Reaksi Pasar Modal Indonesia Terhadap Peristiwa Politik Dalam Negeri (Event Study Pada Peristiwa 27 Juli 1996)  

Oleh:

Suryawijaya, Marwan Asri ; Arif, Setiawan Faizal

Jenis: Article from Bulletin/Magazine
Dalam koleksi: KELOLA Gadjah Mada University Business Review vol. VII no. 18 (1998), page 137-153.
Topik: STOCK EXCHANGES; political risk; capital market; indonesia; jakarta stock exchange

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: KK11.5 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

The purpose of this study is to analyze stock price reaction to a domestic political event, in this case, clashes over a political party's head office on july 27, 1996. Using 35 stocks in jakarta stock exchange, this research explores the issue by applying two methods of analysis : the event study methodology for analyzin the market reactions, and the analysis of statistical differences caused bythe event (i. e. the difference between two means methods used to explore market activity). The results show abnormal returns for teo days of the event period. Further, the study found some significant differences in the trading volume activities between pre and post event day.

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