PENGARUH REAKSI PASAR MODAL & PERISTIWA GEMPA BUMI DI LOMBOK TERHADAP ABNORMAL RETURN & VOLUME PERDAGANGAN SAHAM PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI

Abstract

This study aims to determine the difference in average abnormal return and average trade volume activity (ATVA) before and after the earthquake in Lombok July 29, 2018. The population in this study is manufacturing companies listed on the Indonesia Stock Exchange. The sample used is a food and beverage company. The technique used in sampling was Purposive Sampling, with 18 companies selected as samples. Data retrieved using the documentation method. This study was analyzed using the Paired Samples T-test test analysis tool. Before testing the difference in the two average values, first the normality test is done using the One Samples Kolmogorov-Smirnov Test method, this test is carried out using the SPSS application program. The results of the Paired Samples T-test test showed that the variable abnormal return and stock trading volume did not experience differences before and after the earthquake in Lombok on July 29, 2018.

Keywords: abnormal return, trading volume activity, paired samples T-test