ANALYSIS OF DIFFERENTIATION OF ABNORMAL RETURN AND TRADING VOLUME ACTIVITY BEFORE AND AFTER NORTH KOREA AND UNITED STATES OF AMERICA TENSION
| Main Author: | Hady, Putranto |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2018
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| Subjects: | |
| Online Access: |
http://scholar.unand.ac.id/35792/1/Abstrak.pdf http://scholar.unand.ac.id/35792/2/BAB%201%20Pendahuluan.pdf http://scholar.unand.ac.id/35792/3/BAB%205%20Penutup.pdf http://scholar.unand.ac.id/35792/4/Daftar%20Pustaka.pdf http://scholar.unand.ac.id/35792/5/Skripsi%20Full%20Text.pdf http://scholar.unand.ac.id/35792/ |
Daftar Isi:
- This study aims to analyze the differentiation of Abnormal Return ( AR ) and Trading Volume Activity ( TVA ) before and after North Korea and United States of America Tension. Sampling technique in this research is purposive sampling method where 15 days before event and 15 days after event except national free day, Saturday and Sunday. Sample in this research is historical data from LQ45 Index. The data were obtained by calculate the Abnormal Return ( AR ) and Trading Voulme Activity ( TVA ) for every single of trading days for 30 days. The result of this study indicate that there is significant different for Abnormal Return ( AR ) and Trading Volume Activity ( TVA ) before and after the tension. This research indirectly showed the trading behavior of Indonesia’s trader Keywords: Abnormal Return, Trading volume Activity, Event Study