Reaksi Pasar Modal Indonesia Atas Peristiwa Politik Terpilihnya Donald Trump Sebagai Presiden Amerika Serikat

Lisa Sakinah

Abstract


This study aims to examine and explain whether there are differences Abnormal Return, Trading Volume Activity and Frequency Trading before and after the announcement of the election of Donald Trump events as President of the United States on November 9, 2016. The unit of analysis of this study is stocks LQ-45 index in the Indonesia Stock Exchange period August 2016 - January 2017. Event study of its five days before and five days after the announcement of the election of Donald Trump as President of the United States on November 9, 2016. Data used is 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. While the Trading Volume Activity and Frequency Tarding no difference. The implications of these findings to potential investors and investors is that they should look more closely at political events, so that they can be more cautious in their investment decision making.


Keywords


Abnormal Return, Trading Volume Activity, Trading Frequency

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