?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+REAKSI+PASAR+MODAL+TERHADAP+PERISTIWA+POLITIK%3A+SEBELUM+DAN+SESUDAH+PEMILIHAN+GUBERNUR+DKI+JAKARTA+TAHUN+2017+(Studi+Empiris+pada+Perusahaan+Indeks+LQ45+di+Bursa+Efek+Indonesia)%0D%0A&rft.creator=DWIKI+YOGISTIAWAN%2C+1411031041&rft.subject=HB+Economic+Theory&rft.subject=HF5601+Accounting&rft.description=Penelitian+ini+merupakan+studi+peristiwa+yang+bertujuan+untuk+menguji+secara+empiris+kandungan+informasi+terhadap+peristiwa+politik+pemilihan+gubernur+DKI+Jakarta+tahun+2017+pada+putaran+I+dan+putaran+II+dengan+menggunakan+indikator+perbedaan+rata-rata+trading+volume+activity+dan+rata-rata+abnormal+return+sebelum+dan+sesudah+peristiwa.+Populasi+penelitian+ini+adalah+perusahaan+anggota+indeks+LQ45+di+Bursa+Efek+Indonesia+dan+metode+sampling+yang+digunakan+adalah+purposive+sampling+dengan+jumlah+perusahaan+sampel+sebanyak+30+perusahaan+pada+putaran+I+dan+putaran+II.+Periode+pengamatan+dilakukan+masing-masing+tujuh+hari+pada+periode+sebelum+dan+sesudah+peristiwa+dan+data+yang+digunakan+adalah+data+sekunder+berupa+transaksi+saham+harian.+Pengujian+dilakukan+dengan+metode+uji+beda+paired+sample+t-test+untuk+data+yang+terdistribusi+normal+dan+wilcoxon+signed+rank+test+untuk+data+yang+terdistribusi+tidak+normal.+Berdasarkan+hasil+pengujian+statistik%2C+dapat+disimpulkan+bahwa+rata-rata+abnormal+return+pada+putaran+II+sebelum+dan+sesudah+peristiwa+memiliki+perbedaan+signifikan+yang+berarti+peristiwa+tersebut+memiliki+kandungan+informasi+yang+dapat+menyebabkan+pasar+modal+Indonesia+bereaksi%2C+sedangkan+rata-rata+trading+volume+activity+pada+putaran+I+dan+II+peristiwa+serta+rata-rata+abnormal+return+pada+putaran+I+peristiwa+tidak+memiliki+perbedaan+yang+signifikan.%0D%0A%0D%0AKata+Kunci%3ATrading+Volume+Activity%2C+Abnormal+Return%2C+Studi+Peristiwa%0D%0A%0D%0AANALYSIS+OF+CAPITAL+MARKET+REACTION+TO+THE+POLITICAL+EVENT%3A+BEFORE+AND+AFTER+DKI+JAKARTA+REGIONAL+ELECTION+%0D%0AIN+2017%0D%0A(Empirical+Study+on+LQ45+Index+Companies+in+Indonesia+Stock+Exchange)%0D%0A%0D%0A%0D%0AThis+study+is+an+event+study+that+aims+to+empirically+test+the+information+content+on+the+political+events+of+DKI+Jakarta+regional+election+of+2017+at+the+round+I+and+round+II+by+using+indicator+of+difference+of+average+trading+volume+activity+and+average+abnormal+return+before+and+after+event.+The+population+of+this+research+were+member+company+of+LQ45+index+in+Indonesian+Stock+Exchange+and+the+sampling+method+used+was+purposive+sampling+with+the+number+of+sample+as+many+as+30+companies+in+round+I+and+round+II.+Observation+period+conducted+each+seven+days+in+the+period+before+and+after+the+event+and+the+data+used+in+this+reaserch+is+secondary+data+in+the+form+of+daily+stock+transactions.+The+test+conducted+by+paired+sample+t-test+differentiated+test+for+normal+distributed+data+and+wilcoxon+signed+rank+test+for+abnormally+distributed+data.+Based+on+the+result+of+statistical+test%2C+it+can+be+concluded+that+the+average+abnormal+return+in+round+II+before+and+after+event+has+significant+difference+that+means+the+event+has+information+content+which+can+cause+Indonesian+capital+market+to+react%2C+while+the+average+trading+volume+activity+in+round+I+and+II+events+and+the+average+abnormal+return+in+round+I+events+do+not+have+a+significant+difference.%0D%0A%0D%0AKeywords%3A+Trading+Volume+Activity%2C+Abnormal+Return%2C+Event+Study%0D%0A&rft.publisher=FAKULTAS+EKONOMI+DAN+BISNIS+&rft.date=2018-07-12&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F32497%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F32497%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F32497%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++DWIKI+YOGISTIAWAN%2C+1411031041++(2018)+ANALISIS+REAKSI+PASAR+MODAL+TERHADAP+PERISTIWA+POLITIK%3A+SEBELUM+DAN+SESUDAH+PEMILIHAN+GUBERNUR+DKI+JAKARTA+TAHUN+2017+(Studi+Empiris+pada+Perusahaan+Indeks+LQ45+di+Bursa+Efek+Indonesia).++FAKULTAS+EKONOMI+DAN+BISNIS+%2C+UNIVERSITAS+LAMPUNG+.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F32497%2F