Skripsi

ANALISIS PERBANDINGAN ABNORMAL RETURN, TRADING VOLUME ACTIVITY, DAN SECURITY RETURN VARIABILITY SEBELUM DAN SETELAH PENGUMUMAN PEMBERLAKUKAN PEMBATASAN KEGIATAN MASYARAKAT DARURAT PADA SAHAM SUB SEKTOR HOTEL, RESTORAN, DAN PARIWISATA

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Penilaian

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This research uses the event study method to test the reaction of capital markets before and after the announcement of the Emergency Community Activity Restrictions (PPKM) policy. The observation period includes 7 days before and 7 days after the event. By using purposive sampling, the research sample amounts to 29 stocks of the hotel, restaurant, and tourism companies listed on the Indonesia Stock Exchange. The hypothesis is tested with Paired Samples T-Test for those with normal distribution and Wilcoxon Signed Ranks Test for those with no normal distribution. The results showed that there was a difference in average trading volume activity, while average abnormal return and average security return variability did not have significant differences around the announcement. This research implies that stock investors need to consider information about government policies or other non-economic events to appropriately sort out relevant information to sell or maintain stocks under the risks and returns expected by investors.

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Availability

Inventory Code	Barcode	Call Number	Location	Status
2207001799	T72365	T723652022	Central Library (Referens)	Available

Detail Information

Series Title

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Call Number

T723652022

Publisher

Indralaya : Prodi Manajemen, Fakultas Ekonomi Universitas Sriwijaya., 2022

Collation

xxi, 84 hlm.; ilus.; 29 cm

Language

Indonesia

ISBN/ISSN

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Classification

658.150 7

Content Type

Text

Media Type

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Carrier Type

-

Edition

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Subject(s)

Manajemen keuangan
Prodi Manajemen

Specific Detail Info

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Statement of Responsibility

MURZ

Other version/related

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