ABHIESTANAWA, FAIRUZ FEBRIAN (2023) DAMPAK PENGUMUMAN PENGESAHAN UU IKN (IBU KOTA NEGARA) TERHADAP ABNORMAL RETURN DAN AKTIVITAS VOLUME PERDAGANGAN (Pendekatan Event Study pada Perusahaan Sektor Property dan Real Estate yang Terdaftar di Bursa Efek Indonesia). S1 thesis, UNIVERSITAS MUHAMMADIYAH PURWOKERTO.

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Abstract

This study aims to analyze the differences in abnormal returns and trading volume activity of property and real estate companies listed on the Indonesia Stock Exchange before and after the announcement of the ratification of the new capital city law. The sampling method used purposive sampling, obtained samples that meet the criteria of 62 companies. This study uses an event study approach, namely looking at the impact of an event on a stock in the capital market. The study window for this event is 10 days before and after the announcement of the ratification of the IKN Law. A normality test was carried out to determine the statistical analysis tool for hypothesis testing. The results of the normality test show normal data for the abnormal return variable so that the hypothesis test uses the paired sample t test, while for the activity volume variable the trading data is not normally distributed so the hypothesis test uses the Wilcoxon signed rank test. The findings of this study indicate that there is no significant difference in abnormal returns before and after the announcement of the ratification of the IKN Law. In the variable volume of trading activity, a significant difference was found before and after the announcement of the ratification of the IKN Law.

Dosen Pembimbing: PANDANSARI, TIARA | nidn0611068901
Item Type: Thesis (S1)
Uncontrolled Keywords: abnormal return, trading volume, New State Capital Law, event study
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HF Commerce > HF5601 Accounting
Divisions: Fakultas Ekonomi dan Bisnis > Akuntansi S1
Depositing User: 2108010055
Date Deposited: 30 Jan 2025 04:42
Last Modified: 30 Jan 2025 04:42
URI: http://repository.ump.ac.id/id/eprint/17787

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