@phdthesis{digilib43557,
           month = {May},
           title = {DAMPAK PENGUMUMAN HASIL PEMILU PRESIDEN REPUBLIK
INDONESIA TAHUN 2019 TERHADAP ABNORMAL RETURN DAN
TRADING VOLUME ACTIVITY DI BURSA EFEK INDONESIA},
          school = {FAKULTAS EKONOMI DAN BISNIS},
          author = {NIM. 17108030030 ISTI ARINI},
            year = {2021},
            note = {Dr. ABDUL QOYUM, S.E.I., M.Sc. Fin},
        keywords = {event study, abnormal return, trading volume activity},
             url = {https://digilib.uin-suka.ac.id/id/eprint/43557/},
        abstract = {Political events are one of the events that can affect the price and trading
volume on the stock exchange because political events are related to the stability of
the country's economy. The political event that will be tested for its information
content on stock exchange activity is the announcement of the results of the 2019
presidential election. The purpose of this study is to analyze the difference in
abnormal returns and trading volume activity on stocks listed in the Jakarta Islamic
Index (JII) before and after the announcement of the results of the 2019 presidential
election. The population in this study were stocks listed in the JII index. The
sampling technique used in this research was saturated sampling technique or total
sampling. The sample used in this study was 30 stocks included in the JII index
during the observation period. The research method used was an event study. The
data used was in the form of secondary data such as daily stock prices, daily stock
trading volume, and daily index prices for five days before and five days after the
event. Data analysis tools used descriptive statistics and different tests with paired
sample t-test and Wilcoxon signed rank test with a significance level of 5\% or 0.05.
Based on the results of different tests on abnormal returns during the event period,
it was found that statistically there was no difference in abnormal returns before
and after the announcement of the results of the 2019 presidential election. Then
based on the results of different tests on trading volume activity before and after
the event, it shows that statistically there is no differences in trading volume activity
before and after the announcement of the results of the 2019 presidential election.}
}