REAKSI INVESTOR DALAM PASAR MODAL TERHADAP PERISTIWA AKSI BELA ISLAM 4 NOVEMBER 2016 DI JAKARTA (Studi Event Pada Perusahaan Yang Terdaftar Di LQ-45 Di Bursa Efek Indonesia)

Abstract

ABSTRACT
This research is conducted with the purpose of: 1) To know whether or not
there is a difference Return of stock before and last events of Islamic Defense
Action November 4, 2016 in Jakarta; 2) To know whether or not there is a
Trade Volume Activity before and last event of Islamic Defense Action
November 4, 2016 in Jakarta.
The population used in this research is all LQ-45 companies listed in
Indonesia Stock Exchange (BEI) in 2016. The sample selection using purposive
sampling. Based on the criteria, obtained 37 companies are samples in this
study. The method used in this study using the analysis method paired simple ttest.
Based on the results of the analysis can be put forward several conclusions as
follows: 1) T test results show no significant difference between the return
before the incident of Islamic Defense Action 4 November2016 with after the
events of Islamic Defense Action November 4, 2016, this is held by the
significance value t> 0, 05 ie 0.399; 2) There was no significant difference
between TVA before the incident of Islamic Defense Action 4 November 2016
with TVA after the events of the Islamic Defense Action 4 November2016. This
is done by the significance value t> 0.05 that is 0,072.
Keywords: Action to defend Islam 4 Nov 2016, TVA, Stock Return