Analisis Abnormal Return dan Trading Volume Activity terhadap Pasar Modal Indonesia Berkaitan dengan Peledakan Bom di Kedutaan Besar Australia

Hikmah, Khoirul (2007) Analisis Abnormal Return dan Trading Volume Activity terhadap Pasar Modal Indonesia Berkaitan dengan Peledakan Bom di Kedutaan Besar Australia. KarismA: Kajian dan Riset Manajemen, 2 (1). pp. 63-76. ISSN 1978-404X

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Abstract

ABSTRACT Abnormal return and trading volume activity are the bases of investment decision making by investor. This study aim to know impact of the event of bomb detonation in front of Australian Embassy on abnormal return and trading volume activity in Jakarta Stock Exchange period February — July 2004 and Period August — January 2005, using 21 days event windows. The data are analyzed with paired sample t-test. The findings of the study are: there is significantly abnormal return around the event of bomb detonation in front of Australian Embassy, there is no significant difference of average abnormal return between before and after the event of bomb detonation in, front of Australian Embassy, and there is significant difference of trading volume activity between before and after the event 0f' bomb detonation in front of Australian Embassy.

Item Type:	Article
Uncontrolled Keywords:	abnormal return, trading volume activity.
Subjects:	H Social Sciences > HC Economic History and Conditions
Divisions:	Faculty of Law, Arts and Social Sciences > School of Management
Depositing User:	Dr. SE MSi KHOIRUL HIKMAH
Date Deposited:	28 Apr 2023 02:26
Last Modified:	28 Apr 2023 02:26
URI:	http://eprints.upnyk.ac.id/id/eprint/34650

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