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REAKSI PASAR MODAL INDONESIA TERHADAP PENGUMUMAN KENAIKAN HARGA BBM 22 JUNI 2013

Management Analysis Journal

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Title REAKSI PASAR MODAL INDONESIA TERHADAP PENGUMUMAN KENAIKAN HARGA BBM 22 JUNI 2013
 
Creator Ningsih, Ervina Ratna; JUrusan Manajemen, Fakultas Ekonomi, Universitas Negeri Semarang
Cahyaningdyah, Dwi; Jurusan Manajemen, Fakultas EKonomi, Universitas Negeri Semarang
 
Subject Abnormal Return, Event Study, Refined Fuel Oil Increment, Trading Volume Activity (TVA).
 
Description SARI Tujuan dari penelitian ini adalah untuk mengetahui reaksi pasar modal dengan melakukan penelitian perbedaan abnormal return dan volume perdagangan sebelum dan setelah kenaikan harga BBM 22 Juni 2013. Penelitian ini menggunakan pendekatan event study, sampel yang digunakan dalam penelitian sebanyak 37 perusahaan sampel. Hasil dari penelitian ini menunjukkan bahwa pasar modal bereaksi terhadap peristiwa pengumuman kenaikan BBM 22 Juni 2013. Berdasarkan hasil uji beda rata-rata terhadap abnormal return pada periode sebelum dan sesudah pengumuman menunjukkan tidak adanya perbedaan yang signifikan, sedangkan untuk hasil uji beda rata-rata trading volume activity (TVA) menunjukkan adanya perbedaan yang signifikan pada periode sebelum dan sesudah peristiwa pengumuman kenaikan harga BBM 22 Juni 2013. Kata Kunci : Abnormal Return, Event Study, Kenaikan BBM, Trading Volume Activity (TVA). ABSTRACT The purpose of this research is to know the reaction of capital market by using a research about the differences of abnormal return and trading volume activity before and after refined fuel oil increment at June 22th 2013. This research use event study approach, the sample that use in this research are 37 companies sample. The result of this research showed that capital market reacted towards announcement of refined fuel oil increment phenomenon at June 22th 2013. Based on the result of the different average experiment towards abnormal returnin before and after announcement showed there not significant differences, whereas the result of different average experiment trading volume activity (TVA) showed there has differences in before and after announcement of refined fuel oil phenomenon on June 22th 2013. Keywords : Abnormal Return, Event Study, Refined Fuel Oil Increment, Trading Volume Activity (TVA).
 
Publisher Management Analysis Journal
 
Contributor —
 
Date 2014-06-11
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://journal.unnes.ac.id/sju/index.php/maj/article/view/3352
10.15294/maj.v3i1.3352
 
Source Management Analysis Journal; Vol 3, No 1 (2014): Management Analysis Journal
2502-1451
2252-6552
 
Language eng
 
Relation http://journal.unnes.ac.id/sju/index.php/maj/article/view/3352/3050