Zalfaa Azhaar Octaviana, - (2023) PENGARUH JANUARY EFFECT TERHADAP ABNORMAL RETURN SAHAM DAN TRADING VOLUME ACTIVITY : Event Study pada Perusahaan yang Terdaftar di Indeks LQ-45 Periode 2018-2022. S1 thesis, Universitas Pendidikan Indonesia.
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Abstract
Penelitian ini bertujuan untuk mengetahui dan menganalisis pengaruh January Effect terhadap Abnormal Return saham dan Trading Volume Activity pada perusahaan yang terdaftar di Indeks LQ-45 periode 2018-2022, dengan melihat gambaran abnormal return saham dan Trading Volume Activity sebelum dan sesudah January Effect. Penelitian ini menggunakan metode deskriptif dan verifikatif, dengan data sekunder. Data sekunder yang digunakan bersumber dari data closing price bulanan saham di website resmi Bursa Efek Indonesia dan Yahoo Finance. Populasi penelitian ini berjumlah 74 perusahaan yang terdaftar di Indeks LQ-45 selama periode 2018-2022, dengan sampel berjumlah 16 perusahaan. Teknik penarikan sampel yang digunakan adalah purposive sampling. Teknik analisis data yang digunakan adalah (1) Analisis statistik atau uji normalitas data menggunakan uji Kolmogorov-Smirnov, dan (2) Uji hipotesis menggunakan Paired Sample t-test untuk abnormal return saham dan Wilcoxon Signed Ranks Tes untuk Trading Volume Activity. Hasil pengujian menunjukkan bahwa terdapat perbedaan yang signifikan pada abnormal return saham dan Trading Volume Activity sebelum dan sesudah January Effect. This study aims to determine and analyze the effect of the January Effect on abnormal stock return and Trading Volume Activity on shares of companies listed on the LQ-45 Index for the 2018-2022 period. This research uses descriptive and verification methods, with secondary data. The secondary data used is sourced from monthly stock closing price data on the official websites of the Indonesia Stock Exchange and Yahoo Finance. The population of this study is 74 companies listed on the LQ-45 Index during the 2018-2022 period, with a sample of 16 companies. The sampling technique used was purposive sampling. The sampling technique used is proportionate stratified random sampling. The data analysis techniques used were (1) statistical analysis or data normality test using the Kolmogorov-Smirnov test, and (2) hypothesis testing using the Paired Sample t-test for abnormal stock return and the Wilcoxon Signed Ranks Test for Trading Volume Activity.
| Item Type: | Thesis (S1) |
|---|---|
| Additional Information: | Link Google Scholar: https://scholar.google.com/citations?hl=id&user=V8xLSQ4AAAAJ ID SINTA Dosen Pembimbing: Budhi Pamungkas Gautama: 5993835 Tia Yuliawati: 6722016 |
| Uncontrolled Keywords: | January Effect, Abnormal Return Saham, Trading Volume Activity, Abnormal Stock Return |
| Subjects: | L Education > L Education (General) |
| Divisions: | Fakultas Pendidikan Ekonomi dan Bisnis > Manajemen (non kependidikan) |
| Depositing User: | Zalfaa Azhaar Octaviana |
| Date Deposited: | 19 Sep 2023 03:50 |
| Last Modified: | 19 Sep 2023 03:50 |
| URI: | http://repository.upi.edu/id/eprint/101406 |
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