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All Journal Jurnal Ilmiah Edunomika (JIE)
Putra, Sony Setiawan Dwi
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education

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ANALISIS PERBANDINGAN ABNORMAL RETUR, TRADING VOLUME ACTIVITY DAN HARGA SAHAM PERISTIWA IDUL FITRI PADA PERUSAHAAN LQ 45 YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2021-2023 Putra, Sony Setiawan Dwi; Damayanti, Damayanti
JURNAL ILMIAH EDUNOMIKA Vol. 9 No. 1 (2025): EDUNOMIKA
Publisher : ITB AAS Indonesia Surakarta

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Abstract

This study aims to determine whether there are differences in stock returns, abnormal stock returns, and trading volume activity before and after the Eid al-Fitr event in companies listed in the LQ 45 index on the Indonesia Stock Exchange for the period 2021-2023. The sampling method used is purposive sampling, with data obtained from 20 observed companies. The parametric test used is the paired sample t-test. The results of the partial test (paired sample t-test) show no significant difference in the trading volume activity variable when comparing 7 days before and 7 days after the Eid al-Fitr event. However, the stock return and abnormal return variables show a significant difference between the 7 days before and 7 days after the Eid al-Fitr event.
Co-Authors Damayanti Damayanti