BAYU SUJUD ANUGRAH (2026) ANALISIS KOMPARASI VOLUME PERDAGANGAN DAN ABNORMAL RETURN SEBELUM DAN SETELAH TRADING HALT 18 MARET 2025 DI BURSA EFEK INDONESIA. Sarjana thesis, Universitas Tadulako.
Full text not available from this repository.Abstract
This study analyzes the impact of a trading halt on trading volume activity and abnormal returns on the Indonesia
Stock Exchange during the trading halt on March 18, 2025. Using a quasi-experimental event study design, the
analysis covers five days before and after the trading halt for four state-owned banks listed on the IDX. Data were
analyzed using SPSS version 25 and paired-sample t-test techniques. The results show no significant change in
abnormal returns , but trading volume activity increased significantly after trading resumed. These findings suggest
that the trading halt effectively increased market liquidity without causing price volatility
| Item Type: | Thesis (Sarjana) |
|---|---|
| Subjects: | Tadulako University - Divisions > Fakultas Ekonomi dan Bisnis > Ekonomi Manajemen H Ilmu Sosial > Ekonomi Manajemen |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ekonomi Manajemen Library of Congress Subject Areas > H Ilmu Sosial > Ekonomi Manajemen |
| Date Deposited: | 07 Jul 2026 06:30 |
| Last Modified: | 07 Jul 2026 06:30 |
| URI: | https://repository.untad.ac.id/id/eprint/156164 |
| Baca Full Text: | Baca Sekarang |
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