PENGARUH PERISTIWA BOM THAMRIN TERHADAP RETURN SAHAM DAN TRADING VOLUME ACTIVITY PADA PERUSAHAAN LQ45 YANG TERDAFTAR DI BURSA EFEK INDONESIA

Setya Kristiyanto, Sri Hermuningsih

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This study aims to analyze the difference of stock return before with after bomb incident in Thamrin. Analyze stock return differences before, after the time of the bombing incident in Thamrin. Analyze the difference in trading volume activity (TVA) before after the bombing incident in Thamrin. Analyze the difference in trading volume activity (TVA) before, after the time of the bomb blast in Thamrin.Population in this research that is all of share price at company which incorporated LQ45 active actively traded in Indonesia Stock Exchange. Technique Data analysis which used in this research is paired test of sample t-test and one sample t-testThe results showed that there was a significant difference between the average Return before and after the Thamrin Bomb event LQ45 on the Indonesia Stock Exchange. There is no difference in trading volume activity (TVA) before and after events. There is a significant difference between the average trading volume activity (TVA) before the event with the momentary events of LQ45 companies in Indonesia Stock Exchange. Whereas before the events of day 5 and day 3 there is a significant difference. There is a significant difference between the average trading volume activity (TVA) after a momentary event

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