<![CDATA[This study aims to examine the reaction of the Indonesian capital market to the 2024 simultaneous general elections. The analysis is based on a sample of 764 companies, with key measurements including abnormal return and cumulative abnormal return. The methodologies employed consist of descriptive statistical tests, one-sample t-tests, and paired t-tests. The results from the first hypothesis test reveal a significant abnormal return on the first and third days following the 2024 simultaneous elections. Additionally, the second hypothesis shows a significant difference in cumulative abnormal returns before and after the elections. These findings suggest that the 2024 general elections provided market-relevant information, leading to a measurable reaction in the Indonesian capital market]]>
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