REAKSI PASAR MODAL INDONESIA TERHADAP PERISTIWA PILPRES 9 JULI 2014 (Event Study Pada Saham LQ 45 di Bursa Efek Indonesia)
| Main Author: | PRANGIOSA, TINO |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | ind |
| Terbitan: |
, 2016
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| Subjects: | |
| Online Access: |
https://eprints.untirta.ac.id/10442/1/REAKSI%20PASAR%20MODAL%20INDONESIA%20TERHADAP%20PERISTIWA%20PILPRES%209%20JULI%202014.PDF https://eprints.untirta.ac.id/10442/ |
Daftar Isi:
- This study was conducted to determine the information content of the event July 9, 2014 presidential election against the Indonesian Capital Market. By analyzing the difference of abnormal return and trading volume activity before and after the event. The population in this study is a company incorporated in the LQ 45. The sampling method was census method. The samples used were 45 Company. The data used is secondary data. The analysis technique used is the event study. Based on the results of different test paired t-test for abnormal returns before and after the event period, statistically found that there is no difference in abnormal returns before and after the presidential elections July 9, 2014. Based on the results of different test Wilcoxon signed rank test against the trading volume activity before and after the events of July 9, 2014 presidential election, showed that statistically significant differences on trading volume activity before and after the events of July 9, 2014 Presidential Election.