Al Tijarah
Vol 1, No 1 (2015): June 2015

Effects of The Japan Disaster 2011 on the Stock Return and Trading Volume in Indonesia Stock Exchange

Sulistyo Wahyu Wijanarko (International Program Faculty of Economic Universitas Islam Indonesia)
Bachruddin Bachruddin (Faculty of Economic Universitas Islam Indonesia)



Article Info

Publish Date
30 Jun 2015

Abstract

This study aims to analyze international disaster event on the capital market activities, especially on the Indonesia Stock Exchange. Researcher analyzed the market reaction to the Japan disaster on March 11, 2011. This research using the data 45 companies (LQ-45) in Indonesia Stock Exchange and the event date is ten days before and ten days after the disaster. From the analysis showed that the event is not signifi cantly affecting the stock return and trading volume activity between pre and post the event. These result indicate that the Japan disaster give no impact to the investor on Indonesia Stock Exchange.

Copyrights © 2015






Journal Info

Abbrev

altijarah

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

Al Tijarah is a semiannually journal published by Department of Management, Faculty of Economics and Management, University of Darussalam Gontor. In line with the objective of the Department and the University, the journal is committed to the development and promotion of contemporary issues in ...