REAKSI INVESTOR DALAM PASAR MODAL TERHADAP PERPPU ORMAS (Peraturan Pemerintah Pengganti Undang-Undang Organisasi Masyarakat) NO 2 TAHUN 2017 (Event Study Pada Perusahaan yang Terdaftar Dalam LQ45 di Bursa Efek Indonesia)

Abstract

ABSTRACT
The aim of the study was to prove empirically the differences between
abnormal return and trading volume activity before and after the validity of
perppu ormas. The study utilized a quantitative designer involving the data
obtained from secondary sources such as Yahoo Finance. The population
consisted of 45 companies listed in the Indonesia stock exchange LQ45. The
samples were determined by using purposive sampling with a criteria of those
listed in the LQ45 during the period of August 2017-January 2018 and whenever
the data required were accessible. 45 companies that met the criteria were used
as sample of the study. The analysis was done by using paired sample t-test
supported by software SPSS for windows.
The results of the study indicated that there is not significant difference
between the abnormal return dan trading volume activity before and after the
validity of perppu ormas
Key word : abnormal return, trading volume activity