Estimasi Perbedaan Harga Saham dan Volume Perdagangan Saham Sektor Perbankan Syariah Di Indonesia Studi Peristiwa: KTT G20 Di Bali Tahun 2022

Abstract

This research aims to examine differences in share stock prices and stock trading volume of Islamic banking sector between before and after the KTT G20 in Bali, Indonesia on 15-16 November 2022. The type of research is an event study with a quantitative approach. The research data is secondary data in the form of share price history and trading volume of Islamic bank shares listed on the IDX. The sample in this study was 60 consisting of 30 data before and 30 data after the KTT G20 in Bali, Indonesia. The data analysis technique used the Paired Sample t-test for the stock price variable and the Wilcoxon Signed Rank Test for the stock trading volume variable. The results showed that there was no difference in the average stock price after the KTT G20 in Indonesia and there was a difference in the average trading volume after the KTT G20 in Indonesia. The conclusion of the study was that investors received information about the KTT G20 in Indonesia as bad news because changes in stock price volume occurred negatively._____________________Penelitian ini bertujuan untuk menguji perbedaan harga saham dan volume perdagangan saham sektor perbankan syariah antara sebelum dan setelah KTT G20 di Bali, Indonesia tanggal 15-16 November 2022. Jenis penelitian adalah studi peristiwa dengan pendekatan kuantitatif. Data penelitian yakni data sekunder berupa history harga saham dan volume perdagangan saham bank syariah yang terdaftar di BEI. Sampel dalam penelitian ini sebanyak 60 yang terdiri dari 30 data sebelum dan 30 data setelah kejadian KTT G20 di Bali, Indonesia. Teknik analisis data menggunakan uji hipotesis Paired Sample t-test untuk variabel harga saham dan uji Wilcoxon Signed Rank Test untuk variabel volume perdagangan saham. Hasil penelitian menunjukkan tidak terdapat perbedaan pada rata-rata harga saham setelah KTT G20 di Indonesia dan terdapat perbedaan pada rata-rata volume perdagangan saham setelah KTT G20 di Indonesia. Kesimpulan penelitian diperoleh bahwa investor menerima informasi mengenai KTT G20 di Indonesia sebagai bad news sebab perubahan volume harga saham terjadi secara negatif dengan harga saham yang cenderung tetap.