%A NIM.: 21108030120 Salwa Dina Kharista
%O Izra Berakon, M.Sc.
%T ANALISIS REAKSI PASAR PADA PERUSAHAAN-PERUSAHAAN DI JAKARTA ISLAMIC INDEX (JII) TERHADAP RANGKAIAN PERISTIWA PEMILIHAN UMUM PRESIDEN DAN WAKIL PRESIDEN INDONESIA 2024
%X This study aims to analyze the reaction of the Indonesian capital market,
specifically companies listed on the Jakarta Islamic Index (JII), to three events of
the 2024 Presidential Election (Pilpres): the determination of presidential and vicepresidential
candidates, the announcement of the winners by the General Elections
Commission (KPU), and the inauguration of the president and vice president. The
event study method was used to test the influence of Abnormal Return (AR) and
Trading Volume Activity (TVA) as indicators of market reaction. Daily stock price
and trading volume data from the JII were analyzed using descriptive statistics,
normality tests, the Friedman Test, and the Wilcoxon Signed Ranks Test. The results
of the Friedman Test indicate that the hypothesis for AR was rejected, while the
hypothesis for TVA was accepted, signifying no significant difference in AR, but a
significant difference in TVA around the event dates. The Wilcoxon Signed Ranks
Test showed the rejection of the AR hypothesis for all events. TVA only showed a
significant difference at the presidential and vice-presidential inauguration event.
%K Reaksi Pasar,Jakarta Islamic Index(JII),Pemilu Presiden dan Wakil Presiden
%D 2025
%I UIN SUNAN KALIJAGA YOGYAKARTA
%L digilib70609