Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia
This is study is an empirical event study to analyze the market reaction from sport event. In this case, the event of football matches for the 2010 World Cup on June 11 th to July 11 th , 2010. This study using 23 stocks in Indonesia Stock Exchange, which explores this issue by applying the event st...
| Main Authors: | , |
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| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: |
| _version_ | 1826045306930724864 |
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| author | , Andi Yosua , Prof. Dr. Jogiyanto H.M., M.B.A, Akt. |
| author_facet | , Andi Yosua , Prof. Dr. Jogiyanto H.M., M.B.A, Akt. |
| author_sort | , Andi Yosua |
| collection | UGM |
| description | This is study is an empirical event study to analyze the market reaction
from sport event. In this case, the event of football matches for the 2010 World
Cup on June 11
th
to July 11
th
, 2010. This study using 23 stocks in Indonesia Stock
Exchange, which explores this issue by applying the event study methodology to
analyze the market reaction which reflected in the abnormal return 7 days before,
21 days of event date, and 7 days after the event date. The data used in this study
are daily closing stock prices and daily closing market index (JKCONS). The
sample in this study is stocks in the Consumer Goods industry which listed in
Indonesia Stock Exchange. The sample must meet the following criteria: (1) Stock
has the complete data of stock price movements�. (2) Registered during the
observation period. (3) The stock was not doing dividend announcement, stock
split, and right issue. Calculation of expected return in this study is using the
market model. The analysis revealed the following: (1) The 2010 World Cup
event has an information content that causes stock markets reaction, there are
existence of significant abnormal return around the event. (2) This event may not
cause a remarkable reaction in the stock market, because there was no significant
difference in the average abnormal returns before and after the event. |
| first_indexed | 2024-03-13T22:35:11Z |
| format | Thesis |
| id | oai:generic.eprints.org:98158 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:35:11Z |
| publishDate | 2012 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:981582016-03-04T08:45:37Z https://repository.ugm.ac.id/98158/ Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia , Andi Yosua , Prof. Dr. Jogiyanto H.M., M.B.A, Akt. ETD This is study is an empirical event study to analyze the market reaction from sport event. In this case, the event of football matches for the 2010 World Cup on June 11 th to July 11 th , 2010. This study using 23 stocks in Indonesia Stock Exchange, which explores this issue by applying the event study methodology to analyze the market reaction which reflected in the abnormal return 7 days before, 21 days of event date, and 7 days after the event date. The data used in this study are daily closing stock prices and daily closing market index (JKCONS). The sample in this study is stocks in the Consumer Goods industry which listed in Indonesia Stock Exchange. The sample must meet the following criteria: (1) Stock has the complete data of stock price movements�. (2) Registered during the observation period. (3) The stock was not doing dividend announcement, stock split, and right issue. Calculation of expected return in this study is using the market model. The analysis revealed the following: (1) The 2010 World Cup event has an information content that causes stock markets reaction, there are existence of significant abnormal return around the event. (2) This event may not cause a remarkable reaction in the stock market, because there was no significant difference in the average abnormal returns before and after the event. [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Andi Yosua and , Prof. Dr. Jogiyanto H.M., M.B.A, Akt. (2012) Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53371 |
| spellingShingle | ETD , Andi Yosua , Prof. Dr. Jogiyanto H.M., M.B.A, Akt. Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia |
| title | Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia |
| title_full | Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia |
| title_fullStr | Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia |
| title_full_unstemmed | Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia |
| title_short | Reaksi Pasar Dari Pertandingan Piala Dunia 2010 Pada Saham Industri Barang Konsumen Di Bursa Efek Indonesia |
| title_sort | reaksi pasar dari pertandingan piala dunia 2010 pada saham industri barang konsumen di bursa efek indonesia |
| topic | ETD |
| work_keys_str_mv | AT andiyosua reaksipasardaripertandinganpialadunia2010padasahamindustribarangkonsumendibursaefekindonesia AT profdrjogiyantohmmbaakt reaksipasardaripertandinganpialadunia2010padasahamindustribarangkonsumendibursaefekindonesia |