Reaksi Pasar Modal Indonesia Terhadap Peristiwa Perang Rusia Dan Ukraina

Kusuma, Devita Tiara and Az-Zahra, Salsabila and Apriyadi, Miftahul Huda and Siregar, Baldric (2022) Reaksi Pasar Modal Indonesia Terhadap Peristiwa Perang Rusia Dan Ukraina. Jurnal ilmiah MEA, 6 (3). pp. 420-435. ISSN P-ISSN;2541-5255E-ISSN:2621-5306

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Abstract

This study aims to determine the reaction of the capital market as a result of the beginning events of the Russia-Ukraine war that occurred on February 24, 2022 and the imposition of sanctions on Russia on February 27, 2022. This study uses an event study approach with abnormal returns as a variable. Sampling was carried out by purposive sampling and selected 30 companies listed on the Indonesia Stock Exchange (IDX) on the LQ45 Index from February to July 2022. By using One Sample T-Test and Paired Sample T-Test as data analysis techniques, the research results obtained namely, in the beginning events of the Russia-Ukraine war and the sanctions against Russia, most of the days surrounding the event showed no significant abnormal returns. In addition, between before and after the occurrence of the two events, there is no difference in the average abnormal return.

Item Type:	Article
Uncontrolled Keywords:	perang Rusia dan Ukraina; pemberian sanksi rusia; abnormal return; event study
Subjects:	AKUNTANSI > Pasar Modal
Divisions:	Dosen STIE YKPN > Artikel
Depositing User:	Unnamed user with email webmaster@stieykpn.ac.id
Date Deposited:	05 Apr 2023 03:37
Last Modified:	05 Apr 2023 04:21
URI:	http://repositorybaru.stieykpn.ac.id/id/eprint/891

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