Ulumuddin, Ahmad Syahirul (2010) Pengaruh pengumuman penurunan BI Rate terhadap Return dan resiko Saham Sektor perbankan Indonesia Juni 2009. Undergraduate thesis, Universitas Islam Negeri Maulana Malik Ibrahim.
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Abstract
ABSTRACT
The events that occurred in the economic field will have an impact on sectors other life, this we can’nt deny. On June 3, 2009, Governor of Bank Indonesia announced changes in benchmark interest rates 7.00% in order to cope with rising inflation countries. The present study was to see the impact of return and risk level of banking sector stocks before and after the announcement of a decrease in the BI Rate by Bank Indonesia with the event study approach that uses event 5 days before (May 27, 2009) with 5 days after the event (June 10, 2009) in stock trading days.
This research is quantitative, using secondary data and take ten banks most active in Indonesian Capital Market in June 2009 as the sample period. The analysis conducted in this research is to use the Test-Paired Sample T test through the Test, using SPSS software version 11 for windows.
From the results of this study are statistically in the event window does not appear there are significant differences to return before the date of event reduction with BI rate in June 2009, one of them caused by fluctuations in the volume of trade in Indonesian Capital Market, we can know by looking at the significant value of 0.888. However, the data can be seen from the significant increase in risk after the occurrence of these events, one of which is caused by the high interest rate loans in the banking set, can be detected by looking at the significant value of 0.038.
Item Type: | Thesis (Undergraduate) | ||||||
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Supervisor: | Sucipto, Agus | ||||||
Contributors: |
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Keywords: | Risk; the BI rate reduction announcement | ||||||
Departement: | Fakultas Ekonomi > Jurusan Manajemen | ||||||
Depositing User: | Meirisa Anggraeni | ||||||
Date Deposited: | 18 Jan 2023 14:46 | ||||||
Last Modified: | 18 Jan 2023 14:46 | ||||||
URI: | http://etheses.uin-malang.ac.id/id/eprint/44485 |
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