The Abnormal Return, Trading Volume Activity, Dan Trading Frequency: Efek Terpilihnya Donald Trump: ABNORMAL RETURN, TRADING VOLUME ACTIVITY, DAN TRADING FREQUENCY: EFEK TERPILIHNYA DONALD TRUMP

Abstract

This study aims to examine and explain whether there are differences abnormal return, trading volume activity and trading frequency before and after the announcement of the election of Donald Trump events as President of the United States November 9, 2016. Analysis unit in this study are stocks index LQ-45 in the Indonesia Stock Exchange period August 2016 - January 2017. Event study its five days before and five days after the announcement of the election of Donald Trump as President of the United States November 9, 2016. The data used are secondary data obtained by means of access via www .idx.co.id, then analyzed with the approach paired sample t-test. The results of this study indicate that there is no difference abnormal return before and after the announcement of the election of Donald Trump events as President of the United States on November 9, 2016. The trading volume activity and trading frequency is differences.

Keywords: abnormal return, trading volume activity, trading frequency