REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017

The purpose of this research is to analyze the reaction of investors before and after the announcement of the determination of the Governor of DKI Jakarta in 2017 against abnormal return and trading volume of activity. These studies use quantitative methods of event study. Estimation period is 60 da...

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Main Authors: Puji Sucia Sukmaningrum, Muhammad Madyan, Achsania Hendratmi
Format: Article
Language:English
Published: Universitas Airlangga 2019-06-01
Series:JEBIS (Jurnal Ekonomi dan Bisnis Islam)
Online Access:https://e-journal.unair.ac.id/JEBIS/article/view/10087
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spelling doaj-9316ae91e75b4dd098df9ff3c931eed02020-11-25T02:25:24ZengUniversitas AirlanggaJEBIS (Jurnal Ekonomi dan Bisnis Islam)2442-65632527-30272019-06-015111410.20473/jebis.v5i1.100876911REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017Puji Sucia Sukmaningrum0Muhammad Madyan1Achsania Hendratmi2Prodi Ekonomi Islam, Fakultas Ekonomi dan Bisnis, Universitas AirlanggaProdi Ekonomi Islam, Fakultas Ekonomi dan Bisnis, Universitas AirlanggaProdi Ekonomi Islam, Fakultas Ekonomi dan Bisnis, Universitas AirlanggaThe purpose of this research is to analyze the reaction of investors before and after the announcement of the determination of the Governor of DKI Jakarta in 2017 against abnormal return and trading volume of activity. These studies use quantitative methods of event study. Estimation period is 60 days and research period is 10 days before and 10 days after the announcement. the sample of this research is 30 stocks listed on the Jakarta Islamic Index (JII). The results showed no significant difference against AAR and ATVA before and after the announcement. Investor it is possible already to react before the official announcement of the Election Commission (KPU). Investors could do predictions the election results of the Survey or the quick count. Keywords: Market Reaction, Event Study, Abnormal Return, Trading Volume Activity, Islamic Capital Market.https://e-journal.unair.ac.id/JEBIS/article/view/10087
collection DOAJ
language English
format Article
sources DOAJ
author Puji Sucia Sukmaningrum
Muhammad Madyan
Achsania Hendratmi
spellingShingle Puji Sucia Sukmaningrum
Muhammad Madyan
Achsania Hendratmi
REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017
JEBIS (Jurnal Ekonomi dan Bisnis Islam)
author_facet Puji Sucia Sukmaningrum
Muhammad Madyan
Achsania Hendratmi
author_sort Puji Sucia Sukmaningrum
title REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017
title_short REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017
title_full REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017
title_fullStr REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017
title_full_unstemmed REAKSI PASAR SAHAM YANG TERDAFTAR DALAM JAKARTA ISLAMIC INDEX (JII) TERHADAP PENGUMUMAN PENETAPAN GUBERNUR DKI JAKARTA TAHUN 2017
title_sort reaksi pasar saham yang terdaftar dalam jakarta islamic index (jii) terhadap pengumuman penetapan gubernur dki jakarta tahun 2017
publisher Universitas Airlangga
series JEBIS (Jurnal Ekonomi dan Bisnis Islam)
issn 2442-6563
2527-3027
publishDate 2019-06-01
description The purpose of this research is to analyze the reaction of investors before and after the announcement of the determination of the Governor of DKI Jakarta in 2017 against abnormal return and trading volume of activity. These studies use quantitative methods of event study. Estimation period is 60 days and research period is 10 days before and 10 days after the announcement. the sample of this research is 30 stocks listed on the Jakarta Islamic Index (JII). The results showed no significant difference against AAR and ATVA before and after the announcement. Investor it is possible already to react before the official announcement of the Election Commission (KPU). Investors could do predictions the election results of the Survey or the quick count. Keywords: Market Reaction, Event Study, Abnormal Return, Trading Volume Activity, Islamic Capital Market.
url https://e-journal.unair.ac.id/JEBIS/article/view/10087
work_keys_str_mv AT pujisuciasukmaningrum reaksipasarsahamyangterdaftardalamjakartaislamicindexjiiterhadappengumumanpenetapangubernurdkijakartatahun2017
AT muhammadmadyan reaksipasarsahamyangterdaftardalamjakartaislamicindexjiiterhadappengumumanpenetapangubernurdkijakartatahun2017
AT achsaniahendratmi reaksipasarsahamyangterdaftardalamjakartaislamicindexjiiterhadappengumumanpenetapangubernurdkijakartatahun2017
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