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Reaksi Pasar Terhadap China's Black Monday di Bursa Efek Indonesia

E-Jurnal Ekonomi dan Bisnis

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Title Reaksi Pasar Terhadap China's Black Monday di Bursa Efek Indonesia
 
Creator Satria, Gde Agung
Artini, Luh Gede Sri
Rahyuda, Henny
 
Subject abnormal return, china’s black monday, event study
 
Description This study aimed to test market’s reaction of the China's Black Monday (CBM) at the Indonesian Stock Exchange (BEI). This research was conducted on all companies listed on the Stock Exchange which did not conduct corporate action in the event period. All the companies researched are divided into nine sectors and industries are classified according to the classification established by BEI called JASICA (Jakarta Industrial Classification). Event study method used to test the market reaction to the CBM. Based on the research results, there is a significant market reaction on eight sectoral index in the Indonesia Stock Exchange, namely the Agricultural Sector; Miscellaneous Industry; Basic Industry and Chemistry; Consumer Goods industry; Property and Real Estate; Transportation and Infrastructure; Finance; and Trade, Services and Investment while the Mining Sector Index does not react to CBM.
 
Publisher E-Jurnal Ekonomi dan Bisnis Universitas Udayana
 
Date 2017-07-30
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://ojs.unud.ac.id/index.php/EEB/article/view/30029
 
Source E-Jurnal Ekonomi dan Bisnis Universitas Udayana; VOLUME.06.NO.07.TAHUN 2017; 2635-2664
 
Language eng
 
Relation https://ojs.unud.ac.id/index.php/EEB/article/view/30029/19697
 
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