Analisis Abnormal Return dan Trading Volume Activity Sebelum dan Sesudah Pengumuman Boikot Produk Pro Israel pada Perusahan Asing yang Terafiliasi Pro Israel di Indonesia
DOI:
https://doi.org/10.30872/jkin.v22i1.15426Keywords:
Abnormal Return, Trading Volume Activity, Boikot, Event StudyAbstract
Penelitian ini bertujuan untuk menganalisis perbedaan abnormal return dan trading volume activity sebelum dan sesudah pengumuman boikot produk pro-Israel pada perusahaan asing yang terafiliasi pro-Israel di Indonesia. Metode yang digunakan adalah event study dengan periode pengamatan 10 hari sebelum dan sesudah pengumuman boikot pada 10 November 2023. Data penelitian diperoleh dari Bursa Efek Indonesia (BEI) dan dianalisis menggunakan uji normalitas serta uji beda (paired sample t-test dan wilcoxon signed rank test). Hasil penelitian menunjukkan bahwa tidak terdapat perbedaan signifikan pada abnormal return sebelum dan sesudah pengumuman boikot. Selain itu, trading volume activity juga tidak mengalami perubahan signifikan, meskipun terdapat sedikit penurunan setelah pengumuman boikot. Hasil ini mengindikasikan bahwa pengumuman boikot belum menjadi faktor utama yang mempengaruhi pergerakan saham di pasar modal Indonesia. Investor disarankan untuk mempertimbangkan faktor lain dalam pengambilan keputusan
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