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All Journal Owner : Riset dan Jurnal Akuntansi Jurnal Ekonomika Manajemen Dan Bisnis Jurnal Mahkota Bisnis (Makbis)
Nababan, Alwi Ihsan
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Library & Information Science

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ANALISIS PERBEDAAN HARGA SAHAM, RETURN SAHAM & LIKUIDITAS SAHAM SEBELUM DAN SESUDAH STOCK SPLIT (Studi Kasus Pada Perusahaan yang Tercatat di BEI Periode 2013-2017) Nababan, Alwi Ihsan
Jurnal Mahkota Bisnis (Makbis) Vol 2 No 2 (2023): Jurnal Mahkota Bisnis (Makbis)
Publisher : MTU PRESS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59929/mm.v2i2.23

Abstract

Tujuan penelitian ini adalah untuk mengetahui dan menganalisis perbedaan Harga Saham, Return Saham & Likuiditas Saham sebelum dan sesudah Stock Split pada perusahaan yang tercatat di Bursa Efek Indonesia Periode 2013-2017. Jenis penelitian yang digunakan adalah penelitian studi kasus (Event Study). Yaitu penelitian yang mempelajari reaksi pasar terhadap suatu peristiwa (event). Populasi yang digunakan dalam penelitian ini adalah perusahaan-perusahaan yang tercatat di Bursa Efek Indonesia periode 2013-2017 yang melakukan Stock Split sebanyak 55 perusahaan. Sampel diambil sebanyak 27 perusahaan dengan teknik purposive sampling. Teknik analisis yang digunakan adalah Uji Beda yaitu Paired Sample T-Test dan Wilcoxon Signed Rank Test. Hasil penelitian terdapat perbedaan yang signifikan antara Harga Saham sebelum dan sesudah dilakukan Stock Split. Terdapat perbedaan yang signifikan antara Return Saham sebelum dan sesudah dilakukan Stock Split. Tidak terdapat perbedaan yang signifikan antara Likuiditas Saham sebelum dan sesudah dilakukan Stock Split.
Analisis Reaksi Emiten Yang Terdaftar Di Bursa Efek Indonesia Terhadap Dampak Covid-19 Nababan, Alwi Ihsan; Irawati, Nisrul; Muluk, Chairul
Owner : Riset dan Jurnal Akuntansi Vol. 8 No. 1 (2024): Artikel Riset Januari 2024
Publisher : Politeknik Ganesha Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33395/owner.v8i1.1644

Abstract

The purpose of this study was to find out and analyze differences in Abnormal Return & Trading Volume Activity before and after the announcement of the first case of Covid-19 in Indonesia, Micro-Scale Lockdown and Emergency Lockdown in companies listed on the Indonesia Stock Exchange for the 2020-2021 period. The type of research used is case study research (Event Study). The samples were 48 companies listed in Healthcare, Technology, Transportation & Logistics sectors listed on the Indonesia Stock Exchange for the period 2020-2021, taken by using a purposive sampling technique. The analysis technique used is the Wilcoxon Signed Rank Test. The results showed there was no significant difference in abnormal returns on the announcement of the first case of Covid-19 in Indonesia, Micro-Scale PPKM, and Emergency PPKM in the Healthcare, Technology, Transportation & Logistics sector. There is a significant difference in Trading Volume Activity on the announcement of the first case of Covid-19 in Indonesia, Micro-Scale PPKM but there is no significant difference in Trading Volume Activity before and after Emergency PPKM in the Healthcare sector. There is a significant difference in Trading Volume Activity on Micro-Scale PPKM but there is no significant difference in Trading Volume Activity before and after the announcement of the first case of Covid-19 in Indonesia and Emergency PPKM in the Technology sector. There is no significant difference in Trading Volume Activity on the announcement of the first case of Covid-19 in Indonesia, Micro-Scale PPKM, and Emergency PPKM in the Transportation & Logistics sector.
Dampak Program Makan Bergizi Gratis (MBG) terhadap Saham Sub-Sektor Fish, Meat, Poultry di Bursa Efek Indonesia Nababan, Alwi Ihsan; Dhiyashavana, Berry; Lestari, Farianita; Indra Putri, Devana Anisha
Jurnal Ekonomi Manajemen dan Bisnis (JEMB) Vol. 4 No. 2 (2025): Juli-Desember
Publisher : CV. ITTC INDONESIA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47233/jemb.v4i2.3850

Abstract

Government policies often play a crucial role in shaping market sentiment and influencing investor behavior, especially in emerging capital markets. This study examines how Indonesia's Free Nutritious Meal Program (MBG), announced in 2024–2025, affected stock performance in the Fish, Meat, and Poultry sub-sector listed on the Indonesia Stock Exchange (IDX). Using an event study approach with a 10-day observation window (t-5 to t+4, where t0 is the official announcement date), we applied the Kolmogorov-Smirnov normality test and Wilcoxon Signed Rank Test to evaluate changes in Abnormal Return (AR), Trading Volume Activity (TVA), and Abnormal Trading Volume Activity (ATVA).Results show that abnormal returns remained relatively stable with a mean of -0.002805 before the event and -0.000361 after (p-value = 0.680 > 0.05), indicating no statistically significant change. Similarly, TVA and ATVA showed no abnormal patterns (p-value = 0.159 > 0.05). These findings suggest that the MBG announcement did not contain sufficient information content to trigger a significant short-term market reaction, reflecting semi-strong form market efficiency in Indonesia's capital market. Investors appear to perceive the program's direct impact on equity values as limited or delayed, with potential effects realized only in the long term.
Co-Authors Chairul Muluk Dhiyashavana, Berry Indra Putri, Devana Anisha Irawati, Nisrul Lestari, Farianita