GDL

Jurnal Keuangan dan Perbankan, Tahun X, Nomor 3, September 2006
Journal from JIPTUNMERPP / 2008-01-09 09:44:55
Oleh : Sugeng Haryanto ; Sari Yuniarti, Diploma_3_of_Finance_and_Banking_-_Merdeka_Univers
Dibuat : 2006-09-01, dengan file

Keyword : Abnormal return, TVA, event date, even period

This research objective is to analyze the influence stock price reaction to a domestic political event - in this case, cabinet resuffle, 5 december 2005. Using stock LQ-45 in Jakarta Stock Exchange, this research explored the issue by applying two methods of analysis; the event study methodology for analyzing the market reactions, and the analysisi of statistical differences caused by the event. The result of research show abnormal returns for two day of the event period (t-2 and t-1), and not significant differences in the average abnormal return, but significant differences in the TVA between pre event and post even day.

Deskripsi Alternatif :

This research objective is to analyze the influence stock price reaction to a domestic political event - in this case, cabinet resuffle, 5 december 2005. Using stock LQ-45 in Jakarta Stock Exchange, this research explored the issue by applying two methods of analysis; the event study methodology for analyzing the market reactions, and the analysisi of statistical differences caused by the event. The result of research show abnormal returns for two day of the event period (t-2 and t-1), and not significant differences in the average abnormal return, but significant differences in the TVA between pre event and post even day.

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