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REAKSI PASAR SAHAM TERHADAP PERISTIWA PERTEMUAN INTERNATIONAL MONETARY FUND (IMF) DI BALI OKTOBER 2018 (EVENT STUDY PADA SAHAM LQ-45)

Andelina, Bella Putri Wahyu (2019) REAKSI PASAR SAHAM TERHADAP PERISTIWA PERTEMUAN INTERNATIONAL MONETARY FUND (IMF) DI BALI OKTOBER 2018 (EVENT STUDY PADA SAHAM LQ-45). Bachelors Degree (S1) thesis, University of Muhammadiyah Malang.

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Abstract

The purpose of this study was to analyze the difference in the average abnormal return and the average traiding volume of activity before and after the 2018 International Monetary Fund meeting on mining and construction sector shares listed on the Indonesia Stock Exchange on 3 to 23 October 2018. This research using the event study, where observations were made of the average abnormal return and the average traiding volume of activity for 7 days before, and 7 days after the announcement.This study uses secondary data obtained from the Indonesia Stock Exchange. The data used in this study include the daily closing stock price (closing price), the composite stock price index, daily trading volume, and the number of shares outstanding. The samples used were 15 companies listed in mining and construction shares.The results showed based on statistical tests on the average abnormal stock returns during the observation period, it was found that there was an average abnormal return but no significant difference between before and after the event, this was not rated as good news by investors to obtain returns. Based on statistical tests Paired Sample T-Test shows that there is no significant difference in the traiding volume activity before and after the event. The results showed panic selling occurred on the stock market because of the existence of this information.

Item Type: Thesis (Bachelors Degree (S1))
Student ID: 201510160311158
Thesis Advisors: Muhammad Jihadi (0719106501), Dewi Nurjannah (0730076501)
Keywords: Abnormal Return, Event Study, Traiding Volume Activity
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HB Economic Theory
Divisions: Faculty of Economics > Department of Management (61201)
Depositing User: 201510160311158
Date Deposited: 07 Nov 2019 03:40
Last Modified: 07 Nov 2019 03:40
URI : http://eprints.umm.ac.id/id/eprint/54884

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