE 2015-2019

Ahmad Faih, NIM.: 18208010007 (2021) ANALISIS EFEK RAMADHAN TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY PADA PERUSAHAAN LQ-45 DI BURSA EFEK INDONESIA PERIODE 2015-2019. Masters thesis, SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This research aims to determine the impact of the month of Ramadan on companies on the LQ-45 stock index on the Indonesia Stock Exchange (IDX) during 2015-2019, using the abnormal return variable and trading volume activity. This study uses secondary data, namely Indonesia Composite Index (ICI) along with active trading volume, the daily stock index price of each company during the study period. The data analysis method used the one sample t-test, the one sample Wilcoxon signed rank test, the paired sample t-test, the paired samples Wilcoxon signed rank test using SPSS 22. There is a significant abnormal return and trading volume activity on the days during Ramadan in companies listed on the LQ-45 stock index and there is no significant difference in the average abnormal return and trading volume activity in the early days of Ramadan and the last days of the month of Ramadan on companies listed on the LQ-45 stock index.

Item Type: Thesis (Masters)
Additional Information: Pembimbing : Dr. M. Ghafur Wibowo, S.E., M.Sc.
Uncontrolled Keywords: Ramadhan Effect, Abnormal Return, Trading Volume Activity, Indeks Saham LQ-45, Event Study
Subjects: Ekonomi Keuangan
Divisions: Fakultas Ekonomi dan Bisnis Islam > Ekonomi Syariah (S2)
Depositing User: Muh Khabib SIP.
Date Deposited: 18 Nov 2021 13:07
Last Modified: 18 Nov 2021 13:07
URI: http://digilib.uin-suka.ac.id/id/eprint/46954

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