Analisis Reaksi Pasar Modal Indonesia Terhadap Peristiwa Pemilu Presiden 2019

Lydia, Tiara Sani (2020) Analisis Reaksi Pasar Modal Indonesia Terhadap Peristiwa Pemilu Presiden 2019. Other thesis, Universitas Andalas.

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Abstract

This study aims to analyze the differentiation of Abnormal Return (AR) and Trading Volume Activity (TVA) before and after Indonesian Presidential Election Events in 2019. Sampling technique in this research is purposive sampling method where 7 days before and 7 days after event except national free day, Saturday and Sunday. Sample in this research is historical data from LQ45 Index. The data were obtained by calculate the Abnormal Return (AR) and Trading Volume Activity (TVA) for every single of trading days for 14 days. The result of this study indicate that there is no significant different for Abnormal Return (AR) and Trading Volume Activity (TVA) before and after the events. This research indirectly showed the trading behavior of Indonesia’s trader. Keywords : Abnormal Return, Trading Volume Activity, Event Study

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