WHESYADHANA, ALVIN DERY (2023) REAKSI PASAR MODAL TERHADAP PERANG RUSIA dan UKRAINA (Studi Pada Indeks LQ-45 Di Bursa Efek Indonesia). Other thesis, UPN Veteran Yogyakarta.
![[thumbnail of 01- SKRIPSI.pdf]](http://eprints.upnyk.ac.id/style/images/fileicons/text.png) |
Text
01- SKRIPSI.pdf Restricted to Repository staff only Download (2MB) |
|
Text
02 - ABSTRAK.pdf Download (371kB) |
|
Text
03 - COVER.pdf Download (328kB) |
|
Text
04 - LEMBAR PENGESAHAN.pdf Download (85kB) |
|
Text
05 - DAFTAR ISI.pdf Download (297kB) |
|
Text
06 - DAFTAR PUSTAKA.pdf Download (315kB) |
Abstract
This research is an event study research that aims to test if there is a market
reaction to the event of the war between Russia and Ukraine which happened on
February 24th 2022. The samples that the researcher was using are companies listed
in LQ-45 index on Bursa Efek Indonesia during the period of February 2022 – March
2022. The time period of the research was 11 days. The indicators of this research are
abnormal return and trading volume activity, and this research was using one sample
t-test, wilcoxon signed ranks test, and paired t-test method to test the variables.
According to the results, there were no reactions happened during the event of the
research which was shown by the one sample t-test result that showed insignificant
result. Wilcoxon signed ranks test also showed insigniicant result, which means that
there were no differences of average abnormal return rate that happened before and
after the event. But there were differences of average trading volume activity rate
acccording to the result of paired t-test. It means that the event wasn’t a bad signal to
the investors.
Key words : event study, Russia-Ukraine war, abnormal return, trading volume
activity
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | event study, Russia-Ukraine war, abnormal return, trading volume activity |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | A.Md Sepfriend Ayu Kelana Giri |
| Date Deposited: | 15 Dec 2023 07:03 |
| Last Modified: | 15 Dec 2023 07:03 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/38354 |
Actions (login required)
 |
View Item |