BULAN , FADILLAH (2026) DAMPAK PENGUMUMAN TARIF DONALD TRUMP TERHADAP HARGA SAHAM DI BURSA EFEK INDONESIA (Studi pada Sektor Pertanian dan Sektor Bahan Baku). FAKULTAS EKONOMI DAN BISNIS , UNIVERSITAS LAMPUNG.
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Abstract
Penelitian ini bertujuan untuk menganalisis reaksi pasar modal Indonesia terhadap pengumuman kebijakan tarif Donald Trump tahun 2025 dengan membandingkan harga saham sektor pertanian dan sektor bahan baku sebelum dan sesudah pengumuman. Penelitian menggunakan metode event study dengan pendekatan kuantitatif komparatif. Sampel penelitian dipilih menggunakan teknik purposive sampling sehingga diperoleh 133 perusahaan yang terdiri atas 35 perusahaan sektor pertanian dan 98 perusahaan sektor bahan baku yang terdaftar di Bursa Efek Indonesia. Periode pengamatan dilakukan selama 5 hari sebelum dan 5 hari sesudah pengumuman kebijakan tarif. Data yang digunakan berupa harga penutupan (closing price) harian yang diperoleh dari Yahoo Finance. Analisis data dilakukan menggunakan statistik deskriptif, uji normalitas, dan Paired Sample t-Test. Hasil penelitian menunjukkan adanya perbedaan harga saham yang signifikan antara periode sebelum dan sesudah pengumuman kebijakan tarif Donald Trump pada sektor pertanian maupun sektor bahan baku. Penurunan rata-rata harga saham setelah pengumuman menunjukkan bahwa investor memberikan respons negatif terhadap informasi kebijakan tarif akibat meningkatnya ketidakpastian perdagangan internasional dan prospek kinerja perusahaan. Temuan ini menunjukkan bahwa pengumuman kebijakan tarif mengandung informasi (information content) yang memengaruhi pergerakan harga saham serta mendukung Efficient Market Hypothesis, yang menyatakan bahwa informasi publik akan segera tercermin dalam harga saham. Kata kunci: event study, harga saham, kebijakan tarif Donald Trump, reaksi pasar, sektor pertanian, sektor bahan baku. This study aims to analyze the reaction of the Indonesian capital market to Donald Trump's 2025 tariff policy announcement by comparing stock prices in the agricultural and basic materials sectors before and after the announcement. This research employed an event study with a comparative quantitative approach. Using purposive sampling, 133 companies were selected, consisting of 35 agricultural sector companies and 98 basic materials sector companies listed on the Indonesia Stock Exchange. The observation period covered five trading days before and five trading days after the announcement. The study used daily closing stock prices obtained from Yahoo Finance. Data were analyzed using descriptive statistics, normality tests, and the Paired Sample t-Test. The results indicate significant differences in stock prices before and after Donald Trump's tariff policy announcement in both sectors. The decline in average stock prices after the announcement suggests that investors responded negatively due to increased uncertainty regarding international trade and corporate performance. These findings indicate that the tariff policy announcement contained information that influenced stock price movements and support the Efficient Market Hypothesis, which states that public information is rapidly reflected in stock prices. Keywords: event study, stock prices, Donald Trump's tariff policy, market reaction, agricultural sector, basic materials sector.
| Item Type: | Other |
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| Subjects: | ?? 332 ?? |
| Divisions: | Fakultas Ekonomi dan Bisnis > Prodi Akuntansi |
| Depositing User: | 2606166546 Digilib |
| Date Deposited: | 10 Jul 2026 07:48 |
| Last Modified: | 10 Jul 2026 07:48 |
| URI: | http://digilib.unila.ac.id/id/eprint/102451 |
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