PENGARUH PERISTIWA PEMILU LEGISLATIF 2014 TERHADAP PEROLEHAN ABNORMAL RETURN SAHAM LQ 45 DI BURSA EFEK INDONESIA
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Authors:
I Made Dwi Mahaputra, Ida Bagus Anom Purbawangsa
Abstract:
“This study analyzed the difference of abnormal return and whether the content of the information contained in the LQ - 45 before and after the events would legislative elections in 2014 on April 2 to 16 2014. This study used event study, carried out observations of the average abnormal return for 5 days prior to the event date, and 5 days after the legislative elections of 2014. The data used in this study include the daily closing stock price, stock index . Expected return using a model adapted to the market. The samples used are stocks that are included in the list of LQ - 45 in Indonesia Stock Exchange. Based on the analysis of paired samples t - test showed results that there is no significant difference in abnormal returns before and after the announcement of the 2014 legislative elections events.”
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PDF:
https://jurnal.harianregional.com/manajemen/full-11819
Published
2015-05-12
How To Cite
MAHAPUTRA, I Made Dwi; PURBAWANGSA, Ida Bagus Anom. PENGARUH PERISTIWA PEMILU LEGISLATIF 2014 TERHADAP PEROLEHAN ABNORMAL RETURN SAHAM LQ 45 DI BURSA EFEK INDONESIA.E-Jurnal Manajemen, [S.l.], v. 4, n. 5, may 2015. ISSN 2302-8912. Available at: https://jurnal.harianregional.com/manajemen/id-11819. Date accessed: 28 Aug. 2025.
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Issue
Vol 4 No 5 (2015)
Section
Articles
Copyright
This work is licensed under a Creative Commons Attribution 4.0 International License
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