Reaksi Pasar Sebelum Dan Sesudah Pemilu Legislatif 9 April 2014 Pada Perusahaan Indeks Kompas100

Ervina, Suzan (2014) Reaksi Pasar Sebelum Dan Sesudah Pemilu Legislatif 9 April 2014 Pada Perusahaan Indeks Kompas100. Undergraduate thesis, Universitas Katolik Musi Charitas.

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Abstract

The study of the thesis is the event study to examine the market reaction to the Kompas100 company indexes before and after the legislative election on April, 9 2014. The market reaction is measured by the parameter of abnormal return and trading volume activity. The samples in this study are listed in Kompas100 company Indexes. The samples are determined by using the purposive sampling method. The samples obtained are as much 95 companies. The first hypothesis test applies manual calculation using Microsoft excel, the second hypothesis uses paired sample t-test, the third hypothesis applies run test, and the fourth hyphotesis occupies the wilcoxon test. The test results show that the first hypothesis (H1) which states that significant average abnormal return during window period is supported. However, the second hypothesis (H2) which states that there are differences in average abnormal return before and after the legislative election is not supported. The third hypothesis (H3) which states that significant average trading volume activity during the period window is supported. Likewise the fourth hypothesis (H4) which states that there are differences in average trading volume activity before and after the legislative election is supported.

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