NURLAELA, SITI (2024) ANALISIS REAKSI PASAR MODAL TERHADAP PERISTIWA LARANGAN EKSPOR BBM RUSIA 21 SEPTEMBER 2023 PADA PERUSAHAAN SEKTOR ENERGI INDUSTRI MINYAK DAN GAS YANG TERCATAT DI BURSA EFEK INDONESIA TAHUN 2023. Other thesis, UPN Veteran Yogyakarta.
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Abstract
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ANALYSIS OF CAPITAL MARKET REACTIONS TO THE RUSSIAN FUEL
EXPORT BAN EVENT 21 SEPTEMBER 2023 IN OIL AND GAS INDUSTRY
ENERGY SECTOR COMPANIES LISTED ON THE INDONESIAN STOCK
EXCHANGE IN 2023
Siti Nurlaela
Program Studi Manajemen
Fakultas Ekonomi dan Bisnis
Universitas Pembangunan Nasional “Veteran” Yogyakarta
nurlaela030702@gmail.com
ABSTRACT
The aim of this research is to analyze to determine whether there are abnormal
returns and significant differences in abnormal returns in oil and gas industry
energy sector companies, before and after the Russian fuel export ban event on 21
September 2023. In addition, to find out whether there are differences in trading
volume activity ( TVA) in energy sector companies in the oil and gas industry,
before and after the Russian fuel export ban event on September 21 2023. The type
of research used in this research is event study. The population in this research is
18 oil and gas industry energy sector companies listed on the Indonesian Stock
Exchange. The sampling technique used was purposive sampling which produced
a sample of 12 companies in the energy sector of the oil and gas industry. The tools
used in the data processing and analysis process were assisted using SPSS version
29. Data testing was carried out using the Normality test, One Sample T-Test, non-
parametic Wilcoxon Sign Rank Test. The results of this research are that there are
significant abnormal returns before, during and after the date of the event, there
are differences in abnormal returns before and after the event, and there are
differences in trading volume activity before and after the Russian fuel export ban
event on 21 September 2023.
Keywords: Russian Fuel Export Ban 21 September 2023, Abnormal Return,
Trading Volume Activity.
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ANALISIS REAKSI PASAR MODAL TERHADAP PERISTIWA
LARANGAN EKSPOR BBM RUSIA 21 SEPTEMBER 2023 PADA
PERUSAHAAN SEKTOR ENERGI INDUSTRI MINYAK DAN GAS
YANG TERCATAT DI BURSA EFEK INDONESIA TAHUN 2023
Siti Nurlaela
Program Studi Manajemen
Fakultas Ekonomi dan Bisnis
Universitas Pembangunan Nasional “Veteran” Yogyakarta
nurlaela030702@gmail.com
ABSTRAK
Tujuan dari penelitian ini untuk menganalisis Untuk mengetahui ada tidaknya
abnormal return dan perbedaan signifikan abnormal return pada perusahaan sektor
energi industri minyak dan gas, sebelum dan sesudah peristiwa larangan ekspor
BBM Rusia 21 September 2023. Selain itu, untuk mengetahui apakah ada
perbedaan trading volume activity (TVA) pada perusahaan sektor energi industri
minyak dan gas, sebelum dan sesudah peristiwa larangan ekspor BBM Rusia 21
September 2023. Jenis penelitian yang digunakalan dalam penelitian ini yaitu event
study. Populasi dalam oenelitian ini yaitu 18 perusahaan sektor energi industri
minyak dan gas yang terdaftar di Bursa Efek Indoneisa. Teknik pengambilan
sampel yang digunakan yaitu purposive sampling yang menghasilkan sampel
sebanyak 12 perusahaan sektor energi industri minyak dan gas. Alat yang
digunakan dalam proses pengolahan dan analisis data dibantu menggunakan SPSS
versi 29. Pengujian data dilakukan dengan uji Normalitas, One Sample T-Test, uji
non parametic Wilcoxon Sign Rank Test. Hasil dari penelitian ini yaitu terdapat
abnormal return yang signifikan sebelum, saat dan sesudah tanggal peristiwa,
terdapat perbedaan abnormal return sebelum dan sesudah peristiwa, dan terdapat
perbedaan trading volume activity sebelum dan sesudah peristiwa larangan ekspor
BBM Rusia 21 September 2023.
Kata Kunci: Larangan Ekspor BBM Rusia 21 September 2023, Abnormal Return,
Trading Volume Activity.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Larangan Ekspor BBM Rusia 21 September 2023, Abnormal Return, Trading Volume Activity. |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | Eko Yuli |
| Date Deposited: | 22 Jul 2024 01:37 |
| Last Modified: | 22 Jul 2024 01:37 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/40320 |
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