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All Journal ESENSI: JURNAL BISNIS DAN MANAJEMEN E-Jurnal Akuntansi Universitas Udayana IQTISHODUNA Jurnal Ekonomi Modernisasi PROFIT : Jurnal Administrasi Bisnis Jurnal Aplikasi Bisnis dan Manajemen (JABM) E-Journal UNEJ e-Proceeding Ekonomi Bisnis Jurnal Manajemen Indonesia JRMSI - Jurnal Riset Manajemen Sains Indonesia Jurnal Graha Pengabdian JOURNAL OF ECONOMICS EDUCATION AND ENTREPRENEURSHIP International Journal of Business, Law, and Education International Journal of Economy, Education and Entrepreneurship (IJE3) International Journal of Humanities Education and Social Sciences Brilliant International Journal of Management and Tourism (BIJMT) International Journal of Accounting & Finance in Asia Pasific International Journal of Entrepreneurship and Business Management International Journal of Economics and Management Research Jurnal Ekonomi, Bisnis dan Pendidikan (JEBP) Journal of Business Management and Economic Development
Ely Siswanto
Universitas Negeri Malang
Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Neuroscience Social Sciences Other

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Journal : ESENSI: JURNAL BISNIS DAN MANAJEMEN

 1 
Pengumuman Perhitungan Baru Indeks LQ45 dan IDX30: Apakah Ada Reaksi pada Pasar Modal Indonesia? Rizal Agus Bimantara; Ely Siswanto; Yuli Soesetio
Esensi: Jurnal Bisnis dan Manajemen Vol 9, No 1 (2019)
Publisher : Faculty of Economic and Business

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/ess.v9i1.10642

Abstract

This study discusses whether there an influence from the announcement of the newcalculation of LQ45 and IDX30 index. This study uses indicators of abnormal return, cumulative abnormal return, and trading volume activity as a measure of market reaction. The population of this study is the companies incorporated in the IDX30 index. The sampling method uses purposive sampling method and obtained sample of 20 companies.The window period in this study is 11 days. Statistical tests using paired sample t-test and Wilcoxon sign rank test. The results of this study indicate there are no differences in the average abnormal return and trading volume activity before and after the event. There are differences in cumulative abnormal returns before and after events. This shows that investors have anticipated the news and the market has adjusted to a new balance before the announcement of the new LQ45 and IDX30 index calculations officially applied.
Co-Authors Adi Setiawan Afwan Hariri Agung Winarno Agus Hermawan Amalia Arifah Rahman Amry Mahdan Abrari Budi Eko Soetjipto Chintya Noliviasari Cipto Wardoyo Dhimaz Sectio Caecaria Dimas Putri Mega Pratesa Dita Rahmi Rahayu Djoko Dwi Kusumajanto, Djoko Dwi Errica Dwitanti Ery Tri Djatmika RWW Fima Bara Alrhafynza Firsty Larastiyana Susanto Fulgentius Danardana Murwani Halimatus Syadiah Heri Pratikto Iklil Abdul Hamid Zuhri Intan Larasati Lulu Nurul Istanti Murdiono, Achmad Novita Astivasari Novita Tri Hariyanti Nurfadilah Karim Rahmawati Dwika Pratiwi Raudhotul Miul Hasanah Raudhotul Miul Hasanah Rizal Agus Bimantara Sanditriyoga Hasmoro Widagdo Subagyo Subagyo Sudarmiatin Sudarmiatin Tiffani Vitarini Veninda Annisa Putri Wita Ryani Juniar Wiwin Riski Windarsari Yuli Agustina, Yuli Yuli Soesetio Yulian Muzakki