Wahyu Jayanthi, Septy and Iskandar, Zulkarnain (2012) REAKSI INDEKS SAHAM LQ45 TERHADAP PERISTIWA POLITIK DAN KEAMANAN NASIONAL (Event Study : Peristiwa Kerusuhan Tanjung Priok, Pengunduran Diri Menteri Keuangan Sri Mulyani, dan Bentrok Berdarah di Ampera). ['eprint_fieldopt_thesis_type_ut' not defined] thesis, Fakultas Ekonomi UNIB.
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Abstract
The purposes of this research is to analyze differences in average abnormal
return and average trading volume activity on LQ-45 stocks before and after three
National politic event during 2010. This research uses the event study method. In
this method, we observe the average abnormal return and the average trading
volume activity within 5 days before and after the event date. This research uses
secondary data. The data is collected from Indonesia Stock Exchange and Home
Online Trading System (HOTS) eTrading Securites. The data of this research
consist of: day’s closing price, index of LQ-45 stocks and daily trading volume.
The sample of this research consists of LQ-45 stocks that were listed in the
Indonesia Stock Exchange. The result shows that: (1) based on the statistical test
on the average abnormal return during the event, the finding is that there is an
average abnormal return but not significant before and after the three National
politic event. Most of the abnormal returns are negative: it means that the
information from the event is a bad news. (2) From the paired sample test of the
average trading volume activity before and after the three National politic event,
it shows that statistically there is no significant difference before and after the
event.
Item Type: | Thesis (['eprint_fieldopt_thesis_type_ut' not defined]) |
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Subjects: | H Social Sciences > H Social Sciences (General) |
Divisions: | Faculty of Economy > Department of Management |
Depositing User: | 014 Abd. Rachman Rangkuti |
Date Deposited: | 22 Dec 2013 19:27 |
Last Modified: | 22 Dec 2013 19:27 |
URI: | https://repository.unib.ac.id/id/eprint/5338 |