Ahmad, Bimo Galuh Saputro (2018) Pengaruh Hari Raya Idul Fitri Terhadap Return Indeks LQ45 Bursa Efek Indonesia. S2 thesis, Universitas Mercu Buana - Menteng.
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Abstract
This study aims to examine whether there are significant distinctions in returns that occur in Shaban, Ramadan, and Shawwal as evidence for existence of the influence of Eid al-Fitr on the Indonesian Stock Exchange (IDX-LQ45). The data used is the closing price of LQ45 for the period 2012 - 2017. The samples in this study were determined by purposive sampling method, which is a weekly return that occurs during Sya'ban, Ramadhan, and Shawwal in the study period. The analytical method used is event studies with the Wilcoxon-test and the Paired Sample T-test statistical model with significance level α = 0,05 . The results showed that there was no significant difference between the return and abnormal return of LQ45 in the month of Sya'ban, Ramadan, and Shawwal in the period 2012 - 2017. Keywords : event studies, difference test, returns, LQ45, Eid al-Fitr, Ramadan. Penelitian ini bertujuan untuk melakukan pengujian apakah terdapat beda yang signifikan atas return yang terjadi pada bulan Sya’ban, Ramadhan, dan Syawal sebagai bukti terdapatnya pengaruh Idul Fitri terhadap LQ45 Bursa Efek Indonesia. Data yang digunakan merupakan harga penutupan LQ45 selama periode 2012 s.d. 2017. Sampel pada penelitian ini ditentukan dengan metode purposive sampling, yaitu merupakan return mingguan yang terjadi selama Sya’ban, Ramadhan, dan Syawal dalam periode penelitian. Metode analisis yang digunakan dalam penelitian ini adalah event studies dengan model statistik Wilcoxon-test dan Paired Sample T-test dengan tingkat signifikansi α = 0,05. Hasil penelitian menunjukkan bahwa tidak terdapat beda yang sinifikan antara return dan abnormal return LQ45 di bulan Sya’ban, Ramadhan, dan Syawal dalam periode tahun 2012 – 2017. Kata kunci: event studies, uji beda, returns, LQ45, Idul Fitri, Ramadhan.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-19-019 |
| NIM/NIDN Creators: | 55115110246 |
| Uncontrolled Keywords: | event studies, difference test, returns, LQ45, Eid al-Fitr, Ramadan. event studies, uji beda, returns, LQ45, Idul Fitri, Ramadhan. Manajemen Keuangan (MKU) |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | MYTHA ALVIANA SARI |
| Date Deposited: | 21 Mar 2022 03:12 |
| Last Modified: | 18 Jun 2022 05:57 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/58416 |
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