PENGARUH PERISTIWA EKONOMI TERHADAP NILAI SAHAM INDEKS BISNIS-27 PADA TAHUN 2022
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Institusion
Universitas Muhammadiyah Malang
Author
Indrawan, Reza Hamdan
Subject
LB Theory and practice of education
Datestamp
2023-07-27 04:32:08
Abstract :
The purpose of this study is to determine the effect of the economic event on the increase in the Federal Reserve (The FED) interest rate on stock values on June 15, 2022. The method used in this study is event study by testing the value of Abnormal Return (AR) and Trading Volume Activity (TVA). The data used in this research is secondary data sourced from the IDX website (www.idx.com) with 27 listed companies. Data analysis technique used are paired sample t-test and Wilcoxon signed test rank with an event period of 26 days. The results showed that there were significant abnormal returns and trading volume activity before and after the event with paired sample t-test test on abnormal returns and Wilcoxon signed rank test on trading volume activity. This means that this event has information content and affects the stock market reaction.
The purpose of this study is to determine the effect of the economic event on the increase in the Federal Reserve (The FED) interest rate on stock values on June 15, 2022. The method used in this study is event study by testing the value of Abnormal Return (AR) and Trading Volume Activity (TVA). The data used in this research is secondary data sourced from the IDX website (www.idx.com) with 27 listed companies. Data analysis technique used are paired sample t-test and Wilcoxon signed test rank with an event period of 26 days. The results showed that there were significant abnormal returns and trading volume activity before and after the event with paired sample t-test test on abnormal returns and Wilcoxon signed rank test on trading volume activity. This means that this event has information content and affects the stock market reaction.
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