Analisis Dampak Shut Down US Goverment Tahun 2018 Pada Bursa Efek Indonesia
Published: 20 June 2020
AKUNTABILITAS: Jurnal Ilmiah Ilmu-Ilmu Ekonomi , Volume 13, pp 1-11; doi:10.35457/akuntabilitas.v13i1.1048
Abstract: The purpose of this study was to determine the differences in returns, abnormal returns, and cumulative abnormal returns of shares before and after the US govermet 2018 shut down event. The object of research is companies that belong to the LQ-45 stock group on the Indonesia Stock Exchange. Research uses the type of event study. The results of the study using paired sample t-tests showed no differences in stock returns and abnormal returns for periods before and after the 2018 US government shut down event. For cumulative abnormal returns before and after the 2018 US government shut down event, differences were found.
Keywords: Indonesia / Cumulative Abnormal Returns / Analisis / Shut / Pada
Scifeed alert for new publicationsNever miss any articles matching your research from any publisher
- Get alerts for new papers matching your research
- Find out the new papers from selected authors
- Updated daily for 49'000+ journals and 6000+ publishers
- Define your Scifeed now
Click here to see the statistics on "AKUNTABILITAS: Jurnal Ilmiah Ilmu-Ilmu Ekonomi" .