REAKSI PASAR TERHADAP MUNCULNYA ISU WORLD WAR III (Studi Pada Perusahaan Lq-45 Di Bursa Efek Indonesia)
Abstract
This research is an event study that aims to examine the presence or absence of capital market reactions to the emergence of World War III issues on January 3, 2020. The sample used is companies listed on the LQ-45 index on the Indonesia Stock Exchange in the period November 2019 - January 2020 The observation period used is 11 days. This research was measured using indicators of abnormal return and trading volume activity , with one sample t-test and paired t-test analysis tools . Based on the results of the one sample t-test, apparently there was no market reaction around the events of the emergence of World War III issues . This is indicated by the absence of significant abnormal return values . Then based on the results of the paired t-test there are differences in average trading volume activity between before and after the emergence of World War III issues . This means that the emergence of the World War III issue is not a bad signal for investors.
Key words: Event Studies, Abnormal Return, Trading Volume Activity
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