ANALISIS LIKUIDITAS SAHAM SEBELUM, SAAT DAN SESUDAH BENCANA BANJIR ANTARA TAHUN 2007 DAN 2008 DI IBU KOTA JAKARTA (Studi Pada Industri Dasar dan Kimia Di BEI)

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JUDUL SKRIPSI : ANALISIS LIKUIDITAS SAHAM SEBELUM, SAAT DAN SESUDAH BENCANA BANJIR ANTARA TAHUN 2007 DAN 2008 DI IBU KOTA JAKARTA (Studi Pada Industri Dasar dan Kimia Di BEI) 

DAFTAR ISI 

HALAMAN JUDUL........................................................................ i
HALAMAN PERSETUJUAN............................................................ ii
KATA PENGANTAR..................................................................... iii
DAFTAR ISI............................................................................ v
DAFTAR GAMBAR....................................................................... viii
DAFTAR TABEL ......................................................................... ix
DAFTAR LAMPIRAN..................................................................... x
ABSRAKSI................................................................................ xi\

BAB I : PENDAHULUAN ..................................................................... 1
A. Latar Belakang ..................................................................... 1
B. Rumusan Masalah ..................................................................... 6
C. Tujuan Penelitian ..................................................................... 7
D. Batasan Penelitian .................................................................... 7
E. Manfaat Penelitian .................................................................... 9

BAB II : KAJIAN PUSTAKA ........................................................ 10
A. Hasil Penelitian Terdahulu ........................................... 10
B. Kajian Teoritis .................................................................... 15
1. Pengertian Pasar Modal ............................................. 15
a. Pengertian Dalam Arti Luas ................................. 15
b. Pengertian Dalam Arti Sempit ................................. 17
2. Investasi dan Macam-Macamnya ................................ 19
3. Resiko Investasi di Pasar Modal ................................. 20
a. Resiko sistematik (nondiversifiable risk) ....... 21
b. Resiko Unsistematik (diversifiable risk) ....... 21
4. Likuiditas Saham ...................................................... 22
a. Bid Ask Spread ...................................................... 22
b. Volume Perdagangan Saham
(Trading Volume Activity) ........................................... 24
c. Width Dan Resiliency ...................................................... 26
5. Studi Peristiwa (Event Study) ........................................... 27
6. Pengertian Indeks dan Klasifikasinya di BEI ................. 33
7. Hukum Transaksi Saham ............................................. 35
C. Hipotesis ................................................................................. 38
D. Kerangka Berfikir ..................................................................... 40

BAB III : METODE PENELITIAN ......................................................... 41
E. A. Lokasi Penelitian Dan Waktu Penelitian. ............................ 41
B. Jenis Penelitian ...................................................................... 41
C. Populasi dan Sampel Penelitian .............................................. 428
D. Sumber Data dan Tekhnik Pengumpulannya ....................... 46
E. Definisi Operasional Variabel ............................................... 47
F. Metode Analisa Data ........................................................... 50

BAB IV : ANALISA DAN PEMBAHASAN HASIL PENELITIAN...... 60
A. Paparan data Hasil Penelitian ............................................. 60
1. Gambaran Umum Industri Dasar dan Kimia...................... 60
2. Bencana Banjir Februari 2007 dan 2008 ...................... 61
3. Analisis Event Study ........................................................... 64
a. Aktivitas Volume Predagangan (AVP) ....................... 63
b. Bid-Ask Spread. ........................................................... 67
c. Widht ................................................................................... 72
d. Resiliency ....................................................................... 75
4. Hasil Analisis ...................................................................... 78
1. Pengujian Hipotesis .............................................. 78
a). Aktivitas Volume Perdagangan (AVP) ...................... 81
b). Bid-Ask Spread .......................................................... 83
c). Width ..................................................................... 86
d). Resiliency ..................................................................... 87
2). Uji t ................................................................................ 89
B. Pembahasan Penelitian ........................................................ 91

BAB V : KESIMPULAN DAN SARAN ........................................... 99
A. Kesimpulan ................................................................... 99
Saran ............................................................................... 100

DAFTAR PUSTAKA ................................................................... 102

LAMPIRAN

DAFTAR GAMBAR
Gambar 2.1. : Kerangka Berfikir............................................... 40

DAFTAR TABEL
Tabel 2.1. Persamaan Dan Perbedaan Penelitian Terdahulu
Dengan Penelitian Ini ................................................................. 10
Tabel. 3.1. Populasi...................................................... 43
Tabel. 3.1. Sampel................................................... 45
Tabel. 4.1. Rata-rata Aktivitas Volume Perdagangan Saham Per- Perusahaan .....65
Tabel. 4.2. Standart Deviasi AVP Saham Seluruh Perusahaan ................ 666
Tabel. 4.3. Bid-Ask Spread Per- Perusahaan................................................ 69
Tabel. 4.4. Rata- Rata Standar Deviasi Spread Saham Seluruh Perushaan.........70
Tabel. 4.5. Rata-rata Width Saham Per-perushaan ................................... 73
Tabel. 4.6. Rata- Rata Width Saham Seluruh Perushaan ........................ 74
Tabel. 4.7. Rata-rata Standart Deviasi PER Saham Per-perusahaan ................76
Tabel. 4.8. Rata-Rata Standar Deviasi PER Semua Perusahaan ............. 77
Tabel. 4.9. Paired sample T test(Banjir 2007) ............................................... 80
Tabel. 4.10. Paired sample T test (Banjir 2008) ............................................. 81
Tabel. 4.11. Rata-rata AVP tahun 2007 dan 2008 ...................................... 82
Tabel. 4.12 Rata-rata Bid-Ask Spread tahun 2007 dan 2008 ...................... 84
Tabel. 4.13 Rata-rata width tahun 2007 dan 2008. ................................... 86
Tabel. 4.14 Rata-rata PER tahun 2007 dan 2008. ....................................... 88
Tabel. 4.15 Tabel Thitung Likuidtas Saham (Variabel Terikat )............. 90

DAFTAR LAMPIRAN
Lampiran 1 : Aktivitas Volume Perdagangan Saham Tahun 2007
Lampiran 2 : Bid-Ask Spread Tahun 2007
Lampiran 3 : Width Tahun 2007
Lampiran 4 : Resiliency Tahun 2007
Lampiran 5 : Aktivitas Volume Perdagangan Saham Tahun 2008
Lampiran 6 : Bid-Ask Spread Tahun 2008
Lampiran 7 : Width Tahun 2008
Lampiran 8 : Resiliency Tahun 2008
Lampiran 9 : Tabel Statistik
Lampiran 10 : Populasi Penelitian.



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