ARIF, AHMAD AMRULAH (2022) DAMPAK PEMILIHAN UMUM PRESIDEN INDONESIA TAHUN 2019 TERHADAP ABNORMAL RETURN DAN AKTIVITAS VOLUME PERDAGANGAN SAHAM DI BEI (UJI EMPIRIS EVENT STUDY PADA SAHAM YANG TERDAFTAR DALAM INDEKS LQ 45 TAHUN 2019). S1 thesis, Universitas Mercu Buana Bekasi.
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Abstract
THE IMPACT OF THE ELECTION OF THE PRESIDENT OF INDONESIA IN 2019 ON ABNORMAL RETURNS AND TRADING VOLUME ACTIVITY ON IDX (EMPIRIST TEST EVENT STUDY ON STOCK LISTED IN THE LQ 45 INDEX 2019) Political events can affect stock prices in economic or non-economic terms. General election political events are quite interesting topics to be tested on the information content of stock prices on the Indonesia Stock Exchange which is intended to determine the market response or reaction that can be measured using abnormal returns, average abnormal returns and trading volume activity as well as average trading volume activity. The purpose of this research is to find out whether there are differences between abnormal returns, average abnormal returns and trading volume activity as well as average trading volume activity after and before the 2019 Indonesian Presidential election. The population of this study is the index published by the Indonesia Stock Exchange and the sample used in this study were 45 companies or issuers listed in the LQ 45 index. The type of research carried out was quantitative research and the secondary data used in this study were obtained from the Indonesia Stock Exchange (IDX) and Yahoo Finance. Analysis of the test data using thenormality Kolmogrov-Smirnov Test and the Non-parametric Wilcoxon Signed Rank Test difference test because the observation time in the test is 7 days after and 7 days before the events of the 2019 Indonesian presidential election and before the 2019 Indonesian presidential election there was no significant difference to the average abnormal return and average trading volume activity. Keywords: abnormal return, average abnormal return, event study, general election political events, trading volume activity, average trading volume activity ABSTRACT ABSTRAK DAMPAK PEMILIHAN UMUM PRESIDEN INDONESIA TAHUN 2019 TERHADAP ABNORMAL RETURN DAN AKTIVITAS VOLUME PERDAGANGAN SAHAM DI BEI (UJI EMPIRIS EVENT STUDY PADA SAHAM YANG TERDAFTAR DALAM INDEKS LQ 45 TAHUN 2019) Peristiwa politik dapat mempengaruhi terhadap harga saham dalam segi ekonomi ataupun non-ekonomi. Peristiwa politik pemilihan umum merupakan topik yang cukup menarik untuk dilakukan pengujian pada kandungan informasi terhadap harga saham di Bursa Efek Indonesia yang ditujukan untuk mengetahui respon atau reaksi pasar yang dapat diukur dengan menggunakan abnormal return, average abnormal return dan trading volume activity serta average trading volume acivity. Tujuan penelitian ini dilakukan yaitu untuk dapat mengetahui apakah terdapat perbedaan antara abnormal return, average abnormal return dan trading volume activity serta average trading volume acivity setelah dan sebelum pemilihan umum Presiden Indonesia tahun 2019. Populasi penelitian ini adalah indeks yang dipublikasikan oleh Bursa Efek Indonesia dan sampel yang digunakan dalam penelitian ini adalah 45 perusahaan atau emiten yang terdaftar dalam indeks LQ 45. Jenis penelitian yang dilakukan adalah penelitian kuantitatif dan data sekunder yang digunakan dalam penelitian ini diperoleh dari Bursa Efek Indonesia (IDX) dan Yahoo Finance. Analisis data pengujian menggunakan uji normalitas Kolmogrov-Smirnov dan Uji beda Non parametrik Wilcoxon Signed Rank Test dikarenakan waktu pengamatan dalam pengujian yaitu 7 hari setelah dan 7 hari sebelum peristiwa pemilihan umum Presiden Indonesia tahun 2019. Berdasarkan hasil penelitian ini menunjukkan bahwa dampak atau pengaruh setelah dan sebelum pemilihan umum Presiden Indonesia tahun 2019 tidak terdapat perbedaan yang signifikan terhadap average abnormal return maupun average trading volume activity. Kata Kunci: abnormal return, average abnormal return, event study, peristiwa politik pemilu, trading volume activity, average trading volume activity
| Item Type: | Thesis (S1) |
|---|---|
| Call Number CD: | FE/MSDM 22 001 |
| NIM/NIDN Creators: | 55118310007 |
| Uncontrolled Keywords: | Kata Kunci: abnormal return, average abnormal return, event study, peristiwa politik pemilu, trading volume activity, average trading volume activity |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.1 Organizations/Manajemen Organisasi |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | siti maisyaroh |
| Date Deposited: | 21 Oct 2022 05:48 |
| Last Modified: | 21 Oct 2022 05:48 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/70231 |
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