Pengaruh pencalonan Jokowi menjadi calon presiden 2014-2019 terhadap abnormal return dan trading volume activity di bursa efek Indonesia: Studi pada kelompok perusahaan LQ 45

INDONESIA: Penelitian ini dilatar belakangi oleh kondisi nilai IHS G yang bergerak kearah positif. Tujuan penelitian ini untuk melihat dan menganalisis perbedaan Abnormal Return dan Trading Volume Activity yang diperoleh investor terhadap harga saham yang d isebabk an peristiwa Pengumuman Pencapresan Jokowi. Metode penelitian ini menggunakan metode k uantitatif deskriptif dengan pengamb ilan sampel pop ulasi, data sekunder, dan dokumentasi. Teknik analisis data yang digunakan meliputi uji O ne sample t-Test dan Pa ired Sa mple t-Test yang berfungsi untuk membuktikan adanya perbedaan sebelum dan sesudah peristiwa. Hasil dari penelitian ini menunjukkan bahwa peristiwa Pencapresan Jokowi mempengaruhi perubahan d i BEI dilihat dari sisi Abnormal Return dan Aktivitas Volume Perdagangan. Dengan kata lain bahwa pasar modal Indonesia bereaksi terhadap peristiwa pengumuman Pencapresan Jokowi yang terlihat dari adanya perbedaan rata-rata Abnormal Return dan rata-rata aktivitas volume perdagangan (Trading Volume Activity) sebelum dan setelah peristiwa pengumuman Pencapresan Jokowi. ENGLISH: This research is motivated by the condition that the value of IHSG move towards positive. The purpose of this study to look at and analyze the difference Abnormal Return and Trading Volume Activity obtained by investors on stock prices caused events Jokowi Presidential Candidate Announcement. Methods This study used a descriptive quantitative method of sampling populations, secondary data, and documentation. Data analysis techniques used include test One sample t-test and paired sample t-test which serves to prove the existence of differences before and after the event. The results of this study indicate that the Presidential Candidate Jokowi events affect changes in the BEI in terms of Abnormal Return and Trading Volume Activity. In other words that the Indonesian capital market reacted to the announcement of Presidential Candidate events Jokowi seen from the difference in the average Abnormal Return and average trading volume activity before and after the announcement of the Presidential Candidates Jokowi. This research is motivated by the condition that the value of IHSG move towards positive. The purpose of this study to look at and analyze the difference Abnormal Return and Trading Volume Activity obtained by investors on stock prices caused events Jokowi Presidential Candidate Announcement Methods This study used a descriptive quantitative method of sampling populations, secondary data, and documentation. Data analysis techniques used include test One sample t-test and paired sample t-test which serves to prove the existence of differences before and after the event. The results of this study indicate that the Presidential Candidate Jokowi events

Name dc:type.qualificationname

other

Level dc:type.qualificationlevel

undergraduate

Grantor dc:publisher.institution

Universitas Islan Negeri Maulana Malik Ibrahim

Year dc:date.issued

2014

Author dc:creator

• Husniyah, Ni'matul

• 150205 Investment and Risk Management

Language dc:language

id, en, ar

Repository record dc:identifier.uri

http://etheses.uin-malang.ac.id/666/11/09510032%20Lampiran.rar

OAI identifier oai:identifier

oai:etheses.uin-malang.ac.id:666