Penulis Utama : Aurio Fajrin Valentino
NIM / NIP : S411308005

ABSTRACTPresidential election is one of the most influential political events on theeconomy of a country, especially in capital market instrument. This study is anevent study which is aimed to analyze market reactions to Indonesian presidentialelection in 2014. These market reactions are measured by abnormal returnindicator. Furthermore, this study also examines more about the reactions thatoccur in partially state-owned enterprises (SOEs) to show the empirical evidenceabout the influence of presidential election events to companies owned by thegovernment.The population of this study consists of all stocks listed in Indonesia StockExchange (IDX). The data are collected from Yahoo Finance and Indonesia StockExchange. Event study and regression analysis approach are used to analyze thedata of this study.The result shows significant abnormal return in the event period, proving thatIndonesian market reacts to the event. Moreover, the result also shows that theabnormal return of the SOEs is higher than the abnormal return of the non-SOEs,proving that SOEs investors are more vulnerable or more sensitive againstpresidential election event.Keywords: marketreaction, event study, political events, abnormal return

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Penulis Utama : Aurio Fajrin Valentino
Penulis Tambahan : -
NIM / NIP : S411308005
Tahun : 2015
Judul : Reaksi Investor Badan Usaha Milik Negara (BUMN) Publik Atas Peristiwa Politikpemilihan Umum Presiden Republik Indonesia Tahun 2014
Edisi :
Imprint : Surakarta - Pascasarjana - 2015
Program Studi : S-2 Manajemen
Kolasi :
Sumber : UNS-Pascasarjana Prodi. Manajemen-S411308005-2015
Kata Kunci :
Jenis Dokumen : Tesis
ISSN :
ISBN :
Link DOI / Jurnal : -
Status : Public
Pembimbing : 1. IrwanTrinugroho S.E., M.Sc., Ph.D
Penguji :
Catatan Umum :
Fakultas : Sekolah Pascasarjana
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