Lintang Damarjati, 1111011071 (2015) PENGARUH PERBEDAAN HASIL QUICK COUNT PILPRES 2014 TERHADAP ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SAHAM PERUSAHAN MEDIA YANG TERDAFTAR DI BURSA EFEK INDONESIA (Event Study). Fakultas Ekonomi Dan Bisnis, Universitas Lampung.
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Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)
ABSTRAK Tujuan utama dari penelitian ini adalah meneliti pengaruh peristiwa perbedaan pengumuman hasil quick count Pilpres 2014 terhadap Abnormal Return dan Trading Volume Activity antara sebelum dan sesudah peristiwa pengumuman hasil quick count Pilpres 2014 Penelitian ini menggunakan metode event study terhadap lima perusahaan media yang terdaftar di Bursa Efek Indonesia . Teknik pengambilan sampel penelitian ini menggunakan dengan metode purposive sampling dan meggunakan Capital Asset Pricing Model untuk menghitung abnormal return. Periode estimasi yang digunakan adalah 40 hari,sedangkan periode peristiwa dalam penelitian ini adalah 21 hari, yaitu 10 hari sebelum tanggal peristiwa, event date, dan 10 hari sesudah pengumuman. Hasil analisis yang diperoleh yaitu pada hipotesis pertama tidak terdapat pengaruh signifikan pada rata-rata abnormal return sebelum dan sesudah pengumuman hasil quick count Pilpres 2014. Sedangkan hipotesis kedua menunjukkan bahwa tidak terdapat pengaruh yang signifikan pada rata-rata trading volume activity sebelum dan sesudah pengumuman hasil quick count Pilpres 2014.Oleh karena itu, peristiwa perbedaan pengumuman hasil quick count Pilpres 2014 tidak memberikan perubahan yang signifikan pada kondisi perekonomian di Indonesia dan respon pasar cenderung stabil Kata kunci : Pengumuman hasil quick count Pilpres 2014, event study, Abnormal Return, Trading Volume Activity, Perusahaan media yang terdaftar di Bursa Efek Indonesia ABSTRACT The purpose of this study is to analyze the impact on different announcement of election of president and vice president 2014 towards abnormal return, and the average trading volume activity between before and after the event of announcement election of president and vice president 2014 This study used event study method on five broadcast company at Indonesia stock exchange. The sampling technique of this study use purposive sampling method and use capital asset pricing model to find abnormal return.Estimation period was 40 days. Event period was 21 days, they were 10 days before the event, one day at event date and 10 days after the election. The results obtained by the analysis of the first hypothesis is there is no significant effect on the average abnormal return before and after announcement of election of president and vice president 2014. While the second hypothesis indicates that there is no significant effect on the average of trading volume activity before and after the election. this condition did not give the significant change of economy at Indonesia. So the market responses were stable. Keyword : announcement of election of president and vice president 2014, event study, Abnormal Return, Trading Volume Activity, Broadcast company at Indonesia stock exchange
| Jenis Karya Akhir: | Skripsi |
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| Subyek: | > HC Economic History and Conditions > J General legislative and executive papers |
| Program Studi: | Fakultas Ekonomi dan Bisnis > Prodi S1-Manajemen |
| Pengguna Deposit: | 1083298 . Digilib |
| Date Deposited: | 23 Feb 2015 04:34 |
| Terakhir diubah: | 23 Feb 2015 04:34 |
| URI: | http://digilib.unila.ac.id/id/eprint/7247 |
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