Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia
This study is an empirical research to analyze whether there is negative abnormal return as a result of natural disaster events. In this case, the event of natural disaster is Japan�s earthquake and tsunami that occurred on March 11, 2011. The data used in this study are daily closing stock prices...
| Main Authors: | , |
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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| _version_ | 1797032212152975360 |
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| author | , Anti Anggraini , Prof. Dr. Jogiyanto Hartono, MBA, Ak. |
| author_facet | , Anti Anggraini , Prof. Dr. Jogiyanto Hartono, MBA, Ak. |
| author_sort | , Anti Anggraini |
| collection | UGM |
| description | This study is an empirical research to analyze whether there is negative
abnormal return as a result of natural disaster events. In this case, the event of
natural disaster is Japan�s earthquake and tsunami that occurred on March 11,
2011. The data used in this study are daily closing stock prices and daily market
indices (JKSE). This research using a purposive sampling method with criterias as
follow: (1) Stock has complete data of stock price movements, (2) Registered
during the period of observation period, (3) The stock was not doing dividend
announcement, stock split, and right issue. The sample used in this study is 32 sample
stocks in Indonesia Stock Exchange. Market model is used to calculate the
expected return. The analysis shows that there is market reaction, but it does not
increase the wealth of investors because the abnormal returns that occur are not
significant. |
| first_indexed | 2024-03-13T22:35:10Z |
| format | Thesis |
| id | oai:generic.eprints.org:98155 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:35:10Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:981552016-03-04T08:45:40Z https://repository.ugm.ac.id/98155/ Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia , Anti Anggraini , Prof. Dr. Jogiyanto Hartono, MBA, Ak. ETD This study is an empirical research to analyze whether there is negative abnormal return as a result of natural disaster events. In this case, the event of natural disaster is Japan�s earthquake and tsunami that occurred on March 11, 2011. The data used in this study are daily closing stock prices and daily market indices (JKSE). This research using a purposive sampling method with criterias as follow: (1) Stock has complete data of stock price movements, (2) Registered during the period of observation period, (3) The stock was not doing dividend announcement, stock split, and right issue. The sample used in this study is 32 sample stocks in Indonesia Stock Exchange. Market model is used to calculate the expected return. The analysis shows that there is market reaction, but it does not increase the wealth of investors because the abnormal returns that occur are not significant. [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Anti Anggraini and , Prof. Dr. Jogiyanto Hartono, MBA, Ak. (2012) Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53374 |
| spellingShingle | ETD , Anti Anggraini , Prof. Dr. Jogiyanto Hartono, MBA, Ak. Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia |
| title | Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia |
| title_full | Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia |
| title_fullStr | Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia |
| title_full_unstemmed | Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia |
| title_short | Analisis Pengaruh Gempa Dan Tsunami Di Jepang terhadap Saham-Saham Perusahaan Di Bursa Efek Indonesia |
| title_sort | analisis pengaruh gempa dan tsunami di jepang terhadap saham saham perusahaan di bursa efek indonesia |
| topic | ETD |
| work_keys_str_mv | AT antianggraini analisispengaruhgempadantsunamidijepangterhadapsahamsahamperusahaandibursaefekindonesia AT profdrjogiyantohartonombaak analisispengaruhgempadantsunamidijepangterhadapsahamsahamperusahaandibursaefekindonesia |