PENGARUH REAKSI PASAR MODAL TERHADAP PERISTIWA AKSI DAMAI 4 NOVEMBER 2016 (Event Studi pada Saham Kompas 100 Yang Terdaftar Di Bursa Efek Indonesia)

Abstract

This research aims to know and analyze the difference between abnormal
return and trading volume activity before and after Peace Action in November 4, 2016.
The Peace Action might give an effect on capital market. If the event runs peacefully, it
would have a positive impact to capital market. Otherwise, it would have a negative
impact on the capital market. The population in this study was all companies listed in
Kompas100 Index. The method used was a comparison study by using Paired Sample T
Test. Based on the results of data analysis and discussion, it can be concluded as
follows that The was no different between abnormal return and trading volume
activity before and after the peace action in November 4, 20016. The implications of
this research is If there are actions that are not an anarchist then the investors do not
have to worry to invest.