PRANASARI, DINA (2020) PENGARUH SENTIMEN INVESTOR DAN MARKET ANOMALY TERHADAP HARGA SAHAM INDEKS LQ-45 PADA MASA PEMILIHAN PRESIDEN RI TAHUN 2019. S1 thesis, Universitas Mercu Buana Jakarta.
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Abstract
This study aims to analyze the effect of investor sentiment and market anomaly on the stock price of the LQ-45 index during the 2019 presidential election. The sample used in this study is 45 companies listed in the LQ-45 index for the period February - July 2019. Sampling method using purposive sampling. The data collection method uses archival data. Methods of data analysis using the Paired T Test. This study proves that investor sentiment has a significant effect on stock prices on the LQ-45 index during the 2019 Indonesian presidential election. Market anomaly does not have a significant effect on stock prices on the LQ-45 index during the 2019 Indonesian presidential election. Keywords : Investor Sentiment, Market Anomaly, Stock Price, LQ-45, Efficient Market Hypothesis (EMH), Paired Sample T Test, Indonesian Presidential Election 2019 Penelitian ini bertujuan menganalisis pengaruh sentimen investor dan market anomaly terhadap harga saham indeks LQ-45 pada masa pemilihan presiden RI tahun 2019. Sampel yang digunakan dalam penelitian ini adalah 45 perusahaan yang terdaftar dalam indeks LQ-45 periode Februari – Juli 2019. Metode penarikan sample menggunakan purposive sampling. Metode pengumpulan data menggunakan data arsip. Metode analisis data menggunakan Uji paired t test. Penelitian ini membuktikan bahwa sentiment investor berpengaruh signifikan terhadap harga saham di indeks LQ-45 pada masa pemilihan presiden RI tahun 2019. Market anomaly tidak berpengaruh signifikan terhadap harga saham di indeks LQ-45 pada masa pemilihan presiden RI tahun 2019. Kata Kunci : Sentimen Investor, Market Anomaly, Harga Saham, LQ-45, Hipotesis Pasar Efisien (EMH), Paired Sample T Test, Pemilihan Presiden RI 2019
| Item Type: | Thesis (S1) |
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| Call Number CD: | FE/MJ. 20 542 |
| NIM/NIDN Creators: | 43117110454 |
| Uncontrolled Keywords: | Sentimen Investor, Market Anomaly, Harga Saham, LQ-45, Hipotesis Pasar Efisien (EMH), Paired Sample T Test, Pemilihan Presiden RI 2019 |
| Subjects: | 100 Philosophy and Psychology/Filsafat dan Psikologi > 150 Psychology/Psikologi > 155 Differential and Developmental Psychology/Psikologi Diferensial dan Psikologi Perkembangan > 155.9 Environmental Psychology/Psikologi Lingkungan > 155.96 Influence of Restrictive Environments/Pengaruh Lingkungan Perbatasan 800 Literatures/Kesusastraan > 800. Literatures/Kesusastraan 800 Literatures/Kesusastraan > 800. Literatures/Kesusastraan > 801 Philosophy and Theory of Literatures/Filsafat dan Teori Kesusastraan |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | ELMO ALHAFIIDH PUTRATAMA |
| Date Deposited: | 22 Jun 2023 06:52 |
| Last Modified: | 22 Jun 2023 06:52 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/78402 |
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