Abstrak

Baca Juga : IMPACT OF TAX AMNESTY ESTABLISHMENT IN INDONESIA YEAR 2016-2017 ON ABNORMAL RETURN AND TRADING VOLUME ACTIVITY IN INDONESIA STOCK EXCHANGE (AN EVENT STUDY IN LQ-45 INDEX LISTED ON INDONESIA STOCK EXCHANGE PERIODE JULY 2016-MARCH 2017) (Riska Damayanti, 2017) ,

Baca Juga : THE IMPACT OF INDONESIA PRESIDENTIAL ELECTION YEAR 2014 ON ABNORMAL RETURN AND TRADING VOLUME ACTIVITIES OF STOCKS IN INDONESIA STOCK EXCHANGE (EVENT STUDY ON ADVERTISING PRINTING MEDIA STOCKS LISTED ON IDX) (Riezky Ryatun Putri, 2015) ,

elitian menunjukkan: (1) berdasarkan hasil uji beda average abnormal return selama periode peristiwa, ditemukan bahwa tidak terdapat perbedaan average abnormal return sebelum dan setelah pileg dan pilpres 2019. (2) dari hasil uji beda average trading volume activity sebelum dan setelah pileg dan pilpres 2019 menunjukkan bahwa secara statistik terdapat perbedaan average trading volume activity sebelum dan setelah pileg dan pilpres 2019. berdasarkan hasil penelitian, emiten disarankan untuk meningkatkan kualitas fundamental perusahaan. investor disarankan untuk meningkatkan kompetensi mereka dalam menafsirkan informasi yang terkait dengan harga saham sebagai berita baik atau berita buruk. untuk penelitian lebih lanjut, disarankan untuk memperluas sampel penelitian dan periode observasi. kata kunci: average abnormal return, average trading volume activity, event study, pileg dan pilpres 2019.? abstract this study aims to analyze the differences in average abnormal returns and average trading volume activity before and after the 2019 legislative and presidential election.the population of this study is all companies included in the lq-45 on the indonesia stock exchange. sampling method used in this research is census method. the sample used in this study were 45 companies included in the lq-45 during the observation period (10 april to 25 april, 2019). this study uses secondary data obtained from the indonesia stock exchange. the analysis technique used is event study, in this method we observe the average abnormal return and the average trading volume activity within 5 days before and 5 days after the event. the statistical analysis used was the paired sample t-test using the spss program. the result shows that: (1) based on the results of the test of the average abnormal return during the event period, it was found that there was no difference in the average abnormal return before and after the 2019 legislative and presidential election. (2) from the results of the test of the average trading volume activity before and after 2019 legislative and presidential election shows that there are statistically different average trading volume activity before and after 2019 legislative and presidential election. based on the results, the issuers are advisable to improve the fundamental quality of the company. investors are recommended to improve their competence in interpreting information related to stock prices as good news or bad news. for further research, it is recommended to expand research sample and the observation period. keywords: average abnormal return, average trading volume activit, event study, legislative and presidential

Tulisan yang relevan

THE ANALYSIS OF PRICE AND TRADING VOLUME OF STOCKS IN THE INFRASTRUCTURE SECTOR LISTED ON IDX BEFORE AND AFTER THE PRESIDENTIAL ELECTION 2019 (SURI RAHMA FAHIRA, 2019) ,

ANALISIS REAKSI PASAR TERHADAP PERUBAHANRNSATUAN PERDAGANGAN SAHAMRNPADA INDEKS LQRN45RNDI BURSA EFEK INDONESIA (Asmanijar, 2014) ,

REAKSI PASAR TERHADAP PENGUMUMAN PEMECAHAN SAHAM (STOCK SPLIT) BURSA EFEK INDONESIA (Mudhaffar, 2020) ,