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All Journal EkoBis ( Ekonomi & Bisnis ) Diponegoro Journal of Accounting Jurnal Akuntansi Aktual
Warsito Kawedar
Departemen Akuntansi Fakultas Ekonomika Dan Bisnis Universitas Diponegoro
Economics, Econometrics & Finance Social Sciences

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Journal : EkoBis ( Ekonomi

 1 
REAKSI PASAR TERHADAP MARKET SHOCK: KEBANGKRUTAN LEHMAN BROTHERS Warsito Kawedar; Rr. Sri Handayani Handayani
Jurnal Ekonomi dan Bisnis 2011: EKOBIS (Vol.12 No.1 2011)
Publisher : Department of Management, Faculty of Economics, Universitas Islam Sutan Agung, Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30659/ekobis.12.1.77-91

Abstract

The study aim to examine investor reaction to the market shock which coused by announcement of bankruptcy by America’s invesment company Lehman Brothers and to examine how is the difference reaction to market shock in the developed and emerging market.This study use t-test to examine market reaction that happened caused by Lehman Brothers bankruptcy. With totally sampel 44 main indeks around the world which listing in WSJ and 18 indeks for the country which belong to developed market, 20 indeks for the country which belong to emerging market. The result of this research show that the market overall react negatively to market shock which is Lehman Brothers bankruptcy and emerging market proof more react to market shock than developed market. This proof that Lehman Brothers bankruptcy contain information, the brittle of world financial system.Keyword : market shock, developed market, emerging market, return, stock price index
Co-Authors Ade Gustia Nugroho Andika Prima Ertanta Tarigan Apri Anggita Carolina Reni Damayanti Cholida Cholida Dini Sulistiyani Hardi Anando Pratama Haryanto Haryanto Iqbal Mohamad Dwinanda Kartikawati Halim Monika Guswila Sari Muhammad Irfan Dermawan MW Amelinda Eva E Ofifah Dwi Novika Ratu Persada Pahlevi Pasca Mahardika Rezka Krisna Wardhani Rosalia Rosalia RR. SRI HANDAYANI Sandi Windia Primatama Santi Widia Sari Shiddiq Nur Rahardjo Vina Fauziah Vivi Indriana