scholarly journals Reaksi Pasar Modal Terhadap Aksi Unjuk Rasa Bela Islam Jilid I, Jilid II & Jilid III (Studi Kasus: Perusahaan yang Tergabung Dalam Indeks LQ-45)

2019 ◽  
Vol 2 (1) ◽  
pp. 96-102
Author(s):  
Efandri Agustian
Keyword(s):  
Decision Making ◽  
Information Content ◽  
Capital Market ◽  
Abnormal Return ◽  
Stock Liquidity ◽  
The Capital Market

The purpose of this study was to examine the information content of the Aksi Unjuk Rasa Bela Islam Jilid I, Jilid II dan Jilid III. Another objective are to examine the effect of the Aksi Unjuk Rasa Bela Islam Jilid I, Jilid II dan Jilid III on investor decision making in conducting transactions in the capital market which are seen from the abnormal return of shares and stock liquidity. The results of this study indicate: (1) That these three events of rallies did not contain information that made the capital market react. (2) That investor's reaction are to the events of Aksi Unjuk Rasa Bela Islam Jilid I, Jilid II dan Jilid III did not result in an overwhelming reaction to capital market. (3) Investor's reaction to events of Aksi Unjuk Rasa Bela Islam Jilid I, Jilid II dan Jilid III are relatively no different. (4) Whereas the investor's reaction to events of Aksi Unjuk Rasa Bela Islam Jilid I, Jilid II dan Jilid III are relatively no different.

scholarly journals Accounting Information and Psychological Factors in Capital Market : Do these Affect the Investors’ Decisions to Invest?

2020 ◽  
Vol 10 (2) ◽  
pp. 335
Author(s):  
Nur Fitry Latief ◽  
Fitria Ayu Lestari Niu
Keyword(s):  
Decision Making ◽  
Capital Market ◽  
Psychological Factors ◽  
Linear Regression Analysis ◽  
Accounting Information ◽  
Multiple Linear Regression Analysis ◽  
Psychological Factor ◽  
Measurement Tool ◽  
Test Results ◽  
The Capital Market

This study aims to determine the effect of accounting information and psychological factors on investor decision to invest in the capital market. The data come from questionnaire with a Likert scale measurement tool. The object was the investors of PT MNC Sekuritas Manado who were respondents as many as 119 investors. Data analysis uses multiple linear regression analysis with SPSS Version 25. The results find that partially and simultaneous the accounting information and psychological factor had a positive and significant effect on investor decision. This shows that the increasing accounting information and psychological factors available will increasingly influence the decision making of investors. But from the partial t-test results, it was found that the accounting information had more influence than the psychological factor, it means that investors tend to be rational in making their investment decisions by using accounting information as consideration for their decision making. This study provides empirical evidence regarding the influence of accounting information and psychological factors on investors' decisions to invest in the capital market and give contributions to academics and researchers by supporting the theory and results of previous research on the same topic.

scholarly journals The Capital Market Reaction To The Corona Covid-19 Virus Outbreak Events

Academia Open ◽  
2021 ◽  
Vol 3 ◽  
Author(s):  
Wardah Azizah ◽  
Nurasik
Keyword(s):  
Capital Market ◽  
Abnormal Return ◽  
Market Reaction ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
T Test ◽  
Paired Sample ◽  
Significant Difference ◽  
Real Picture ◽  
The Capital Market

This study aims to get a real picture of the Capital Market Reaction to the Corona Covid-19 Virus Outbreak (Study on LQ-45 Companies Listed on the Indonesia Stock Exchange). The analytical tool used is descriptive statistical analysis and classical assumption test. To test the hypothesis, it is done using data analysis in the form of Paired Sample T-Test using the statistical program "Product and Service Solution" (SPSS). The results of hypothesis testing using paired sample t-test obtained t-value with a significant value of 0.000 (0.000 <0.05). From these results, it can be stated that the hypothesis is accepted, which means that there is a significant difference in abnormal returns before and after the Corona / Covid-19 Virus Outbreak. The difference in Abnormal Return on the test results has a positive value, this shows that if the Corona / Covid-19 Virus Outbreak has increased, the Abnormal Return value will increase.

scholarly journals The Effect of Put Option Issuing on Risk Adjusted Return

2016 ◽  
Vol 8 (4) ◽  
pp. 11
Author(s):  
Seyed Jalal Sadeqi Sharif ◽  
Ebrahim Joshan ◽  
Marjan Orouji
Keyword(s):  
Event Study ◽  
Capital Market ◽  
Abnormal Return ◽  
Stock Exchange ◽  
Significant Relation ◽  
Stock Liquidity ◽  
Company Stock ◽  
Put Option ◽  
Event Study Method ◽  
Option Volume

<p>This research investigates the relation between put option issuing and risk adjusted return in Iran capital market for the period 2002-2016. Because data were not available before 2002, data from the period 2002 to 2016 were studied. All data gathered from Tehran Stock Exchange database the sample include 36 issuing events. The Event Study method was implied for 5 days. The empirical result shows that there is a significant relation between issuing options and abnormal return for the company stock, furthermore there is an approved relation between that abnormal return and stock liquidity, but the relation between option volume and that rerun was not approved.</p>

scholarly journals Reaksi Pasar Modal dalam Pilpres 2019

2020 ◽  
Vol 14 (1) ◽  
pp. 01-10
Author(s):  
Titi Rahayu
Keyword(s):  
Empirical Evidence ◽  
Capital Market ◽  
Abnormal Return ◽  
Sampling Method ◽  
Calculation Methods ◽  
Purposive Sampling ◽  
Corporate Action ◽  
Observation Period ◽  
The Capital Market

This study aims to provide empirical evidence on the events of the KPU's official announcement whether it has an impact on the reaction of the capital market in Indonesia. The population in this study are companies listed in the IDX80 index. With the purposive sampling method the author obtained a sample of 42 companies, with the criteria not to do corporate action during the observation period. The results show that the market did not react to the KPU's official announcement. For further research, it is expected that it can use different abnormal return calculation methods and use different objects.

scholarly journals Analysis of Factors That Influence Decision Making Invest in Capital Markets in Millennial Generations

2020 ◽  
Vol 3 (3) ◽  
pp. 11-24
Author(s):  
Irawati Junaeni
Keyword(s):  
Decision Making ◽  
Linear Regression ◽  
Capital Market ◽  
Sampling Method ◽  
Secondary Data ◽  
Sample Size Determination ◽  
Primary Data ◽  
Analysis Technique ◽  
Library Studies ◽  
The Capital Market

This study aims to analyze the factors that influence the decision making of investors investing in the capital market. The sampling method used in this study was purposive sampling method, the sample used in this study was the millennial generation in Jakarta who had invested in the capital market. Sample size determination based on Slovin formula. The data used in this study are primary data in the form of questionnaires and secondary data in the form of library studies. The analysis technique in this study is simple linear regression and multiple linear regression. The results of research that have been carried out both in partial and simultaneous testing show that all variables, namely knowledge, risk, income, capital market training, and motivation have a significant positive effect on investment decisions.

scholarly journals ANALISIS PERBEDAAN ABNORMAL RETURN SEBELUM DAN SESUDAH PERISTIWA POLITIK PADA SAHAM PERUSAHAAN LQ-45 DI BEI

2019 ◽  
Vol 7 (2) ◽  
pp. 193
Author(s):  
Randy Hidayat
Keyword(s):  
Information Content ◽  
Event Study ◽  
Capital Market ◽  
Abnormal Return ◽  
Political Event ◽  
Price Fluctuations ◽  
Market Activity ◽  
Industry Sectors

This study aims to examine the information content of a political event (Gerakan AksiDamai 212 and King Salman's Visit) on capital market activity especially in BEI. Using 42company data, divided into 9 industry sectors by using method of event study. GerakanAksi Damai 212 of one different sectors and the arrival of King Salman of two differentsectors. These results indicate that the events of Gerakan Aksi Damai 212 and the arrivalof King Salman influenced investments made by investors, but not all sectorsexperienced significant investment differences, due to unforeseen price fluctuations.

scholarly journals REAKSI PASAR MODAL TERHADAP PERISTIWA VIRUS CORONA (COVID-19) PADA PERUSAHAAN MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

2020 ◽  
Vol 7 (2) ◽  
Author(s):  
Inri B. Sambuari ◽  
Ivonne S. Saerang ◽  
Joubert B. Maramis
Keyword(s):  
Capital Market ◽  
Abnormal Return ◽  
Stock Exchange ◽  
Virus Disease ◽  
Comparative Method ◽  
Market Capitalization ◽  
First Case ◽  
Significant Difference ◽  
Before And After ◽  
The Capital Market

The capital market is not only a funding facility for the companies but also means for investment activities. So many roles of the capital market in economic activities will have an impact on the sensitivity of the market reaction to events that occur. At the end of 2019, a new virus emerged in China, called the Corona Virus Disease 2019 or COVID-19. In Indonesia, the first case of COVID-19 was approved directly by President Joko Widodo on March 2020. The purpose of this research is to discover informations regarding the first reporting of COVID-19 in Indonesia, as well as abnormal return, frequency of trade, and market capitalization before and after the event. The observation began 30 days before the event and 30 days after the event. This study uses quantitative research in the comparative method. The sample uses judgment sampling with total of 22 food and beverage companies listed on the Indonesia Stock Exchange. The finding show did not contain information that caused the market to be disapproved. This is proven by the absence of significant results in daily tests on the indicators. The results were also not significant in the combined abnormal return test and the combined market capitalization test. The trade comparison test results show a significant difference which means there was a market-panic towards trading activities after the event that caused some frequency differences, before and after the event in terms of trade transactions.Keywords: Event Study, Abnormal Return, Trading Frequency, Market Capitalization

scholarly journals PKM Pelatihan Analisis Fundamental dan Teknikal Sebagai Alat Analisis Pengambilan Keputusan Investasi di Pasar Modal Pada Guru MGMP Akuntansi dan Ekonomi SMA/SMK Kota Bukittinggi

2019 ◽  
Vol 7 (2) ◽  
pp. 1567
Author(s):  
Erly Mulyani ◽  
Firman Fifrman ◽  
Gesit Thabrani ◽  
Muthia Roza Linda
Keyword(s):  
Decision Making ◽  
Community Service ◽  
Capital Market ◽  
Investment Decision ◽  
Technical Analysis ◽  
Analysis Tool ◽  
Investment Decision Making ◽  
The Capital Market

This community service aims to increase partners' understanding and knowledge of fundamental and technical analysis as an analysis tool for investment decision making in the capital market. This community service provide training, discussion, practice and monitoring to the partners. There was 28 participants followed the activity. After the training, the participants were able to conduct fundamental and technical analysis well, and made transaction in the BEI Jakarta. This can be seen from the activities of the participants who directly carry out buying and selling transactions using fundamental and technical analysis using the POST application of securities where. Keywords: Fundamental, technical, analysis, trading

scholarly journals Reaksi Pasar Atas Pengumuman Stock split

2019 ◽  
pp. 1448
Author(s):  
Putu Gede Aditama Putra ◽  
I Gusti Ngurah Agung Suaryana
Keyword(s):  
Information Content ◽  
Capital Market ◽  
Abnormal Return ◽  
Market Reaction ◽  
Abnormal Returns ◽  
Sampling Technique ◽  
Analysis Technique ◽  
Stock Split ◽  
The One ◽  
A Company

Every corporate action carried out by a company has the potential for information content as signal. The purpose of this study is to reexamine the market reaction to the announcement of the stock split proxied by using abnormal return. Testing information content will be done by looking at the cumulative abnormal return significance. The method of determining the sample is by nonprobability purposive sampling technique. The data analysis technique used was the One Sample t-test. The results of this study indicate there is a market reaction to the announcement of the stock split. This is indicated by the existence of abnormal returns around the announcement of the stock split. The results of this study theoretically can provide empirical evidence that strengthens the signaling theory that the information published by the issuer is reacted by the market, which shows that any accounting information that enters the capital market has information content. Keywords: Stock split, abnormal return.

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