DAMPAK PENGUMUMAN HASIL PEMILU PRESIDEN REPUBLIK INDONESIA TAHUN 2019 TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY DI BURSA EFEK INDONESIA

ISTI ARINI, NIM. 17108030030 (2021) DAMPAK PENGUMUMAN HASIL PEMILU PRESIDEN REPUBLIK INDONESIA TAHUN 2019 TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY DI BURSA EFEK INDONESIA. Skripsi thesis, FAKULTAS EKONOMI DAN BISNIS.

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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.

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