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Reaksi Pasar Modal Terhadap Peristiwa Pemilu Legislatif dan Peristiwa Pemilu Presiden dan Wakil Presiden Tahun 2004 | Kristiana | Jurnal Akuntansi dan Bisnis

Reaksi Pasar Modal Terhadap Peristiwa Pemilu Legislatif dan Peristiwa Pemilu Presiden dan Wakil Presiden Tahun 2004

Inda Kristiana, Sri Suranta

##article.abstract##


The purpose of this study is to analyze stock market reaction to national election on April 5, 2004 and September 20, 2004. Using 36 stocks in Jakarta Stock Exchange for event April 5, 2004 and 35 stocks in Jakarta Stock Exchange for event September 20, 2004. The hyphotesis of the research, which using t-test, have founds that event on April 5, 2004 showed significant abnormal return on the last day before event date, second and third day after event date. On September 20, 2004 showed significant abnormal return on four day before event date and on the first and second day after event date. This research has proved that stock market has been influenced by domestic political events.

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DOI: http://dx.doi.org/10.20961/jab.v5i2.26

Jurnal Akuntansi dan Bisnis (JAB)
ISSN 1412-0852 (print), 2580-5444 (online)
Published by Accounting Study Program, Faculty of Economics and Business, Universitas Sebelas Maret, Indonesia


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