PENGARUH PERISTIWA BOM BUNUH DIRI 13 MEI 2018 DI SURABAYA TERHADAP ABNORMAL RETURN DAN VOLUME PERDAGANGAN PERUSAHAAN LQ45 YANG TERDAFTAR DI BEI

Abstract

ABSTRACT

               The purpose of this study was to analyze effect of suicide bombings on May 13, 2018 in Surabaya, which was indicated by the presence or absence of abnormal returns and trading volume activity. The population used in this research is the LQ 45 stock on the IDX. The technique sampling is purposive sampling method. This study uses event studies for the observation period to show responses before and after the event. Research period are H-5 (before the event) and H + 5 (after the event). The data used in this study are secondary data, such as daily stock price of adjusted stock closing prices and closing prices of the IHSG. Data calculated and analyzed using paired sample T-test analysis methods. The results of the study show that when looking at abnormal returns on average (AAR) and the average trading volume activity (ATVA) does not show the difference between before and after the event.

Keywords: Average Abnormal Return, Average Trading Volume Activity, Event Study, Suicide Bombing In Surabaya