PENGARUH KENAIKAN HARGA BAHAN BAKAR MINYAK (BBM) TAHUN 2013 TERHADAP INVESTASI SAHAM (Event Study Saham pada Perusahaan Otomotif dan Komponen yang Terdaftar di Bursa Eefek Indonesia - Repositori Universitas Andalas
DAFTAR ISI
ABSTRAK
KATA PENGANTAR ...................................................................ii
DAFTAR ISI ...................................................................................vi
DAFTAR TABEL ...........................................................................vii
DAFTAR GAMBAR ......................................................................viii
BAB I PENDAHULUAN
1.1 Latar Belakang ...........................................................................1
1.2 Rumusan Masalah ......................................................................6
1.3 Tujuan Penelitian ........................................................................6
1.4 Manfaat Penelitian ......................................................................6
1.5 Batasan Masalah .........................................................................7
1.6 Sistematika Penulisan .................................................................7
BAB II TINJAUAN LITERATUR
2.1 Investasi .....................................................................................9
2.2 Investor .......................................................................................10
2.3 Saham .........................................................................................11
2.3.1 Pengertian Saham ..............................................................11
2.3.2 Jenis-Jenis Saham .............................................................12
2.3.3 Harga Pasar Saham
2.3.4 Faktor-Faktor yang Mempengaruhi Harga Saham
2.4 Return
13
14
15
2.4.1 Pengertian Return ..............................................................15
2.4.2 Return Tak Normal (Abnormal Return)
18
6
2.4.3 Volume Perdagangan Saham
18
2.5 Kebijakan Pemerintah .................................................................19
2.5.1 Pengaertian Kebijakan Pemerintah
19
2.5.2 Faktor Kebijakan Pemerintah Menaikkan Harga BBM
20
2.6 Telaah Penelitian Terdahulu .......................................................21
2.7 Kerangka Pemikiran ...................................................................24
2.8 Hipotesis
24
BAB III METODE PENELITIAN
3.1 Desain Penelitian .............................................................................27
3.2 Jenis Dan Sumber Data ...............................................................30
3.3 Populasi Dan Sampel ....................................................................30
3.4 Metode Pengumpulan Data ............................................................32
3.5 Devenisi Operasional Variabel ......................................................33
3.6 Teknik Analisis Data .....................................................................37
BAB IV ANALISIS DATA DAN PEMBAHASAN
4.1 Hasil Analisis Data .......................................................................40
4.1.1 Analisis Deskriptif
40
4.1.2 Statistik Deskriptif
42
4.1.3 Uji Normalitas
44
4.2 Pengujian Hipotesis ........................................................................47
4.3 Pembahasan Hasil Penelitian ..........................................................49
4.3.1 Rata-Rata Return Tak Normal (Abnormal Return)
49
4.3.2 Rata-Rata Volume Perdagangan (Trading Volume Activity)
52
4.6 Implikasi Hasil Penelitian ..............................................................54
7
BAB V PENUTUP
5.1 Kesimpulan ......................................................................................57
5.2 Keterbatasan Penelitian ...................................................................58
5.3 Saran ................................................................................................59
DAFTAR PUSTAKA .........................................................................
LAMPIRAN ........................................................................................
9
ABSTRAK
KATA PENGANTAR ...................................................................ii
DAFTAR ISI ...................................................................................vi
DAFTAR TABEL ...........................................................................vii
DAFTAR GAMBAR ......................................................................viii
BAB I PENDAHULUAN
1.1 Latar Belakang ...........................................................................1
1.2 Rumusan Masalah ......................................................................6
1.3 Tujuan Penelitian ........................................................................6
1.4 Manfaat Penelitian ......................................................................6
1.5 Batasan Masalah .........................................................................7
1.6 Sistematika Penulisan .................................................................7
BAB II TINJAUAN LITERATUR
2.1 Investasi .....................................................................................9
2.2 Investor .......................................................................................10
2.3 Saham .........................................................................................11
2.3.1 Pengertian Saham ..............................................................11
2.3.2 Jenis-Jenis Saham .............................................................12
2.3.3 Harga Pasar Saham
2.3.4 Faktor-Faktor yang Mempengaruhi Harga Saham
2.4 Return
13
14
15
2.4.1 Pengertian Return ..............................................................15
2.4.2 Return Tak Normal (Abnormal Return)
18
6
2.4.3 Volume Perdagangan Saham
18
2.5 Kebijakan Pemerintah .................................................................19
2.5.1 Pengaertian Kebijakan Pemerintah
19
2.5.2 Faktor Kebijakan Pemerintah Menaikkan Harga BBM
20
2.6 Telaah Penelitian Terdahulu .......................................................21
2.7 Kerangka Pemikiran ...................................................................24
2.8 Hipotesis
24
BAB III METODE PENELITIAN
3.1 Desain Penelitian .............................................................................27
3.2 Jenis Dan Sumber Data ...............................................................30
3.3 Populasi Dan Sampel ....................................................................30
3.4 Metode Pengumpulan Data ............................................................32
3.5 Devenisi Operasional Variabel ......................................................33
3.6 Teknik Analisis Data .....................................................................37
BAB IV ANALISIS DATA DAN PEMBAHASAN
4.1 Hasil Analisis Data .......................................................................40
4.1.1 Analisis Deskriptif
40
4.1.2 Statistik Deskriptif
42
4.1.3 Uji Normalitas
44
4.2 Pengujian Hipotesis ........................................................................47
4.3 Pembahasan Hasil Penelitian ..........................................................49
4.3.1 Rata-Rata Return Tak Normal (Abnormal Return)
49
4.3.2 Rata-Rata Volume Perdagangan (Trading Volume Activity)
52
4.6 Implikasi Hasil Penelitian ..............................................................54
7
BAB V PENUTUP
5.1 Kesimpulan ......................................................................................57
5.2 Keterbatasan Penelitian ...................................................................58
5.3 Saran ................................................................................................59
DAFTAR PUSTAKA .........................................................................
LAMPIRAN ........................................................................................
9