ANALISIS PERBEDAAN IHSG SEBELUM DAN SESUDAH PUTUSAN SIDANG KASUS BASUKI TJAHYA PURNAMA (STUDI KASUS PADA BURSA EFEK INDONESIA)

SERLI DIAN ISTIANI, SERLI DIAN ISTIANI (2019) ANALISIS PERBEDAAN IHSG SEBELUM DAN SESUDAH PUTUSAN SIDANG KASUS BASUKI TJAHYA PURNAMA (STUDI KASUS PADA BURSA EFEK INDONESIA). Bachelor thesis, UNIVERSITAS ISLAM MAJAPAHIT MOJOKERTO.

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Abstract

Abstract Istiani, Serli Dian, 2018. Analysis of JCI Differences Before and After the Session Decision of the Basuki Tjahya Purnama Case (Case Study of the Indonesia Stock Exchange. Skripsi, Program Studi Manajemen Keuangan, Fakultas Ekonomi, Universitas Islam Majapahit (UNIM). Counselor I : Rahayu, SE., MSI. Counselor II : Rini Armin, Sp., SE., MM. Stock price movements can be influenced by several economic, noneconomic conditions and political events of a country. Events that have a high impact on changes in the value of a country's currency, will create market sentiment. When the fact of an event is known, the stock price movement can go up and down in a moment. The JCI had experienced a situation that showed the sentiment of the Indonesian market. The case of blasphemy by Basuki Tjahya Purnama caused market sentiment. Around the day before the Ahok case court ruling, the JCI declined continuously. This study aims to determine the differences in the JCI before and after the decision of the Ahok case trial. The study used an event study, in which the observation of the window period for the JCI for 5 days, 30 days and 60 days before, event date, and 5 days, 30 days, and 60 days after the decision of the Ahok case trial. This study uses secondary data obtained from the Indonesia Stock Exchange, which includes daily closing stock prices. While the sample of this study is JCI data for 120 days. The statistical test instrument used in this study is a different Chi-Square test by using the SPSS 20 program. From the results of data analysis on Chi-Square Output shows that in the test 3 time periods namely 5 days, 30 days and 60 days before and after the decision of the Ahok case trial the value of Asymp Sig. Greater than value. This shows that there is no difference in the JCI before and after the decision of the Ahok case trial. Keywords: Event Study, JCI, Decision of the Ahok Case Session

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