Istikayani, Rindang (2023) Event Study: Efek Kenaikan Harga Bahan Bakar Minyak Tahun 2022 Terhadap Fluktuasi Pasar Modal Pada Perusahaan Indeks LQ-45. Undergraduate thesis, Politeknik Negeri bengkalis.
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Abstract
This study aims to determine the reaction of the Indonesian capital market to differences in average abnormal returns, trading volume activity between before and after the fuel price increase on September 3, 2022. This research is a type of descriptive quantitative research using the event study method. The research period used is 48 exchange days with an estimated market adjusted model. The population used is LQ-45 index companies listed on the Indonesia Stock Exchange as many as 45 companies. Obtained 44 companies which then became the sample in this study which was taken using purposive sampling method. The research test used the one sample t-test and the paired sample t-test because the data were normally distributed with a significance level of 0.05. The results of research on the increase in fuel prices on September 3, 2022, show that:(1) The reaction of the capital market is marked by the increase in the price of fuel oil which has a negative and significant effect on stock abnormal returns and trading volume activity of stocks. (2) The test results for AAR show that there is no significant difference between before and after the event. (3) The test results on ATVA showed that there was no significant difference between before and after the event
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Uncontrolled Keywords: | Increase Of Fuel Price, Market Reaction, Abnormal Return, Trading Volume Activity | ||||||||
| Subjects: | 550 ILMU EKONOMI > 560 ILMU EKONOMI > 562 Akuntansi 550 ILMU EKONOMI > 560 ILMU EKONOMI > 565 Perpajakan |
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| Divisions: | Jurusan Administrasi Bisnis > Sarjana Terapan Akuntansi Keuangan Publik > TUGAS AKHIR | ||||||||
| Depositing User: | AKP A | ||||||||
| Date Deposited: | 16 Aug 2023 10:28 | ||||||||
| Last Modified: | 16 Aug 2023 10:28 | ||||||||
| URI: | http://eprints.polbeng.ac.id/id/eprint/9232 |
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