ANALISIS RAMADHAN EFFECT TERHADAP ABNORMAL RETURN SAHAM PERUSAHAAN INDUSTRI PERTAMBANGAN YANG TERGABUNG DALAM JAKARTA ISLAMIC INDEKS (JII) TAHUN 2011

Irawan Abi, Yudi and Sri, Adji Prabawa (2012) ANALISIS RAMADHAN EFFECT TERHADAP ABNORMAL RETURN SAHAM PERUSAHAAN INDUSTRI PERTAMBANGAN YANG TERGABUNG DALAM JAKARTA ISLAMIC INDEKS (JII) TAHUN 2011. ['eprint_fieldopt_thesis_type_ut' not defined] thesis, Fakultas Ekonomi UNIB.

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Abstract

his study aims to determine and test empirically the effect of Ramadhan
effect on the abnormal return at the time of Ramadhan and the month after the
month of Ramadhan. The sample used in this study are companies that are
incorporated into the mining industry sector JII.
Determination of samples taken from the Indonesia Stock Exchange (BEI)
is using purposive sampling method. The focus of research directed at the
calculation of return, market return, abnormal return, AAR and CAAR are
examined return.Abnormal of this research was conducted based on the activity of
5 intraday. Monitoring of price movements were monitored during 19 trading
days during month of Ramadan and 20 days ramadhan.Teknik trade after months
of analysis used in the statistical tests in this study using paired sample t test.
The results illustrate the significant difference in abnormal return when
entering the month of Ramadhan and after passing through the month of
Ramadhan. From the results of the study concluded that propabilitas in this
research that the mean rate of 0.000 is smaller than the 0.05 figure Ha accepted.
This situation indicates that there is value in statistical testing of significant
abnormal return around the event period. This is also strengthened by the
cumulative abnormal return movement in which the trend value of cumulative
abnormal returns become increasingly negative after a month of Ramadhan.

Item Type: Thesis (['eprint_fieldopt_thesis_type_ut' not defined])
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economy > Department of Management
Depositing User: 014 Abd. Rachman Rangkuti
Date Deposited: 22 Dec 2013 19:33
Last Modified: 22 Dec 2013 19:33
URI: https://repository.unib.ac.id/id/eprint/5341

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