Citra, Cecilia (2017) Reaksi pasar modal Indonesia terhadap peristiwa non-ekonomi: studi peristiwa serangan terorisme di Sarinah Jakarta. Masters thesis, UNIVERSITAS TARUMANEGARA.
![[img]](http://repository.untar.ac.id/style/images/fileicons/text.png) |
Text
ABSTRAK TESIS MM Cecilia Citra.pdf Download (52kB) |
Abstract
This study examines the effect of non-economic event towards LQ-45 index in Indonesia Stock Exchange (IDX) by event study method. The terrorism attack on January 14, 2016 was chosen as the non-economical event. This event study analysed 45 firms listed in the LQ-45 index and examines the effect of terrorism attack on stock price's rate of return and trading, volume activity 5 days before and 5 days after the event and employed 40 days before the observation period to obtain the estimation period. Moreover, in order to examine the hypothesis, this study was using Wilcoxon Signed-Rank Test. The results of this study indicate that the terrorism attack was not influenced the abnormal, return and trading volume activity as there were no significant differences between the 5 days prior and 5 days after the event.
| Item Type: | Thesis (Masters) |
|---|---|
| Subjects: | Tesis Tesis > Pascasarjana |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | Puskom untar untar |
| Date Deposited: | 05 Jul 2018 02:23 |
| Last Modified: | 11 May 2021 10:53 |
| URI: | http://repository.untar.ac.id/id/eprint/2963 |
Actions (login required)
 |
View Item |
