Analisis Pengaruh Environmental and Sustainable Policies terhadap Abnormal Return dan Volatilitas Return Saham Selama Pandemi Covid 19

Hutama, Kevin (2021) Analisis Pengaruh Environmental and Sustainable Policies terhadap Abnormal Return dan Volatilitas Return Saham Selama Pandemi Covid 19. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini dilakukan untuk mengetahui pengaruh lingkungan, sosial, dan tata kelola perusahaan terhadap abnormal return dan volatilitas return saham pada 25 perusahaan yang terdapat di Index ESG Leaders selama 3 kwartal, dimulai dari kwartal 4 2020 sampai kwartal 2 2021. Metode analisis data yang digunakan yaitu uji chow, uji hausman, uji Langrage Multiplier, serta uji diagnostik. Hasil penelitian menunjukkan bahwa lingkungan, sosial, dan tata kelola tidak memiliki pengaruh apa- apa terhadap abnormal return dan volatilitas return.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Hutama, KevinNIM01011180070kevinhutama13@gmail.com
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorBudhidharma, ValentinoNIDN20020042valentino.budhidharma@uph.edu
Uncontrolled Keywords: ESG; Abnormal return; Volatilitas return
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Business School > Management
Current > Faculty/School - UPH Karawaci > Business School > Management
Depositing User: Users 14544 not found.
Date Deposited: 04 Jan 2022 12:39
Last Modified: 03 Mar 2022 23:59
URI: http://repository.uph.edu/id/eprint/43922

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