i ABSTRAK
Penelitian ini bertujuan untuk mengetahui adanya pegaruh pengumuman bond
rating terhadap harga dan volume perdagangan saham sektor perdagangan, jasa dan investasi dan juga untuk mengetahui apakah terdapat perbedaan yang signifikan
terhadap harga dan volume prdagangan saham sektor perdagangan, jasa dan investasi sebelum dan sesudah pengumuman bond rating. Penelitian ini mengunakkan data sekunder dengan metode analisis regresi linear dan Uji Beda Berpasangan (Uji
Paired T-Test)
Penelitian menunjukkan bahwa Bond rating berpengaruh positif dan
signifikan terhadap harga dan volume perdagangan saham sektor perdagangan dan sektor jasa, berpengaruh secara negatif dan signifikan terhadap harga dan volume perdagangan saham sektor investasi. Terdapat perbedaan yang signifikan antara
sebelum dan sesudah pengumuman bond rating pada harga saham sektor perdagangan, jasa dan investasi dan volume perdagangan saham sektor perdagangan
dan investasi namun tidak terdapat perbedaan yang signifikan antara sebelum dan sesudah pengumuman bond rating pada volume perdagangan saham sektor jasa.
Kata Kunci : Bond Rating, Harga Saham, Volume Perdagangan Saham
ii
ABSTRACT
This research aims to analyze effect of the announcement of bond rating on the stock price and volume of stock trading on trade, services and investment sector and also to analyze whether there is a significant difference to the stock price and volume of stock trading on trade, services and investment sector before and after the announcement of bond rating. This research uses secondary data with linear regression analysis methods and different test Couples (Test Paired T-Test).
Research shows that Bond rating has positive and significant effect on the price and volume of stock trading on trade and service sector and negative and significant effect on the price and volume of stock trading on investment sector. There are significant differences between before and after the announcement of bond rating on the stock price on trade, services and investment sector and volume of stock trading on trade and investment sector but there is no significant difference between before and after the announcement of bond rating on the volume of stock trading on services sector.
Keywords: Bond Rating, Stock Price, Volume of Stock Trading.
