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Jurnal Keuangan dan Perbankan


Event study, abnormal return, the average abnormal return, trading volume of activity and average trading volume of activity.


Dyah Ani Pangastuti




The Global economic crisis was a disaster
for all nations in the world due to its impact once seemed to hamper the
economy of a nation. This research studied the events that would see if there
was an effect of global economic crisis preceded by the U.S. Financial crisis
was triggered by the collapse of Fannie Mae and Freddie Mac in the property
business (subprime mortagages) on September
2008. This study used samples that had been publicly traded company listed on
the Indonesia Stock Exchange and entered into the sequence of LQ-45 in the year
of 2008. Hypothesis testing used was s-test on the average abnormal return
showed there were no significant differences before and after the Subprime
Mortagage. The test result for the average trading volume of activity indicated
the presence of a significant difference before and after the Subprime Mortgage.


Vol 14, Nomor 02, Tahun 2010


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