<mets:mets xsi:schemaLocation="http://www.loc.gov/METS/ http://www.loc.gov/standards/mets/mets.xsd http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-3.xsd" LABEL="Eprints Item" OBJID="eprint_45691" xmlns:mods="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:mets="http://www.loc.gov/METS/" xmlns:xlink="http://www.w3.org/1999/xlink"><mets:metsHdr CREATEDATE="2026-08-07T17:16:50Z"><mets:agent ROLE="CUSTODIAN" TYPE="ORGANIZATION"><mets:name>Repository Universitas Negeri Padang</mets:name></mets:agent></mets:metsHdr><mets:dmdSec ID="DMD_eprint_45691_mods"><mets:mdWrap MDTYPE="MODS"><mets:xmlData><mods:titleInfo><mods:title>Reaksi Pasar Modal terhadap Peresmian Bursa Karbon pada Saham Lq45 Low Carbon Leaders di Indonesia: Studi Peristiwa pada Saham Indeks LQ45 Low Carbon Leaders</mods:title></mods:titleInfo><mods:name type="personal"><mods:namePart type="given">Farhan Al-Azhar</mods:namePart><mods:namePart type="family">Besri</mods:namePart><mods:role><mods:roleTerm type="text">author</mods:roleTerm></mods:role></mods:name><mods:abstract>Penelitian ini bertujuan untuk menganalisis bagaimana pasar saham merespons peristiwa peristiwa Peresmian Bursa Karbon oleh Presiden Republik Indonesia Joko Widodo, dengan fokus pada perusahaan perusahaan yang termasuk dalam indeks LQ45 Low Carbon Leaders. Penelitian ini menggunakan pendekatan kuantitatif. Populasi yang diteliti terdiri dari perusahaan-perusahaan yang terdaftar di Bursa Efek Indonesia. Sampel penelitian terdiri dari 27 dari 30 perusahaan sektor indeks LQ45 Low Carbon Leaders yang terdaftar di Bursa Efek Indonesia. Pengambilan sampel dilakukan dengan metode purposive sampling, menggunakan data sekunder yang diperoleh melalui peninjauan langsung di situs idx.co.id dan Yahoo Finance. Analisis data dilakukan dengan menggunakan analisis statistik deskriptif, uji normalitas menggunakan Kolmogorov-Smirnov (K-S), serta uji beda menggunakan metode Paired Sample T-Test dan Wilcoxon Signed-Rank. Hasil penelitian ini menunjukkan bahwa tidak terdapat perbedaan signifikan pada Average Abnormal Return (AR) dan Average Trading Volume Activity (TVA) sebelum dan sesudah peristiwa, akan akan tetapi terdapat perbedaan Abnormal Return (AR) dan Trading Volume Activity (TVA) pada hari-hari disekitar pengamatan.</mods:abstract><mods:classification authority="lcc">HB Economic Theory</mods:classification><mods:originInfo><mods:dateIssued encoding="iso8601">2024</mods:dateIssued></mods:originInfo><mods:originInfo><mods:publisher>Universitas Negeri Padang;Manajemen FE UNP</mods:publisher></mods:originInfo><mods:genre>Thesis</mods:genre></mets:xmlData></mets:mdWrap></mets:dmdSec><mets:amdSec ID="TMD_eprint_45691"><mets:rightsMD ID="rights_eprint_45691_mods"><mets:mdWrap MDTYPE="MODS"><mets:xmlData><mods:useAndReproduction>
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