ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SEBELUM DAN SESUDAH PENGUMUMAN KEMENANGAN DONALD TRUMP PADA SAHAM BLUE CHIP DALAM INDEKS ISSI

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.

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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.

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