eprintid: 71569
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/07/15/69
datestamp: 2025-07-04 03:28:14
lastmod: 2025-07-04 03:28:14
status_changed: 2025-07-04 03:28:14
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Afif Akbar Al-Kautsar, NIM.: 21108030089
title: ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SEBELUM DAN SESUDAH PENGUMUMAN KEMENANGAN DONALD TRUMP PADA SAHAM BLUE CHIP DALAM INDEKS ISSI
ispublished: pub
subjects: 658.15
divisions: jur_mks
full_text_status: restricted
keywords: Abnormal Return, Trading Volume Activity, Donald Trump, Saham
note: Dr. Darmawan, S.Pd., MAB
abstract: The purpose of this study is to analyze the difference in abnormal returns and trading volume activity of blue chip shares of the Indonesian Sharia Stock Index (ISSI) before and after the victory of Donald Trump as the 47th President of the United States. This study uses secondary data obtained from the Yahoo Finance page using the event study method. The sample used is blue chip stocks of the Indonesian Sharia Stock Index Quartal 4 for the October-December 2024 period. The hypothesis test used was a paired sample t-Test for abnormal return variables and trading volume activity. The results of the study show that there is no reaction in the capital market, either abnormal returns or trading volume activity. The researchers are then expected to extend the estimation period and add to the research sample.
date: 2025-06-03
date_type: published
pages: 107
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Afif Akbar Al-Kautsar, NIM.: 21108030089  (2025) ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SEBELUM DAN SESUDAH PENGUMUMAN KEMENANGAN DONALD TRUMP PADA SAHAM BLUE CHIP DALAM INDEKS ISSI.  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/71569/1/21108030089_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/71569/2/21108030089_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf