ANALISIS REAKSI PASAR SEKITAR PEMBUKAAN ASIAN GAMES 2018 (Studi Peristiwa Pada Perusahaan yang Terdaftar di LQ 45 Bursa Efek Indonesia)
| Main Authors: | Putri, Suci Rahmalita, Nikmah, Nikmah |
|---|---|
| Format: | Thesis NonPeerReviewed Archive |
| Bahasa: | eng |
| Terbitan: |
, 2019
|
| Subjects: | |
| Online Access: |
http://repository.unib.ac.id/19653/1/fix%20skripsi%20suci%20rahmalita%20putri.pdf http://repository.unib.ac.id/19653/ |
Daftar Isi:
- The objective of this research is to examine the market reaction on the Opening Asian Games 2018. Market reaction is indicated by the presence of significant abnormal return and trading volume activity around announcement date. Population in this study is LQ45 Companies in Bursa Efek Indonesia. Windows period in this study is 21 days, 10 days before announcement, the day announcement, and 10 days after announcement. The test used in this study with the one sample t-test and paired sample t-test. The results of the research showed that the 2018 Opening Asian Games 2018 give a reaction to the abnormal return and followed by trading volume activity. Furthermore, from the results of the average abnormal return showed there’s no difference between before and after announcement. While the the average trading volume of activity showed a difference before and after announcement. This indicates that the market efficient half-strong in the information but not the decision.