SKRIPSI : ANALISIS PERBEDAAN RETURN DAN VOLUME PERDAGANGAN SAHAM SEPUTAR PENGUMUMAN DIVIDEN PADA SAHAM LQ-45 PERIODE 2008-2009
DAFTAR
ISI
HALAMAN JUDUL............................................................................................ ii
LEMBAR PERSETUJUAN............................................................................... iii
LEMBAR PENGESAHAN................................................................................ iv
SURAT PERNYATAAN.................................................................................... v
HALAMAN PERSEMBAHAN......................................................................... vi
MOTTO................................................................................................................ vii
KATA PENGANTAR....................................................................................... viii
DAFTAR ISI......................................................................................................... x
DAFTAR TABEL............................................................................................... xii
DAFTAR GAMBAR.......................................................................................... xiii
DAFTAR LAMPIRAN...................................................................................... xiv
ABSTRAK (3 BAHASA).................................................................................... xv
BAB I : PENDAHULUAN
1.
1. Latar
Belakang........................................................................... 1
1. 2. Rumusan Masalah...................................................................... 6
1.
3. Tujuan Penelitian....................................................................... 6
1.
4. Batasan Penelitian...................................................................... 6
1.
5. Manfaat Penelitian..................................................................... 7
BAB
II : KAJIAN PUSTAKA
2.
1. Hasil Penelitian Terdahulu........................................................ 8
2.
2. Kajian Teoritis
2. 2. 1. Pasar Modal................................................................. 13
2. 2. 2. Event
Study.................................................................. 15
2. 2. 3. Saham ......................................................................... 17
2. 2. 4. Efisiensi Pasar.............................................................. 19
2. 2. 5. Return ......................................................................... 21
2. 2. 6. Volume Perdagangan Saham....................................... 21
2. 2. 7. Dividen........................................................................ 21
2. 2. 8. Indeks Saham LQ-45................................................... 26
2. 2. 9. Kajian Teori Dalam Islam............................................ 27
2.
3. Kerangka Berfikir...................................................................... 38
2.
4. Hipotesis.................................................................................... 40
BAB
III :
METODE PENELITIAN
3. 1. Lokasi Penelitian dan Waktu Penelitian................................... 41
3. 2. Jenis dan Pendekatan Penelitian............................................... 41
3. 3. Populasi dan
Sampel
3. 3. 1. Populasi........................................................................ 42
3. 3. 2. Sampel......................................................................... 45
3. 4. Teknik Pengambilan Sampel..................................................... 45
3. 5. Data dan Jenis Data.................................................................. 47
3. 6. Teknik Pengumpulan Data........................................................ 47
3. 7. Definisi Operasional Variabel................................................... 48
3. 8. Model Analisis Data................................................................. 49
3. 9. Pengujian Statistik.................................................................... 51
BAB
IV :
PEMBAHASAN HASIL PENELITIAN
4. 1. Paparan Data Hasil Penelitian................................................... 53
4.
1. 1. Gambaran Umum Indeks LQ-45.................................. 53
4.
1. 2. Pengumuman Dividen.................................................. 54
4.
1. 3. Analisis Event Study.................................................... 55
4. 2. Deskripsi Hasil
Penelitian......................................................... 68
4.
2. 1. Pengujian Statistik dengan
menggunakan paired
Sampel T-Test ............................................................. 68
BAB
V :
PENUTUP
5. 1. Kesimpulan............................................................................... 77
5. 2. Saran......................................................................................... 78
DAFTAR
PUSTAKA......................................................................................... 79
DAFTAR TABEL
Tabel
2. 1 : Penelitian Terdahulu......................................................................... 10
Tabel
2. 2 : Persamaan dan Perbedaan Peneliti dengan Penelitian
Terdahulu..... 12
Tabel
2. 3 : Jenis-jenis Transaksi Saham yang di haramkan dalam Islam............ 31
Tabel
2. 4 : Jenis-jenis Saham dalam Islam........................................................... 33
Tabel
3. 1 : Populasi Indeks Saham LQ-45 periode Feb 2008-Jan 2010............. 43
Tabel
3.
2 : Sampel Indeks Saham LQ-45 periode Feb 2008-Jan 2010............... 45
Tabel
3.
3 : Sampel Indeks Saham LQ-45 periode Feb 2008-Jan 2010............... 47
Tabel
3.
4 : Matriks Analisis................................................................................ 50
Tabel
4. 1 : Cum Dividend Date Saham LQ-45.................................................. 54
Tabel
4. 2 : Return Saham Individual Tahun 2008.............................................. 55
Tabel
4. 3 : Return Saham Individual Tahun 2009.............................................. 56
Tabel
4. 4 : Rata-rata Return Saham Individual Tahun 2008-2009..................... 57
Tabel
4. 5 : Rata-rata Return Seluruh Saham....................................................... 57
Tabel
4. 6 : Rata-rata Return Seluruh Saham tahun 2008-2009.......................... 58
Tabel
4. 7 : Volume Perdagangan Saham Individual Tahun 2008...................... 62
Tabel
4. 8 : Volume Perdagangan Saham Individual Tahun 2009...................... 63
Tabel
4. 9 : Rata-rata Volume Perdagangan Saham Individual Tahun 2008........ 64
Tabel
4. 10
: Rata-rata Volume Perdagangan
Saham Individual Tahun 2009....... 64
Tabel
4. 11 : Rata-rata Volume Perdagangan Saham tahun 2008-2009............... 64
Tabel
4. 12 : Rata-rata Volume Perdagangan seluruh Saham tahun 2008-2009... 66
Tabel
4. 13 : Paired Sampel T Test rata-rata return 2008...................................... 68
Tabel
4. 14 : Paired Sampel T Test rata-rata return 2009...................................... 69
Tabel
4. 15 : Paired Sampel T Test rata-rata volume perdagangan 2008.............. 70
Tabel
4. 16 : Paired Sampel T Test rata-rata volume perdagangan 2009.............. 70
DAFTAR GAMBAR
Gambar 2. 1 :
Kerangka Berpikir.......................................................................... 39
Gambar
4. 1 : Rata-rata Return Seluruh Saham tahun 2008-2009....................... 60
Gambar
4. 2 : Rata-rata Volume Perdagangan Seluruh Saham tahun
2008-2009..................................................................................... 67
DAFTAR LAMPIRAN
Lampiran 1 : Daftar Perusahaan LQ-45 periode Februari 2008-Januari
2010………………………………………………….……….. 81
Lampiran
2
: Laporan Dividen
Perusahaan……………………………...…... 89
Lampiran
3
: Data Closing Price Dan
Volume Perdagangan Saham……....... 97
Lampiran
4
: Input Data SPSS………………………………………….......... 102
Lampiran
5
: Output data
SPSS………………………………………..…….. 103
Lampiran
6
: Bukti Penelitian……………………………………………....... 107
Lampiran
7
: Bukti
Konsultasi………………………………………...……... 108
Lampiran
8
: Biodata
Peneliti…………………………………………........... 109
0 Komentar