Authors:

I Kadek Rian Mahendra, Ni Ketut Rasmini

Abstract:

“This study aims to examine the information content by explaining at the market reaction to the announcement of the 7-Day Reverse Repo Rate BI increase on August 15 2018 as measured by the abnormal return and trading volume activity. This research is an event study with an observation period of 7 exchange workdays, namely three days before (t-3), event date (t0), and three days after the event (t + 3). The sample is a company incorporated in the LQ45 Index for the period of August 2018 to January 2019. The method of determining the sample is a purposive sampling technique. The data analysis technique uses paired samples t-test and Wilcoxon signed rank test. The results showed a difference in average abnormal return and average trading volume activity before and after a 7-Day Reverse Repo Rate BI increase on August 15, 2018. This indicates that the event has information content. Keywords: Event study, abnormal return, trading volume activity”

Keywords

Event study, abnormal return, trading volume activity

Downloads:

Download data is not yet available.

References

References Not Available

PDF:

https://jurnal.harianregional.com/akuntansi/full-45977

Published

2019-06-10

How To Cite

RIAN MAHENDRA, I Kadek; RASMINI, Ni Ketut. Reaksi Pasar Terhadap Kenaikan Bank Indonesia 7-Day Reverse Repo Rate Tanggal 15 Agustus 2018.E-Jurnal Akuntansi, [S.l.], v. 27, n. 3, p. 2066 - 2099, june 2019. ISSN 2302-8556. Available at: https://jurnal.harianregional.com/akuntansi/id-45977. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/EJA.2019.v27.i03.p16.

Citation Format

ABNT, APA, BibTeX, CBE, EndNote - EndNote format (Macintosh & Windows), MLA, ProCite - RIS format (Macintosh & Windows), RefWorks, Reference Manager - RIS format (Windows only), Turabian

Issue

Vol 27 No 3 (2019)

Section

Articles

Creative Commons License This work is licensed under a Creative Commons Attribution 4.0 International License