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All Journal ProBisnis : Jurnal Manajemen Margin Eco : Jurnal Ekonomi dan Perkembangan Bisnis
Ariani, Regita
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Humanities Computer Science & IT Economics, Econometrics & Finance Industrial & Manufacturing Engineering Social Sciences

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Analisis Volatilitas Harga Saham dan Return Abnormal: Perbandingan Sebelum dan Sesudah Pemilu Ariani, Regita; Kristianto, Aloysius Hari
MARGIN ECO Vol. 8 No. 1 (2024): Margin Eco: Jurnal Ekonomi dan Perkembangan Bisnis
Publisher : Fakultas Ekonomi Universitas KH. A. Wahab Hasbullah Tambakberas Jombang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32764/margin.v8i1.4514

Abstract

This research aims to examine events from one round of elections that occurred by analyzing the average of abnormal returns and stock price volatility before or after the event. In this research, researchers used the event study method. The period used in this research is 14 trading days, each of which is 7 days before and 7 days after the event occurs. The focus of this research is on the IHSG on the Stock Exchange market. Data were analyzed using descriptive statistical techniques and statistical difference tests. Meanwhile, hypothesis testing uses the one sample t test and the pared sample t test. The results of the one sample t test show that there is a significant abnormal return after the announcement of one round of election events, meanwhile the results of the average abnormal return test that researchers have tested show that there is a significant difference in abnormal returns (AAR) before and after the event, however. The market responded positively to the one-round election event in Indonesia. Meanwhile, the results of the cumulative average abnormal return (CAAR) test that researchers have tested show that there is no significant difference in the cumulative average abnormal return (CAAR) before and after the one-round election event in Indonesia.
Comparative Analysis Stock Price Volatility and Abnormal Return Before and After One Round Election (Event Study on the Composite Stock Price Index) Ariani, Regita; Kristianto, Aloysius Hari
ProBisnis : Jurnal Manajemen Vol. 15 No. 3 (2024): May-June: Management Science
Publisher : Lembaga Riset, Publikasi dan Konsultasi JONHARIONO

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This research aims to test and analyze the average of abnormal return and stock price volatility before and after the implementation of one round of elections. The method used in this research is event study (event study). The data period used in this research is 14 trading days, each of which is 7 days before and 7 days after the election. The focus of this research is on the IHSG on the Stock Exchange market. Data were analyzed using descriptive statistical techniques and statistical difference tests. Meanwhile, hypothesis testing uses test sone sample t test and test paried sample t test. Test results one sample t test shows there is abnormal return which is significant after the announcement of one round of election events, meanwhile the results of average test abnormal return those that have been tested have obtained significant differences abnormal return (AAR) before and after the event, however, the market responded positively to the one-round election event in Indonesia. while the results from the cumulative test are average abnormal return (CAAR), which researchers have tested, found that there was no significant difference in the cumulative average abnormal return (CAAR) before and after the one-round election event in Indonesia.
Analisis Volatilitas Harga Saham dan Return Abnormal: Perbandingan Sebelum dan Sesudah Pemilu Ariani, Regita; Kristianto, Aloysius Hari
MARGIN ECO Vol. 8 No. 1 (2024): Margin Eco: Jurnal Ekonomi dan Perkembangan Bisnis
Publisher : Fakultas Ekonomi Universitas KH. A. Wahab Hasbullah Tambakberas Jombang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32764/margin.v8i1.4514

Abstract

This research aims to examine events from one round of elections that occurred by analyzing the average of abnormal returns and stock price volatility before or after the event. In this research, researchers used the event study method. The period used in this research is 14 trading days, each of which is 7 days before and 7 days after the event occurs. The focus of this research is on the IHSG on the Stock Exchange market. Data were analyzed using descriptive statistical techniques and statistical difference tests. Meanwhile, hypothesis testing uses the one sample t test and the pared sample t test. The results of the one sample t test show that there is a significant abnormal return after the announcement of one round of election events, meanwhile the results of the average abnormal return test that researchers have tested show that there is a significant difference in abnormal returns (AAR) before and after the event, however. The market responded positively to the one-round election event in Indonesia. Meanwhile, the results of the cumulative average abnormal return (CAAR) test that researchers have tested show that there is no significant difference in the cumulative average abnormal return (CAAR) before and after the one-round election event in Indonesia.
Co-Authors Kristianto, Aloysius Hari