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Reaksi Pasar Modal Indonesia Terhadap Peristiwa Pilkada DKI Jakarta Putaran II tahun 2017

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This research is an event study that aims to discover whether there is any empirical evidene of the Indonesial capital market reaction to one of economic events in the country, namly the second round of elections in Jakarta 2017, by
using indicator abnormal return, and trading volume activity. Population in this research is the stock include in the LQ 45 index on indonesian stock exchange, and the data used in this reasearch are secondary data consists of daily stock
price, daily share, trading volume, daily stock price index during the three days before, and three days after the event. Statistical fool used to test the hypothesis is
paired sample t test and willcoxon signed ranks test. While the result of paired sample t test and wilcoxon signed rank test prove that there is a not significant different between the avarage abnormal return and trading volume activity in the
period before after the event. The result reported here indicated that indonesian capital market was not reacting to the event and Indonesian capital market was still a developing capital market.

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Ketersediaan

SKR18/061

SKR 18/061

Prodi Manajemen (Ruang Skripsi & Tesis)

Tersedia

Informasi Detail

Judul Seri

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No. Panggil

SKR 18/061

Penerbit

Jakarta : Universitas Trilogi., 2018

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

SKR

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

Finance--Management
Trilogi University--Management

Info Detail Spesifik

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Pernyataan Tanggungjawab

Dhiyau Jundana

Versi lain/terkait

Lampiran Berkas

Komentar

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