ANALISIS UJI BEDA SEBELUM, DAN SESUDAH PELAKSANAAN ASIAN GAMES JAKARTA-PALEMBANG 2018 TERHADAP VOLUME PERDAGANGAN SAHAM DAN RETURN SAHAM YANG TERDAFTAR PADA JAKARTA ISLAM INDEX (JII)

Abstract

ABSTRACT

This study aims to determine differences in the variables of stock trading volume and stock returns before and after the Jakarta-Palembang 2018 Asian Games. The population in this study are companies listed on the Indonesia Stock Exchange. The sample used is a company incorporated in the Jakarta Islamic Index. The technique used in sampling is purposive sampling technique, the sample chosen was 30 companies. Data is taken using the documentation method. The data analysis method used is a different test analysis in the form of a Paired Sample t-test with the help of SPSS version 24 software (Product Statistics and Solution Services version 24). The test data used is descriptive statistical analysis, normality test, t-test. The test results of this study that used the Paired Sample test t-test stock trading volume amounted to (0.002 < 0.05) and stock returns amounted to (0.028 < 0.05). This means that before and after the implementation of the 2018 Jakarta-Palembang Asian Games there were significant differences in the variables of stock trading volume and stock returns.

Keywords :Asian Games Jakarta-Palembang 2018, Trading volume activity, and stock returns.