Pratama, Adika Lambang (2020) Analisis Reaksi Pasar Modal Indonesia Terhadap Pengumuman Pemilihan Presiden Dan Pelantikan Kabinet Indonesia Maju (Studi Peristiwa Pada Saham-Saham LQ45 Di Bursa Efek Indonesia). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk menguji reaksi pasar modal Indonesia terhadap pengumuman pemilihan presiden dan pelantikan Kabinet Indonesia Maju. Objek penelitian ini adalah saham-saham LQ45 yang terdaftar di Bursa Efek Indonesia (BEI) periode Februari 2019 - Juli 2019. Sebanyak 41 data berhasil dikumpulkan menggunakan metode dokumentasi dengan teknik purposive sampling. Analisis data dilakukan dengan menggunakan Paired Sample t-Test (Uji t) dengan aplikasi SPSS 20.0. Hasil pengujian menunjukkan bahwa tidak terdapat perbedaan yang signifikan Average Abnormal Return (AAR) namun terdapat perbedaan yang signifikan Average Trading Volume Activity (ATVA) sebelum dan sesudah peristiwa pengumuman pemilihan presiden terhadap saham-saham LQ45. Sementara itu, tidak terdapat perbedaan signifikan Average Abnormal Return (AAR) dan Average Trading Volume Activity (ATVA) sebelum dan sesudah peristiwa pelantikan Kabinet Indonesia Maju terhadap saham-saham LQ45.
English Abstract
The purpose of this study is to analyze the Indonesia capital market reaction to the presidential election announcement and Indonesia Maju Cabinet inaguration. The object of this study is LQ45 stocks listed on the Indonesia Stock Exchange (IDX) between February 2019 and July 2019. 41 data for this study was collected from documentation through purposive sampling technique. Paired sample t-Test using SPSS 20.0 software is performed to analyse the data. The test results in no significant Average Abnormal Return (AAR) difference, yet significant Average Trading Volume Activity (ATVA) difference on the LQ45 stocks before and after the announcement of presidential election. Whilst, there are no significant Average Abnormal Return (AAR) and Average Trading Volume Activity (ATVA) differences before and after the Indonesia Maju Cabinet inaguration.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0520020016 |
| Uncontrolled Keywords: | Event study, abnormal return, trading volume activity, pengumuman pemilihan presiden, pelantikan kabinet Indonesia maju, Event study, abnormal return, trading volume activity, announcement of presidential election, inauguration of Indonesia maju cabinet |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 06 Feb 2021 13:36 |
| Last Modified: | 17 Apr 2023 02:45 |
| URI: | http://repository.ub.ac.id/id/eprint/182632 |
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Text (DALAM MASA EMBARGO)
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