Analisis trading volume activity (tva) dan abnormal return sebelum dan sesudah bergabung dengan Jakarta Islamic index

Pratiwi, Niken Ratri Ajeng (2018) Analisis trading volume activity (tva) dan abnormal return sebelum dan sesudah bergabung dengan Jakarta Islamic index. Other thesis, Wijaya Kusuma Surabaya University.

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Abstract

This research was conducted to analyze the difference of Trading Volume activity and Abnormal Return before and after registered in Jakarta Islamic Index. Population in this research is new company joined in Jakarta Islamic Index of period of December 1, 2012 - December 1, 2016. The sample used in this research as many as 19 companies. The sample is determined by using purposive sampling method. Data analysis used different test by using Paired Sample T-test and Wilcoxon Signed Ranks Test. The results showed that there is no significant difference in the average Trading Volume Activity (TVA) between five days before and five days after joining the Jakarta Islamic Index, with a significance value of 0.486 which can be concluded that the significance value is greater than 0.05 .There is no significant difference in average Abnormal Return between before and after joining the Jakarta Islamic Index. With result of calculation of significance equal to 0,245 which can be concluded that significance value greater than 0,05.Since there is no significant difference between Trading Volume Activity (TVA) and abnormal return in this study, it can be concluded that investors prefer stocks that have long joined the Jakarta Islamic Index. Keywords: Trading Volume Activity, Abnormal Return, Jakarta Islamic Index

Item Type: Thesis (Other)
Uncontrolled Keywords: Trading Volume Activity, Abnormal Return, Jakarta
Subjects: H Social Sciences > HC Economic History and Conditions
L Education > LC Special aspects of education
Divisions: Faculty of Economic and Business > Accounting Study Program
Depositing User: Agus Junaidi
Date Deposited: 29 Mar 2018 09:32
Last Modified: 29 Mar 2018 09:32
URI: http://erepository.uwks.ac.id/id/eprint/637

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