REAKSI PASAR MODAL INDONESIA TERHADAP PERISTIWA POLITIK PENGUMUMAN PERPINDAHAN IBU KOTA NEGARA REPUBLIK INDONESIA (Event Study Pada Perusahaan Sub Sektor Properti dan Real Estate yang Listing di BEI)

SALSABIL, TIAS MUTHIAH (2024) REAKSI PASAR MODAL INDONESIA TERHADAP PERISTIWA POLITIK PENGUMUMAN PERPINDAHAN IBU KOTA NEGARA REPUBLIK INDONESIA (Event Study Pada Perusahaan Sub Sektor Properti dan Real Estate yang Listing di BEI). Other thesis, UPN Veteran Yogyakarta.

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Abstract

vi
ABSTRAK
Penelitian ini bertujuan guna mengetahui bagaimana perbedaan reaksi pasar
modal antara sebelum dan setelah peristiwa pengumuman perpindahan ibu kota
Negara Republik Indonesia pada perusahaan properti dan real estate yang
terdaftar di Bursa Efek Indonesia. pada Penelitian ini bersifat kuantitatif dan
menggunakan data sekunder. Penelitian ini mengadopsi metode event study
dengan memfokuskan pada peristiwa pengumuman perpindahan ibu kota negara
republik indonesia. Variabel yang digunakan dalam penelitian ini, yaitu abnormal
return dan trading volume activity, guna mengamati bagaimana reaksi terhadap
peristiwa. Event window dilakukan selama 10 hari yaitu 5 hari sebelum peristiwa
dan 5 hari setelah peristiwa. Penelitian ini menggunakan Microsoft Excel dan
IBM SPSS Statistics 25 sebagai alat analisis. Teknik analisis data pada penelitian
ini menggunakan uji Wilcoxon Signed Ranked Test. hasil penelitian menujukan
bahwa: (1) terdapat perbedaan signifikan pada abnormal return antara sebelum
dan setelah peristiwa pengumuman perpindahan ibu kota negara republik
indonesia, (2) tidak terdapat perbedaan signifikan pada abnormal return antara
sebelum dan setelah peristiwa pengumuman perpindahan ibu kota negara republik
indonesia.
Kata Kunci: Pasar Modal, Perpindahan Ibu Kota Negara Republik
Indonesia, Event Study, Abnormal Return, Trading Volume Activity,
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ABSTRACT
This research aims to find out how the capital market reaction differs between
before and after the announcement of the announcement of the capital of the
Republic of Indonesia in property and real estate companies listed on the
Indonesian Stock Exchange. This research is quantitative and uses secondary
data. This research adopts the event study method with a focus on the
announcement of the capital of the Republic of Indonesia. The variables used in
this research are abnormal returns and trading volume activity, to observe how
people react to events. The event window is held for 10 days, namely 5 days
before the event and 5 days after the event. This research uses Microsoft Excel
and IBM SPSS Statistics 25 as analysis tools. The data analysis technique in this
research uses the Wilcoxon Signed Ranking Test. The research results show that:
(1) there is a significant difference in abnormal returns between before and after
the announcement of the move of the capital city of the Republic of Indonesia, (2)
there is no significant difference in abnormal returns between before and after the
announcement of the move of the capital city of the Republic of Indonesia.
Keywords: Kapital Market, Move of the Capital City of the Republic of
Indonesia, Event Study, Abnormal Return, Trading Volume Activity

Item Type: Thesis (Other)
Uncontrolled Keywords: Kapital Market, Move of the Capital City of the Republic of Indonesia, Event Study, Abnormal Return, Trading Volume Activity
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Law, Arts and Social Sciences > School of Management
Depositing User: Eko Yuli
Date Deposited: 06 Aug 2024 01:09
Last Modified: 06 Aug 2024 01:09
URI: http://eprints.upnyk.ac.id/id/eprint/40592

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