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All Journal JASa (Jurnal Akuntansi, Audit dan Sistem Informasi Akuntansi) MDP Student Conference
Ningtyas, Fatmala Yulia Putri Utami
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Electrical & Electronics Engineering

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Event Study: Pengaruh (PP) Nomor 10 Tahun 2025 Terhadap Reaksi Pasar Saham Ningtyas, Fatmala Yulia Putri Utami
MDP Student Conference Vol 4 No 2 (2025): The 4th MDP Student Conference 2025
Publisher : Universitas Multi Data Palembang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35957/mdp-sc.v4i1.11167

Abstract

The inauguration of policy (PP) Number 10 of 2025 concerning the Establishment of BPI Danantara in the management of BUMN company investments. The research approach is quantitative event study method with an observation period of 10 days, namely 5 days before and after the inauguration of the policy through the research variables of abnormal return and trading volume activity. The selection of samples from secondary data of 36 BUMN companies with purposive sampling techniques was obtained from the official website of the Indonesia Stock Exchange (IDX). The normality test uses the Kolmogorov-Smirnov test and parametric hypothesis testing (Paired t-test). The results of the hypothesis test show that there is no significant difference in abnormal return and trading volume activity before and after the inauguration of the policy. This is the influence of negative information related to investor concerns in the management of BUMN company investments has not occurred
Event Study: The Impact of Government Regulation Number 47 of 2024 on the Stock Market Reaction of Financial Sector Companies Listed on the IDX Ningtyas, Fatmala Yulia Putri Utami; Azmiyanti, Rizdina
JASa (Jurnal Akuntansi, Audit dan Sistem Informasi Akuntansi) Vol 9 No 2 (2025): August
Publisher : Program Studi Akuntansi Universitas Langlangbuana Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36555/jasa.v9i2.2833

Abstract

The enactment of government regulation number 47 of 2024, which pertains to the elimination of non-performing loans for MSMEs, is constructive for MSMEs; however, investors have responded negatively. Utilizing a quantitative methodology, the investigation implements an event study. The research variables are abnormal return and trading volume activity, with a research observation period of 33 days. This period will include 16 days prior to the event, 16 days following the event, and 1 day during the policy enactment event. The purposive sampling technique was employed to select the sample from secondary data of 80 financial sector companies. Descriptive analysis tests, the Kolmogorov-Smirnov normality test, and the Paired Samples t-test hypothesis test comprise the research tests. The hypothesis test results suggest that the abnormal return variable does not exhibit any significant differences. Nevertheless, the trading volume activity variable exhibits a substantial disparity between the period prior to and following the policy enactment event. The findings of the research indicate that abnormal return are generally stable and decrease as trading volume activity increases. This suggests that investors are inclined to sell or release their shares when they are correlated, as evidenced by the abnormal return and declining stock price.
Co-Authors Azmiyanti, Rizdina