Mely Agustin, NIM.: 18108030019 (2022) PENGARUH ABNORMAL RETURN, TRADING VOLUME ACTIVITY, EFISIENSI PASAR MODAL TERHADAP PERGERAKAN SAHAM ISSI (Analisis Komparatif Sebelum dan Sesudah Penyuntikan Vaksin Moderna). Skripsi thesis, UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA.
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Text (PENGARUH ABNORMAL RETURN, TRADING VOLUME ACTIVITY, EFISIENSI PASAR MODAL TERHADAP PERGERAKAN SAHAM ISSI (ANALISIS KOMPARATIF SEBELUM DAN SESUDAH PENYUNTIKAN VAKSIN MODERNA))
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Text (PENGARUH ABNORMAL RETURN, TRADING VOLUME ACTIVITY, EFISIENSI PASAR MODAL TERHADAP PERGERAKAN SAHAM ISSI (ANALISIS KOMPARATIF SEBELUM DAN SESUDAH PENYUNTIKAN VAKSIN MODERNA))
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Abstract
This study aims to be test the market efficiency of moderna vaccine injection events, which are vaccines with higher doses compared to previous vaccines. The arrival of moderna vaccine in Indonesia is on July 11, 2021. In this study the dependent variables measured were abnormal return variables and trading volume activity. While the independent variable used is the Injection of Moderna Vaccine. The authors also used the purposive sampling method for the selection of samples to be tested. There are 426 companies listed on ISSI (Indonesia Sharia Stock Index) that became population and sample in the period June 2021-September 2021. This study uses analytical methods namely Multiple Linear Regression, One Sample t-Test and Pired Sample t-Test. The results of the study with multiple linear regression analysis proved that the dependency between stock prices with abnormal returns and trading volume activity with data obtained 97.7% of stock prices are influenced by these two variables. In the One Sample t-Test test also proved a significant value contained in abnormal return and trading volume activity in the time before and after the injection of modern vaccines. As for the Paired Sample t-Test test did not prove significant in before and after the injection of the moderna vaccine.
Item Type: | Thesis (Skripsi) |
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Additional Information: | Pembimbing : Furqonul Haq, S.E.I., M.E.I. |
Uncontrolled Keywords: | Pasar Modal; Pergerakan Saham; Abnormal Return |
Subjects: | Manajemen Keuangan Syariah |
Divisions: | Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1) |
Depositing User: | Heru Pasuko Rini |
Date Deposited: | 25 Feb 2022 18:15 |
Last Modified: | 25 Feb 2022 18:15 |
URI: | http://digilib.uin-suka.ac.id/id/eprint/49593 |
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