SKRIPSI DIGITAL
Reaksi Pasar Modal Terhadap Peristiwa Politik: Studi Kasus Abnormal Return dan Trading Volume Activity Saham IDX80 Terhadap Pengumuman Hasil Pemilu 2024. = Capital Market Reactions to Political Events: A Case Study of Abnormal Returns and Trading Volume Activity of IDX80 Shares in Response to the Announcement of the 2024 Election Results.
Riszki Ria Pratiwi, “Capital Market Reaction to Political Events: A Case Study of Abnormal Return
and Trading Volume Activity of IDX80 Stocks towards the Announcement of the 2024”. Thesis
Accounting Department Semarang Polytechnic, under the guidance of Th. Tyas Listyani, S.E., M.Si.
and Nurseto Adhi, S.E., M.Si., Januari 2025, 153 pages.
This research analyzes the impact of the 2024 election results announcement on Abnormal Return
and Trading Volume Activity of the IDX80 stock indeks. The objective is to identify whether there is
a singnificant difference before and after the election announcement. The event study method was
employed, with quantitative analysis using the Kolmogorv-Smirnov test for normality and the
Wilcoxon Signed Rank Test to examine mean difference. The results indicate that (1) there is No.
significant difference in Abnormal Return of IDX80 stocks in the period before and after the election
announcement, and (2) there is a significant difference in Trading Volume Activity of IDX80 stocks
before and after the election announcement.
Keyword : 2024 election, IDX80 indeks, Abnormal Return, Trading Volume Activity, Event Study,
Market Efficiency.
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