ANALISIS REAKSI PASAR MODAL TERHADAP PENGUMUMAN KEBIJAKAN PPKM DARURAT PADA INDEKS SAHAM LQ-45 DI BURSA EFEK INDONESIA

FATMARIANI, FATMARIANI and Isnurhadi, Isnurhadi and Raneo, Agung Putra (2022) ANALISIS REAKSI PASAR MODAL TERHADAP PENGUMUMAN KEBIJAKAN PPKM DARURAT PADA INDEKS SAHAM LQ-45 DI BURSA EFEK INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

The aims of research is to find out whether the stock exchange react to the Emergency PPKM policy by observing the average abnormal return, security return variability and trading volume activity at the time, before, and after of the publication. The populations in this research were the companies that included in LQ-45 stock index period Februari – July 2021. The sampling technique was purposive sampling method and there were obtained 41 companies as the samples. The used data were the secondary data in the form of announcement date, daily stock closings and volume of shares outstanding and traded daily starting from June 24, 2021 to July 8, 2021. The data analysis technique was different test (Wilxocon Sign Rank Test). The results of this research showed that there was no difference in average abnormal return, average trading volume activity and average security return variability before and after the Emergency PPKM policy announcement.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Average abnormal return, Trading Volume Activiy, Security Return Variability, Reaksi Pasar Modal, Kebijakan PPKM Darurat
Subjects:	H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance. Corporation finance
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Fatmariani Fatmariani
Date Deposited:	25 Jan 2022 02:03
Last Modified:	25 Jan 2022 02:03
URI:	http://repository.unsri.ac.id/id/eprint/62410

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