THE INFLUENCE OF STOCK PRICES AND TRADING VOLUME ON ABNORMAL RETURN OF LQ45 SHARES PRE AND POST 2019 ELECTION

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dc.contributor.authorNugraha, Nugi Mohammad
dc.contributor.authorNugraha, Deden Novan Setiawan
dc.date.accessioned2021-02-19T09:20:58Z
dc.date.available2021-02-19T09:20:58Z
dc.date.issued2020
dc.description.abstractThis research analyzed the effect of stock prices and trading volume levels on abnormal returns on the Indonesian stock exchange during the period from April 2019 to June 2019. This research used the market-adjusted model method and the Kolmogorov Smirnov normality test with a sample size of 45 companies with the largest market capitalization and transaction value highest on the regular market in the last 12 months. For data processing used the SPSS-24 program. The results showed that the stock price after the announcement of the election was, on average, smaller than the pre-election announcement period. This shows that the condition of stock price returns at the pre-announcement point is decreasing and has a longer time than when the condition of the stock price decline. Meanwhile, the condition of trading volume before and after the announcement of the election results tends to decline, although not significantly. The average post-election announcement abnormal return is smaller than the pre-election announcement period. This indicates an unfavorable abnormal return after the election announcement for investors, which has an impact on the final transaction decision.en_US
dc.identifier.issn0038-111X
dc.identifier.urihttp://repository.widyatama.ac.id/xmlui/handle/123456789/12679
dc.language.isoenen_US
dc.publisherSolid State Technology Volume: 63 Issue: 3en_US
dc.subjectStock Pricesen_US
dc.subjectTrade Volumeen_US
dc.subjectAbnormal Returnen_US
dc.titleTHE INFLUENCE OF STOCK PRICES AND TRADING VOLUME ON ABNORMAL RETURN OF LQ45 SHARES PRE AND POST 2019 ELECTIONen_US
dc.typeArticleen_US
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