%0 Thesis %9 Skripsi %A Syintia Dwi Utami, NIM.: 16830024 %B FAKULTAS EKONOMI DAN BISNIS ISLAM %D 2020 %F digilib:51397 %I UIN SUNAN KALIJAGA YOGYAKARTA %K Event Study, Abnormal Return, Trading Volume Activity, JII, Pemilihan Umum 2019. %P 53 %T PENGARUH PERISTIWA PEMILIHAN UMUM 2019 TERHADAP PERGERAKAN PASAR MODAL SYARIAH (STUDI KASUS PADA JAKARTA ISLAMIC INDEX) %U https://digilib.uin-suka.ac.id/id/eprint/51397/ %X This research is an event study that aims to find out how much the Indonesian capital market reacts to the 2019 General Election events using the abnormal return and trading volume activity as the indicator in the Jakarta Islamic Index. Based on the t-test for the abnormal return in the 2019 Election events, that only the second event was the announcement on the results of the 2019 General Election by KPU which had a significant difference in the average abnormal return. Thus, it can be concluded that only the second event succeeded in showing a significant effect between the stock return variable and the 2019 General Election events. Based on the t-test of the trading volume activity in the 2019 Election events, all of the 2019 General Election events have different average trading volume activities. Thus, it can be concluded that the entire events succeeded in showing a significant difference between the variable trading volume activity and the 2019 General Election event in the Islamic capital market. %Z Pembimbing: Abdul Qoyum, S.E.I., M.Sc.Fin.