REAKSI INVESTOR TERHADAP PENERBITAN INDEKS BISNIS 27 PADA TAHUN 2016

HIOEDIYANTO, PAULINE (2017) REAKSI INVESTOR TERHADAP PENERBITAN INDEKS BISNIS 27 PADA TAHUN 2016. Other thesis, STIE MALANGKUCECWARA.

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1. Halaman Judul.pdf

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2. Lembar Pengesahan.pdf

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3. Lembar Orisinalitas.pdf

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4. Riwayat Hidup.pdf
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5. Abstrak.pdf

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6. Daftar Isi.pdf

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7. Daftar Tabel.pdf

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8. Daftar Grafik.pdf

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9. Daftar Gambar.pdf

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10. Bab I Pendahuluan.pdf

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11. Bab II Tinjauan Pustaka.pdf

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12. Bab III Metode Penelitian.pdf

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13. Bab IV Hasil Penelitian dan Pembahasan.pdf
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14. Bab V Penutup.pdf
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15. Daftar Isi.pdf

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16. Lampiran.pdf

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Abstract

ii “REAKSI INVESTOR TERHADAP PENERBITAN INDEKS BISNIS 27 PADA TAHUN 2016” Author: Pauline Hioediyanto NPK: K.2013.1.32138 REAKSI INVESTOR TERHADAP PENERBITAN INDEKS BISNIS 27 PADA TAHUN 2016 Oleh: Pauline Hioediyanto E-mail: paulhioe@gmail.com ABSTRAK Indeks Saham merupakan indeks yang diterbitkan oleh BEI untuk menjadi patokan berinvestasi bagi investor salah satunya adalah Indeks Bisnis 27. Indeks Bisnis 27 telah diterbitkan sejak tanggal 27 Januari 2009 dan emiten yang masuk harus memenuhi beberapa syarat yang ditentukan oleh BEI. Pengumuman penerbitan indeks ini menimbulkan reaksi dari investor. Penelitian ini meneliti reaksi investor terhadap penerbitan Indeks Bisnis 27 pada tahun 2016 selama 2 periode. Reaksi investor dapat diukur melalui dua variabel yaitu abnormal return dan trading volume activity dengan pengamatan selama 15 hari sebelum dan sesudah event. Hasil penelitian selama 2 periode dengan menggunakan uji Paired Sampel Test menunjukkan adanya perbedaan reaksi sebelum dan sesudah penerbitan Indeks Bisnis 27 hanya pada abnormal return periode 1. Sedangkan pada abnormal return periode 2 dan trading volume activity periode 1 maupun 2 tidak menunjukkan adanya perbedaan reaksi. Kata Kunci: Indeks Bisnis 27, Abnormal Return, Trading Volume Activity ABSTRACT Stock Index is an index issued by IDX to become the benchmark of investing for investors one of which is Business Index 27. Business Index 27 has been issued since January 27, 2009 and the listed issuers must meet several requirements as determined by BEI. The announcement of the issuance of this index caused a reaction from investors. This study examines investor's reaction to the issuance of Business Index 27 in 2016 for 2 periods. Investor reaction can be measured through two variables: abnormal return and trading volume activity with observation for 15 days before and after event. Result of research for 2 period by using Paired Sample Test show difference of reaction before and after issuance of Business Index 27 only at abnormal return period 1. While at abnormal return period 2 and trading volume activity period 1 or 2 do not show any difference of reaction. Keywords: Business Index 27, Abnormal Return, Trading Volume Activity

Item Type: Thesis (Other)
Uncontrolled Keywords: Business Index 27, Abnormal Return, Trading Volume Activity
Subjects: Manajemen Keuangan > Kinerja Saham
Depositing User: Library STIE MCE
Date Deposited: 03 Jul 2020 01:19
Last Modified: 19 Feb 2021 01:44
URI: http://repository.stie-mce.ac.id/id/eprint/750

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