Pengaruh Pemilihan Umum Presiden Dan Pengumuman Kabinet Kerja 2014 Terhadap Return Saham Dan Volume Perdagangan Saham Lq-45 Di Bursa Efek Indonesia (BEI)

Chaerianti, Andita (2016) Pengaruh Pemilihan Umum Presiden Dan Pengumuman Kabinet Kerja 2014 Terhadap Return Saham Dan Volume Perdagangan Saham Lq-45 Di Bursa Efek Indonesia (BEI). S1 thesis, STIE Indonesia Banking School.

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Official URL: http://lib.ibs.ac.id/index.php?p=show_detail&id=32...

Abstract

This research aims to observe the reaction on the capital market on the two political events in 2014 which were the presidential election event and announcement of the working cabinet. Another purpose of this research is to investigate the information content and test the efficiency of the market , whether the Indonesian stock exchange has a semi-strong efficiency in the information or not This research based on the secondary data collected from Indonesian stock exchange and yahoo finance website. The data that used in this research were the daily closing stock price, abnormal return, daily trading volume, and share trade. Samples of this research were stocks listed in the LQ-45 at Indonesian stock exchange. The study method used in the research covered were 5 days before and 5 days after the presidential election and 3 days before and 3 days after the announcement of working cabinet The statistic test result showed that the abnormal return found in t-4,t-1,and t+5 in presidential elections period. However the average abnormal return did not differ before and after the announcement of both event presidential elections and announcement of working cabinets. The research also found average trading volume activity significant differ before and after the announcement of presidential elections. Keyword: capital market reaction, event study, abnormal return, trading volume activity

Item Type: Thesis (S1)
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: KODEPRODI61201#Manajemen
Depositing User: Mrs. Deli Apsa
Date Deposited: 02 Jul 2020 06:20
Last Modified: 26 Aug 2020 09:38
URI: http://repository.ibs.ac.id/id/eprint/498

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