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Analysis of Differences in Stock Prices, Abnormal Returns, and Trading Volume Activity Before and After the Announcement of the 2024 Presidential Election Recapitulation Results in the Infrastructure Sector Stocks Listed on the Indonesia Stock Exchange = Analysis of Differences in Stock Prices, Abnormal Returns, and Trading Volume Activity Before and After the Announcement of the 2024 Presidential Election Recapitulation Results in the Infrastructure Sector Stocks Listed on the Indonesia Stock Exchange
Nadya Cahya Anisa, “Analysis of Differences in Stock Prices, Abnormal Returns, and Trading Volume Activity Before and After the Announcement of the 2024 Presidential Election Recapitulation Results in the Infrastructure Sector Stocks Listed on the Indonesia Stock Exchange”, D IV Thesis Financial Analyst Accounting Department, Semarang State Polytechnic, Edi Wijayanto, S.E., M.Si., Rikawati, S.E., M.Ak., in January, 2025, 83 pages
This study analyzes the impact of the announcement of the 2024 presidential election recapitulation results on the dynamics of infrastructure sector stocks on the Indonesia Stock Exchange, using the event study method to evaluate changes in stock prices, abnormal returns, and trading volume activity. The data used are secondary data from infrastructure sector companies listed on the IDX, with a purposive sampling technique that resulted in 41 issuers. The study was conducted for 29 trading days by applying a market model to calculate expected returns. Through the event study method and statistical testing of the Paired Sample T-Test and Wilcoxon Signed Ranks Test, the results of the study showed no significant difference in stock prices and abnormal returns before and after the announcement of the results of the 2024 Presidential Election recapitulation, while there was a significant difference in TVA reflecting adjustments to investment strategies. The research findings support the signal theory and the theory of semi-strong market efficiency, indicating that public information can affect capital market dynamics although it does not always have a direct impact on stock prices. This study provides important insights into the capital market response to political events, especially in the announcement of the results of the presidential election recapitulation.
Keywords: Stock Price, Abnormal Return, Trading Volume Activity, Signal Theory, Market Efficiency Theory
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