?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=EFEK+RAMADHAN+TERHADAP+ABNORMAL+RETURN+DAN+TRADING+VOLUME+ACTIVITY+PADA+PERUSAHAAN+YANG+MASUK++KE+%0D%0ADALAM+JAKARTA+ISLAMIC+INDEX++DI+BURSA+EFEK+%0D%0AINDONESIA+PERIODE+2011-2017%0D%0A&rft.creator=M.+Azka+Kesuma+Wardana%2C+1311011100&rft.subject=HD28+Management.+Industrial+Management&rft.description=ABSTRAK%0D%0A%0D%0A%0D%0AEFEK+RAMADHAN+TERHADAP+ABNORMAL+RETURN+DAN+TRADING+VOLUME+ACTIVITY+PADA+PERUSAHAAN+YANG+MASUK++KE+%0D%0ADALAM+JAKARTA+ISLAMIC+INDEX++DI+BURSA+EFEK+%0D%0AINDONESIA+PERIODE+2011-2017%0D%0A%0D%0AOleh%0D%0A%0D%0AM.+AZKA+KESUMA+W%0D%0A%0D%0A%0D%0A%0D%0APenelitian+ini+merupakan+studi+peristiwa+yang+bertujuan+untuk+mengetahui+efek+yang+ditimbulkan+dari+bulan+ramadhan%2C+terhadap+perusahaan+yang+terdaftar+Jakarta+Islamic+Index+di+Bursa+Efek+Indonesia+periode+2011-2017%2C+dengan++menggunakan+indikator++abnormal+return+dan+trading+volume+activity.+Penelitian+ini+menggunakan+data+sekunder+berupa+harga+indeks+saham+harian+per+perusahaan+selama+periode%2C+Indek+Harga+Saham+Gabungan+(IHSG)+dan+volume+perdagangan%2C+dengan+populasi+dari+perusahaan+yang+masuk+ke+dalam++Jakarta+Islamic+Index+di+Bursa+Efek+Indonesia.+%0D%0AUji+statistik+yang+digunakan+untuk+menguji+hipotesis+adalah+uji+normalitas%2C+dan+uji+paired+sample+t-test.+Hasil+dari+Uji+T-test+pada+Abnormal+Return+antara+tahun+2011-2017+diketahu+bahwa+tidak+terdapat+pengaruh+yang+signifikan+antara+bulan+Ramadhan+terhadap+abnormal+return+dari+tahun+2011+hingga+tahun+2017.+Sementara+untuk+Uji+T-test+pada+trading+volume+activity+antara+tahun+2011+hingga+2017+diketahui+bahwa+hanya+di+tahun+2014%2C+2015+dan+3027+terdapat+pengaruh+signifikan+yang+artinya+pasar+merespon+peristiwa+tersebut.+%0D%0AJadi+hasil+dari+pengujian+terhadap+peristiwa+bulan+ramadhan+memiliki+kandungan+infomasi+walaupun+tidak+terjadi+di+setiap+tahun+periode+penelitian%2C+ini+dikarenakan+bulan+Ramadhan+merupakan+peristiwa+rutin+yang+terjadi+di+Indonesia+jadi+para+investor+sudah+dapat+memprediksi+bagaimana+pergerakan-pergerakan+saham+di+Bursa+Efek+Indonesia.%0D%0A%0D%0A%0D%0AKata+Kunci+%3A++Studi+Perisitwa%2C+bulan+ramadhan%2C+abnormal+return%2C+trading+volume+activity.%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0AABSTRACT%0D%0A%0D%0A%0D%0ARAMADHAN+EFFECT+ON+ABNORMAL+RETURN+AND+TRADING+VOLUME+ACTIVITY+ON+COMPANY+ENTERING+IN+JAKARTA+ISLAMIC+INDEX+%0D%0AIN+INDONESIA+STOCK+EXCHANGE+PERIOD+2011-2017%0D%0A%0D%0ABy%0D%0A%0D%0AM.+AZKA+KESUMA+W%0D%0A%0D%0A%0D%0A%0D%0AThis+study+is+a+study+of+events+aimed+at+knowing+the+effects+of+Ramadhan%2C+to+companies+listed+on+the+Jakarta+Islamic+Index+on+the+Indonesia+Stock+Exchange+period+2011-2017%2C+using+abnormal+return+and+trading+volume+activity+indicators.+This+study+uses+secondary+data+in+the+form+of+daily+daily+stock+price+index+during+the+period%2C+Composite+Stock+Price+Index+(IHSG)+and+trading+volume%2C+with+the+population+of+companies+entering+the+Jakarta+Islamic+Index+on+the+Indonesia+Stock+Exchange.+%0D%0AThe+statistical+test+used+to+test+the+hypothesis+is+the+normality+test%2C+and+the+paired+sample+t-test.+Result+of+T-test+test+on+Abnormal+Return+between+year+2011-2017+known+that+there+is+no+significant+influence+between+Ramadhan+month+to+abnormal+return+from+year+2011+until+year+2017.+While+for+T-test+on+trading+volume+activity+between+year+2011+until+2017+known+that+only+in+2014%2C+2015+and+2017+there+are++significant+influence+which+means+the+market+responds+to+the+event..%0D%0ASo+the+result+of+the+test+of+Ramadhan+event+has+the+information+even+though+it+does+not+happen+in+every+year+of+the+research+period%2C+this+is+because+Ramadhan+is+a+routine+event+occurring+in+Indonesia+so+investors+have+been+able+to+predict+how+the+stock+movements+in+Indonesia+Stock+Exchange.%0D%0A%0D%0AKeyword+%3A++Event+Study%2C+ramadhan+month%2C+abnormal+return%2C+trading+volume+activity.%0D%0A%0D%0A&rft.publisher=FAKULTAS+EKONOMI+DAN+BISNIS&rft.date=2017-09-15&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F28397%2F1%2F1.%2520ABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F28397%2F2%2F2.%2520SKRIPS%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F28397%2F3%2F3.%2520SKRIPS%2520FULL%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++M.+Azka+Kesuma+Wardana%2C+1311011100++(2017)+EFEK+RAMADHAN+TERHADAP+ABNORMAL+RETURN+DAN+TRADING+VOLUME+ACTIVITY+PADA+PERUSAHAAN+YANG+MASUK+KE+DALAM+JAKARTA+ISLAMIC+INDEX+DI+BURSA+EFEK+INDONESIA+PERIODE+2011-2017.++FAKULTAS+EKONOMI+DAN+BISNIS%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F28397%2F