Amelia Diana Sari, 1216051013 (2016) REAKSI PASAR MODAL INDONESIA SEBELUM DAN SESUDAH PEMILIHAN PRESIDEN 2014 (Event Studi Pada Indeks Harga Saham LQ-45). FAKULTAS ILMU SOSIAL DAN ILMU POLITIK, UNIVERSITAS LAMPUNG.
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Abstract
ABSTRACT Stock market has a significant role in supporting economy in a country. In its development, stock market is always influenced by environmental effect. One of non-economical environmental effects is the evnt of presidential election, and other political events. To understand whether stock market reacts or does not to events, we can interpret from abnormal return, trading volume activity, and bid-ask spread. The aim of this research is to know whether there is any significant difference among abnormal return, trading volume activity, and bid-ask spread before and after the political event of the Preisidential Election in 2014. Data processing and analyzing in this research were conducted using statistical Paired Samplet-Test. The results of statistical Paired Sample t-Test show that the significant difference can be dearly identified between abnormal return before and after the presidential election event and trading volume activity before and after the presidential election event. However, the significant difference cannot be found in bid-ask spread. Keyword: Abnormal Return, Bid-Ask Spread, Trading Volume Activity and Stock Market ABSTRAK Pasar modal mempunyai peran penting dalam menunjang perekonomian di suatu negara. Pasar modal tidak lepas dari berbagai pengaruh lingkungan. Pengaruh lingkungan non-ekonomi salah satunya dipengaruhi oleh peristiwa Pemilihan Presiden, dan peristiwa politik lainnya. Untuk melihat apakah pasar modal bereaksi terhadap suatu peristiwa dapat dilihat dari abnormal return, trading volume activity, dan bid-ask spread. Tujuan penelitian ini untuk mengetahui apakah terdapat perbedaan signifikan antara abnormal return, trading volume activity dan bid-ask spread sebelum dan sesudah peristiwa politik Pemilihan Presiden tahun 2014. Teknik pengolahan dan analisis data dalam penelitian ini dilakukan dengan uji statistik Paired Sample T-Test. Hasil uji statistik Paired Sample T-Test menunjukkan terdapat perbedaan yang signifikan antara abnormal return sebelum dan sesudah event dan trading volume activity sebelum dan sesudah event. Namun tidak terdapat perbedaan signifikan bid-ask spread. Kata Kunci: Abnormal Return, Bid-Ask Spread, Trading Volume Activity, dan Pasar Modal.
| Item Type: | Other |
|---|---|
| Subjects: | H Ilmu Sosial = Social Sciences > HB Economic Theory J Political Science > JC Political theory |
| Divisions: | Fakultas ISIP > Prodi Administrasi Bisnis |
| Depositing User: | 8556971 . Digilib |
| Date Deposited: | 25 Jan 2016 07:10 |
| Last Modified: | 25 Jan 2016 07:10 |
| URI: | http://digilib.unila.ac.id/id/eprint/19258 |
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