Riska Dewi Erliana, NIM.: 19108030107 (2023) PENGUJIAN EFISIENSI PASAR TERHADAP PENERBITAN SUKUK KORPORASI (STUDI KASUS PADA BURSA EFEK INDONESIA TAHUN 2017-2022). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.
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Text (PENGUJIAN EFISIENSI PASAR TERHADAP PENERBITAN SUKUK KORPORASI (STUDI KASUS PADA BURSA EFEK INDONESIA TAHUN 2017-2022))
19108030107_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf - Published Version Download (3MB) | Preview |
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Text (PENGUJIAN EFISIENSI PASAR TERHADAP PENERBITAN SUKUK KORPORASI (STUDI KASUS PADA BURSA EFEK INDONESIA TAHUN 2017-2022))
19108030107_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf - Published Version Restricted to Registered users only Download (4MB) | Request a copy |
Abstract
This research is an event study research that aims to determine market efficiency in the Indonesian capital market for the issuance of sukuk, especially sukuk ijarah in 2017-2022 for companies listed on the Indonesia Stock Exchange using abnormal returns and trading volume activity variables. Based on the t-test on abnormal returns that has been carried out, it explains that there is no effect of prolonged abnormal returns before and after the issuance of the sukuk. Based on the t-test on trading volume activity that has been carried out, it explains that there is a significant influence and trading volume activity moves well and stably. Thus it can be concluded that, the Indonesian capital market is efficient in the semistrong form because there are no prolonged abnormal returns and it can reach the equilibrium price quickly and precisely.
Item Type: | Thesis (Skripsi) |
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Additional Information: | Pembimbing: Izra Berakon, M.Sc |
Uncontrolled Keywords: | Event Study, Abnormal Return, Trading Volume Activity, Bei, Penerbitan Sukuk |
Subjects: | Ekonomi Keuangan |
Divisions: | Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1) |
Depositing User: | Muh Khabib, SIP. |
Date Deposited: | 26 Sep 2023 11:34 |
Last Modified: | 26 Sep 2023 11:34 |
URI: | http://digilib.uin-suka.ac.id/id/eprint/60637 |
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