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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Universitas Airlangga
2019-06-01
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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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1724851534558134272 |