REAKSI PASAR MODAL SEBELUM DAN SESUDAH ISU PERANG DAGANG AMERIKA SERIKAT DAN CINA (STUDI PERISTIWA PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX 70 PERIODE BULAN JUNI – NOVEMBER 2018)

Muhammad Roikhan Alwi, NIM.: 13390112 (2019) REAKSI PASAR MODAL SEBELUM DAN SESUDAH ISU PERANG DAGANG AMERIKA SERIKAT DAN CINA (STUDI PERISTIWA PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX 70 PERIODE BULAN JUNI – NOVEMBER 2018). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This research is in the form of an event study and aims to examine the presence or absence of information content that makes the market react when the US and China trade war issues before and after the event date, which are measured using the average abnormal return and the average trading volume activity. Determination of the sample in this study using non-probability sampling method with purposive sampling technique. The samples used were 69 companies listed on the Jakarta Islamic Indeex 70 Index for the Jui-November 2018 period. The observation period used was 11 exchange days. . The analysis technique used is the different T test. The results obtained showed that there were no differences in the average abnormal return and the average trading volume activity before and after the issue of the US and China trade wars. These findings support the theory of capital market efficiency in the form of a half strong (the semistrong efficient market).

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