PENGARUH PENGUMUMAN PENCAPRESAN JOKOWI 2014 DI BURSA EFEK INDONESIA (EVENT STUDY: “JOKOWI EFFECT” PADA SAHAM LQ45)

NAILIU, BERNARDINUS A. (2015) PENGARUH PENGUMUMAN PENCAPRESAN JOKOWI 2014 DI BURSA EFEK INDONESIA (EVENT STUDY: “JOKOWI EFFECT” PADA SAHAM LQ45). S2 thesis, UAJY.

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Abstract

The volatility price in the capital market is influenced by many factors. Information is one of the indicators that affect stock price fluctuations . The actual economic value of information is important note to investors reacted quickly and accurately. The Capital market reaction when an event that information is published as an announcement can be measured by using the method Event Study. Event announcements that Jokowi become a presidential candidate on 2014 touted affecting Indonesian capital market. Then the event is known as the effect of Jokowi is information that can be reacted in the capital market . The purpose of this research is to analyze Indonesian capital market reaction to Jokowi Effect issue announcement that indicated with the average abnormal return in the event. The research has focused on event announcement of election results 2014 The sample for this study consists of all all publicly traded LQ 45 over the period February-July 2014 in Indonesia stock exchange. The results of this research found that events of the announcements that Jokowi become a presidential candidate on 2014 have the information content. It can be seen by the abnormal return which significant happened inside the Index LQ 45 in the Indonesia Stock Exchange on period around that event.

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