Reaksi Pasar Modal Indonesia Berbasis Syariah Terhadap Pengumuman Kebangkrutan Bank Investasi Lehman Brothers (Studi Kasus : Perusahaan-Perusahaan Yang Terdaftar Di Jakarta Islamic Index)

Vivaldi, Antonio (2010) Reaksi Pasar Modal Indonesia Berbasis Syariah Terhadap Pengumuman Kebangkrutan Bank Investasi Lehman Brothers (Studi Kasus : Perusahaan-Perusahaan Yang Terdaftar Di Jakarta Islamic Index). S1 thesis, STIE Indonesia Banking School.

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Abstract

The purpose of this research is to analyze Indonesian capital market -shariah based- reaction to Lehman Brothers bankruptcy announcement that indicated with abnormal return and cumulative abnormal return. This research explored the issue by applying the event study methodology for analyzing the market reactions. Samples of this research consist of 30 emitens that grouped in Jakarta Islamic Index. Abnormal return and cumulative abnormal return used to measure and analyze market reaction. One sample T-test and paired sample T-test is used in testing abnormal return and cumulative abnormal return differences during event period. he results of this research shows abnormal return for date of Lehman Brothers bankruptcy announcement negative and statistically significant. Further, this study found statistically significant differences cumulative abnormal return between event date and outside of event date. In other word, Lehman Brothers bankruptcy announcement containing the meaningful information (information content) for investor in Indonesian capital market -shariah based Key word : Lehman Brothers Bankruptcy announcement, in Indonesian capital market -shariah based-, and abnormal return

Item Type: Thesis (S1)
Subjects: H Social Sciences > HF Commerce > HF5601 Accounting
Divisions: KODEPRODI62201#Akuntansi
Depositing User: Mrs. Deli Apsa
Date Deposited: 27 Oct 2020 01:50
Last Modified: 27 Oct 2020 01:50
URI: http://repository.ibs.ac.id/id/eprint/1619

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