Jurnal Akuntansi AKUNESA
Vol 10 No 2 (2022): AKUNESA (JANUARI 2022)

Analisis Reaksi Pasar Modal Pada Peristiwa Politik Pemilihan Umum Di Indonesia, Malaysia, dan Thailand: Keywords: General Election; Abnormal Return; Trading Volume Activity

Sri Arum Endang Setyowati (Universitas Negeri Surabaya)
Hariyati Hariyati (Universitas Negeri Surabaya)

Article Info

Publish Date
19 Jan 2022

Abstract

This research has purpose to determine the existence of market reactions by analyzing differences of abnormal return and trading volume activity in the general election events held by Indonesia, Malaysia and Thailand. The approach used is event study with 5 days before and 5 days after the event. The population and research sample are the LQ45 Index, FBMKLCI and SET50. The samples that used was 125 companies. The statistical method used is One Sample t-Test also Paired Sample t-Test with the help of SPSS. The results prove that there are no reaction around the Indonesia, Malaysia and Thailand election. This research also showed there is no significant differences in the abnormal return and trading volume activity in the general election events in Indonesia, Malaysia and Thailand.Keywords: General Election; Abnormal Return; Trading Volume Activity

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Journal Info
Jurnal Akuntansi AKUNESA
Website

Abbrev

akunesa

Publisher

Universitas Negeri Surabaya

Subject

Economics, Econometrics & Finance

Description

About the Journal Jurnal Akuntansi AKUNESA diterbitkan oleh Program Studi S1 Akuntansi Jurusan Akuntansi Fakultas Ekonomi Universitas Negeri Surabaya. Terbit 3 kali dalam setahun yaitu pada Bulan Januari, Mei, dan September dengan jumlah 10 artikel pada setiap terbitan dengan menggunakan Bahasa ...