@thesis{thesis,
		author={Vivaldi  Antonio},
		title ={Reaksi Pasar Modal Indonesia Berbasis Syariah Terhadap Pengumuman Kebangkrutan Bank Investasi Lehman Brothers (Studi Kasus : Perusahaan-Perusahaan Yang Terdaftar Di Jakarta Islamic Index)},
		year={2010},
		url={http://repository.ibs.ac.id/1619/},
		abstract={The  purpose  of  this  research  is  to  analyze  Indonesian  capital market   -shariah   based-   reaction   to   Lehman   Brothers   bankruptcy announcement   that   indicated   with   abnormal   return   and   cumulative abnormal  return.  This  research  explored  the  issue  by  applying  the  event study  methodology  for  analyzing  the  market  reactions.  Samples  of  this research  consist  of  30  emitens  that  grouped  in  Jakarta  Islamic  Index. Abnormal  return  and  cumulative  abnormal  return  used  to  measure  and analyze  market  reaction.  One  sample  T-test  and  paired  sample  T-test  is used   in   testing   abnormal   return   and   cumulative   abnormal   return differences during event period.
he  results  of  this  research  shows  abnormal  return  for  date  of Lehman  Brothers  bankruptcy  announcement  negative  and  statistically significant.  Further,  this  study  found  statistically  significant  differences cumulative abnormal return between event date and outside of event date. In other word, Lehman Brothers bankruptcy announcement containing the meaningful  information  (information  content)  for  investor  in  Indonesian capital market -shariah based
Key  word  :  Lehman  Brothers  Bankruptcy  announcement,  in  Indonesian capital market -shariah based-, and abnormal return}
		}