REAKSI PASAR MODAL DARI DAMPAK PERISTIWA BOM PLAZA SARINAH TERHADAP ABNORMAL RETURN PERUSAHAAN LQ 45 YANG TERDAFTAR DI BEI
Abstract: The purpose of this
study was to analyze the reaction of the capital market from the impact of the
bombing in Jakarta Sarinah Plaza, which will be indicated by the presence or absence
of abnormal return. the sample used is the stock of LQ 45, this study is event
study so that the observation period will see the reaction on before, during
and after the event. In this study period used was H-5 (before the event), H0
(current events) and H + 5 (after the event). Sources of data obtained from
yahoo finance, sahamok.com and IDX. The data used in this research is secondary
data, such as the closing price of shares has been adjusted (adjusted closing
price) and the closing price of IHSG. Data in the form of daily stock price.
The data was then analyzed using analytical methods paired sample t-test. The
results showed that when viewed from the average abnormal return (AAR) did not
show any difference, only the H+3 and H+4 which shows the differences in AAR
and signaled their reaction to the stock market to these events that affect
market participants in make decisions.
Penulis: Ika Yustina
Rahmawati, Tiara Pandansari
Kode Jurnal: jpakuntansidd160780
