@article{EJM, author = {I Made Mahaputra and Ida Bagus Purbawangsa}, title = { PENGARUH PERISTIWA PEMILU LEGISLATIF 2014 TERHADAP PEROLEHAN ABNORMAL RETURN SAHAM LQ 45 DI BURSA EFEK INDONESIA}, journal = {E-Jurnal Manajemen}, volume = {4}, number = {5}, year = {2015}, keywords = {Abnormal Return, Market Reaction}, abstract = {This study analyzed the difference of abnormal return and whether the content of the information contained in the LQ - 45 before and after the events would legislative elections in 2014 on April 2 to 16 2014. This study used event study, carried out observations of the average abnormal return for 5 days prior to the event date, and 5 days after the legislative elections of 2014. The data used in this study include the daily closing stock price, stock index . Expected return using a model adapted to the market. The samples used are stocks that are included in the list of LQ - 45 in Indonesia Stock Exchange. Based on the analysis of paired samples t - test showed results that there is no significant difference in abnormal returns before and after the announcement of the 2014 legislative elections events.}, issn = {2302-8912}, url = {https://ojs.unud.ac.id/index.php/manajemen/article/view/11819} }