Asmanijar Primary Author mixed material bibliography Banda Aceh Fakultas Ekonomi 2014 id Indonesia

Skripsi

ABSTRAK Penelitian ini merupakan studi peristiwa yang bertujuan untuk menemukan bukti empiris ada atau tidaknya reaksi pasar modal Indonesia terhadap perubahan satuan perdagangan saham tanggal 6 Januari 2014 di Bursa Efek Indonesia , dengan menggunakan ind ik ator abnormal return , cumulative abnormal return dan trading volume activity . Sampel penelitian ini adalah saham - saham yang termasuk dalam Indeks LQ 45 di Bursa Efek Indonesia, dan data yang digunakan adalah data sekunder berupa harga penutupan harian saham, volume perdagangan saham harian, dan jumlah saham beredar 15 hari sebelum dan 15 hari sesudah perubahan satuan perdagangan saham . Uji statistik yang digunakan untuk menguji hipotesis adalah uji beda berpasangan ( paired sample t - test ). Ditemukan bah wa tidak terdapat perbedaan abnormal return dan cumulative abnormal return secara signifikan sebelum dan sesudah perubahan satuan perdagangan saham. Sedangkan trading volume activity menunjukkan bahwa terdapat perbedaan yang signifikan sebelum dan sesudah peru bahan satuan perdagangan saham pada 15 hari sebelum dan 15 hari sesudah perubahan satuan perdagangan saham. Kata Kunci: Event Study , Abnormal Return , CAR, TVA x ABSTRACT This research is the study of events that aims to find empirical evidence or no reaction to changes in Indonesia capital market unit of stock trading on January 6, 2014 in the Indonesia stock exchange, by using indicators of abnormal return, cumulative abn ormal return and trading volume of activity. The sample of this research is the stocks included in the index of the LQ 45 in Indonesia stock exchange, and data used are secondary data in the form of the daily closing price of the stock, the stock's daily t rading volume, and the number of shares outstanding 15 days prior to and 15 days after the change of the unit of stock trading. Statistical tests were used to test the hypothesis is paired difference test (paired sample t - test). It was found that there was no difference in abnormal return and cumulative abnormal return significantly before and after the change of the unit of stock trading. While the trading volume of activity indicates that there is a significant difference before and after the change of th e unit of trading of shares in the 15 days prior to and 15 days after the change of the unit of stock trading . Keywords: Event Study, Abnormal Return , CAR, TVA CAPITAL MARKETS 332.041 5 ELECTRONIC THESES AND DISSERTATION Universitas Syiah Kuala 8899 2014-09-08 13:15:26 2015-12-28 14:50:36 machine generated