PENGARUH KENAIKAN DAN PENURUNAN BAHAN BAKAR MINYAK TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SAHAM LQ45 DI BURSA EFEK INDONESIA

EKAYANTI, DIAN (2015) PENGARUH KENAIKAN DAN PENURUNAN BAHAN BAKAR MINYAK TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SAHAM LQ45 DI BURSA EFEK INDONESIA. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

This study aims to determine: (1) The effect of fuel price hike on abnormal stock returns before and after the announcement on June 21, 2013, the increase in fuel prices to abnormal stock returns before and after the announcement on 18 November 2014, the decline in fuel prices to abnormal stock returns before and after the announcement on January 1, 2015, a decrease in fuel prices to abnormal stock returns before and after the announcement on January 19, 2015, against the fuel price hike stock trading volume activity before and after the announcement on June 21, 2013, the increase in fuel prices on the stock trading volume activity before and after the announcement on 18 November 2014, the decline in fuel prices on the stock trading volume activity before and after the announcement on January 1, 2015 and a decrease in fuel prices on the stock trading volume activity before and after the announcement on January 19, 2015. This study uses event study analysis. The research period is 10 days. Samples were taken using purposive sampling technique are 45 companies LQ-45 index. The research data was tested with paried sample t- test. The results showed that: (1) There is a difference of abnormal return before and after the announcement of the increase dated June 21, 2013 and November 18, 2014. (2) There is no difference in abnormal returns before and after reduction in January 1, 2015 and January 19, 2015. (3) There is no difference trading volume activity before and after the increase in fuel dated June 21, 2013 and a decrease in the increase dated January 1, 2015 (4) There is difference trading volume activity before and after the increase on 18 November 2014 and a decrease dated January 19, 2015. Keyword : Abnormal Return, Trading Volume Activity, Event Study.

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 658 - GENERAL MANAGEMENT > 658.152 - MANAGEMENT OF FINANCIAL OPERATIONS
Divisions: Bachelor of Management
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas
Date Deposited: 26 Apr 2017 09:49
Last Modified: 26 Apr 2017 09:49
URI: http://eprints.perbanas.ac.id/id/eprint/963

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