PRANGIOSA, TINO (2016) REAKSI PASAR MODAL INDONESIA TERHADAP PERISTIWA PILPRES 9 JULI 2014 (Event Study Pada Saham LQ 45 di Bursa Efek Indonesia). S1 thesis, Universitas Sultan Ageng Tirtayasa.
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REAKSI PASAR MODAL INDONESIA TERHADAP PERISTIWA PILPRES 9 JULI 2014.PDF Restricted to Registered users only Download (10MB) |
Abstract
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.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini dilakukan untuk mengetahui kandungan informasi dari peristiwa Pilpres 9 Juli 2014 terhadap Pasar Modal Indonesia. Dengan menganalisis perbedaan abnormal return dan trading volume activity pada sebelum dan sesudah peristiwa. Populasi dalam penelitian ini adalah perusahaan yang tergabung dalam Indeks LQ 45. Metode penentuan sampel adalah metode sensus. Jumlah sampel yang digunakan sebanyak 45 Perusahaan. Data yang digunakan adalah data sekunder. Teknik analisis yang digunakan adalah event study. Berdasarkan hasil uji beda paired t-test terhadap abnormal return pada sebelum dan setelah periode peristiwa, secara statistik ditemukan bahwa tidak terdapat perbedaan abnormal return sebelum dan setelah peristiwa Pilpres 9 Juli 2014. Berdasarkan hasil uji beda wilcoxon sign rank test terhadap trading volume activity pada sebelum dan setelah peristiwa Pilpres 9 Juli 2014, menunjukkan bahwa secara statistik terdapat perbedaan yang signifikan terhadap trading volume activity sebelum dan setelah peristiwa Pilpres 9 Juli 2014. | |||||||||
| Uncontrolled Keywords: | July 9, 2014 Presidential Election, Event Study, Abnormal Return, Trading Volume Activity Pilpres 9 Juli 2014, Event Study, Abnormal Return, Trading Volume Activity | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 61201-Program Sarjana Manajemen |
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| Depositing User: | Perpustakaan Pusat | |||||||||
| Date Deposited: | 22 Mar 2022 14:33 | |||||||||
| Last Modified: | 22 Mar 2022 14:33 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/10442 |
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