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Journal : Borobudur Management Review

Perbedaan Abnormal Return Saham Sebelum dan Sesudah dilakukan Artificial Intelligence (AI) pada Sektor Keuangan yang Terdaftar di Bursa Efek Indonesia Ningtias, Kiki Arista Wahyu; Supeni, Retno Endah; Sari, Maheni Ika
Borobudur Management Review Vol 4 No 1 (2024): Vol 4 No: 1 (2024)
Publisher : Universitas Muhammadiyah Magelang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31603/bmar.v4i1.11843

Abstract

The purpose of this study was to determine any abnormal returns before and after the development of artificial intelligence which was listed on the Indonesian Stock Exchange. This research uses an event study which studies market reactions to an event. Event studies are used to test the information content of an announcement. The population used in this research is banking companies listed on the Indonesia Stock Exchange for the period 5 days before and 5 days after 2021-2024. The data used in this research is secondary data and sample selection used purposive sampling. There were 32 companies as samples with a total of 105 initial data. The analytical method used to test the hypothesis in this research uses the paired sample t-test. The results of this research show that artificial intelligence has a significant effect on abnormal returns.
Co-Authors Achmad Hasan Hafidzi Achmad Hasan Hafidzi Agus Irawan Agus Yulianti, Yulas Ahmad Baiquni Ahmad Fatoni, Setio Ahmad Hasan Hafidzi Ahmad Izzuddin Ahmad Izzuddin Aini, Terawati Isro’ Ainun N, Fardhotun Alfi Arif Ana Mufida Ana Mufida Ana Mufidah Andrean, Mohammad Ongky Aqnes Devita Efendy Arrahhma Elian Tania Bayu Wijayantini, Bayu Cahyo, Bayu Dwi Devi Lestari Dian Asih Budiarti Efiatul Himmah Ega Afri Wulandari Eko Budi Satoto Fadhilah, Ikrimah Nur Fardela, Yusfi Nila Fefi Nurdiana Wijayanti Feti Fatimah Fina Pratna Paramita Fitra Nahar Rizky Haris Hermawan Haris Hermawan, Haris Himmah, Efiatul Hoji, Saiful Holiseh Holiseh Ikrimah Nur Fadhilah Ira Puspita Dewi S Irianti, Lutvia Ragilta Jekti Rahayu Juhari Juhari Karsiyanto, Regita Wira Utami Kuncoro, Muh Alfan M. Alfian Muzammil Ma’nunah, Zauharotul Masluhah S, Masluhah S Mathew, Raisun Mela Rosalina Mochtar Luthfi Effendy Mohammad Fathul Muin Mubarok, Muhammad Umam Muhammad Al Baihaqi Muhammad Edo Fiorentino Muzaki Ahmad Dayan Muzammil, M. Alfian Nely Supeni Nely Supeni Ningtias, Kiki Arista Wahyu Nita Herlina Novita Dwi Susanti Nurul Qomariah Oktaviani, Nadia P.A.N, Febriyan Paramita, Fina Pratna Prabatwati, Titis Alvita Pramesti, Cindy Pratama, Rizky Anggi Rahayu, Jekti Rajasa, Ilham Surya Rendy Mirwan Aspirandi Retno Endah Supeni Retno Endah Supeni Reza Vannes Fahlevy Ririn Windari Rosalina, Mela Rusdiyanto Rusdiyanto Rusdiyanto Rusdiyanto, Rusdiyanto Safira, Serli Vebriana Sari, Nur Ita Septy Holisa Umamy Siti Naisyah Suharto, Akhamd Suharto, Akhmad Sutrisno, Mashluhah Tatit Diansari Reskiputri Tatit Diansari Reskiputri Tatit Diansari Reskiputri, Tatit Diansari Tina Destiana Trias Setyowati Trias Setyowati, Trias Wahyu Eko Setianingsih Wenny Murtalining Tyas Wibowo, Yohanes Gunawan Winahyu, Pawestri Winaldha Ninda Rossytania Windiawati, Windiawati Yanik Rinata Yesita Karel Yoni Setiawan Yunitasari, Silvia Yusron Rozaid Yusron Rozzaid