PENGARUH RISIKO SISTEMATIS DAN RISIKO SPESIFIK TERHADAP EXPECTED RETURN SAHAM PADA SAAT PILPRES 2014 DAN PILPRES 2019 DI BURSA EFEK INDONESIA

SAVITRI, LIPIA and Sulastri, Sulastri and Thamrin, Kemas Muhammad Husni (2020) PENGARUH RISIKO SISTEMATIS DAN RISIKO SPESIFIK TERHADAP EXPECTED RETURN SAHAM PADA SAAT PILPRES 2014 DAN PILPRES 2019 DI BURSA EFEK INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims to determine the effect of systematic risk and specific risks on expected return during in 2014 and 2019 presidential election. This research is also to see to see if there is a difference investment performance (riks and return) during 2014 and 2019 presidential election. The population in this study is 40 manufacturing companies registered to the Indonesian stock exchange. The kind of research, with a quantitative approach that uses secondary data, the data analysis using multiple linear regression and event study. The results of this study show that systematic risk (β) and specific risk (σ_ei) have a negative and significant impact on expected return E(R_i) during 2014 and 2019 presidential election in The Indonesian Stock Exchange (BEI). This study also suggests that investment performance (risk and return) before and after 2014 and 2019 presidential election in The Indonesian Stock Exchange (BEI), there was no significant difference.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Systematic Risk, Specific Risk, Expected Return, Presidential Election
Subjects:	H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance. Corporation finance
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mrs Lipia Savitri
Date Deposited:	02 Jun 2021 08:17
Last Modified:	02 Jun 2021 08:17
URI:	http://repository.unsri.ac.id/id/eprint/47384

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