Rozi, Fachrur (2025) Event Study: Reaksi Pasar Modal Sebelum Dan Sesudah Aksi Geopolitik Israel Ke Lebanon (Studi Pada Perusahaan Sektor Energi, Infrastruktur, Dan Transportasi Logistik Di BEI). Undergraduate thesis, Universitas Hayam Wuruk Perbanas.
![[img]](http://eprints.perbanas.ac.id/style/images/fileicons/text.png) |
Text
ARTIKEL ILMIAH.pdf Restricted to Registered users only Download (446kB) |
|
|
Text
COVER.pdf Restricted to Registered users only Download (749kB) |
|
|
Text
BAB I.pdf Download (319kB) | Preview |
|
|
Text
BAB II.pdf Download (420kB) | Preview |
|
|
Text
BAB III.pdf Restricted to Registered users only Download (389kB) |
|
|
Text
BAB IV.pdf Restricted to Registered users only Download (581kB) |
|
|
Text
BAB V.pdf Download (258kB) | Preview |
|
|
Text
LAMPIRAN.pdf Restricted to Registered users only Download (1MB) |
Abstract
This study analyzes the reaction of the Indonesian capital market to Israel's geopolitical action against Lebanon using the event study method. This study focuses on the energy, infrastructure, and transportation-logistics sectors listed on the Indonesia Stock Exchange (IDX). The indicators used in this study are abnormal returns and trading volume activity to measure the impact before and after geopolitical events. Using a quantitative approach, this study observed the 7-day period before and after Israel's attack on Lebanon on September 23, 2024. The data analyzed included stock prices and trading volumes of companies in related sectors. The statistical tests used included paired sample t-tests for normally distributed data and Wilcoxon Signed-Rank tests for non-normally distributed data. The results of the study showed significant differences in abnormal returns and trading volume activity in several sectors after geopolitical events, especially the energy sector which experienced increased volatility due to the closing of world oil prices. However, the infrastructure sector showed an insignificant response. This shows that investors in this sector are more resilient to geopolitical factors compared to other sectors. This study provides valuable insights for investors and stakeholders in understanding the impact of external events on the capital market and serves as a basis for formulating investment risk mitigation strategies.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Subjects: | 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING |
| Divisions: | Bachelor of Accountancy |
| Depositing User: | FACHRUR ROZI |
| Date Deposited: | 11 Mar 2025 03:03 |
| Last Modified: | 11 Mar 2025 03:03 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/13350 |
Actions (login required)
 |
View Item |