ANALISIS REAKSI PASAR MODAL SEBELUM DAN SESUDAH BOYCOTT, DIVESTMENT, AND SANCTIONS AKIBAT SERANGAN ISRAEL-HAMAS

    Yati Rohayati, - and Arim Nasim, - and Denny Andriana, - (2025) ANALISIS REAKSI PASAR MODAL SEBELUM DAN SESUDAH BOYCOTT, DIVESTMENT, AND SANCTIONS AKIBAT SERANGAN ISRAEL-HAMAS. S1 thesis, Universitas Pendidikan Indonesia.

    Abstract

    Penelitian ini bertujuan untuk menganalisis abnormal return dan trading volume activity sebelum dan sesudah boycott, divestment, and sanctions tahun 2023 dan 2024. Metode penelitian yang digunakan dalam penelitian ini adalah metode event study dengan pendekatan kuantitatif. Sampel penelitian terdiri dari 29 perusahaan pada tahun 2023 dan 30 perusahaan pada tahun 2024 yang diambil secara purposive sampling. Penelitian ini menggunakan data sekunder yang diperoleh dari website Yahoo Finance (https://finance.yahoo.com/), Investing (https://www.investing.com/) dan website berita https://bdsmovement.net, https://www.cnnindonesia.com/, https://www.cnbcindonesia.com/. Data dianalisis menggunakan analisis statistik deskriptif, uji normalitas, dan uji hipotesis menggunakan wilcoxon signed rank test. Analisis statistik dilakukan dengan menggunakan Statistical Package for the Social Sciences (SPSS) versi 27.0.0. Hasil penelitian ini menunjukkan tidak terdapat perbedaan abnormal return sebelum dan sesudah peristiwa boycott, divestment, and sanctions akibat serangan Israel-Hamas pada tahun 2023 dan 2024, tetapi terdapat perbedaan trading volume activitysebelum dan sesudah peristiwa boycott, divestment, and sanctions akibat serangan Israel-Hamas pada tahun 2023 dan 2024. Hal ini menunjukkan bahwa investor secara umum menjadi lebih selektif dan berhati-hati dalam mengambil keputusan investasi.

    This research aims to analyze abnormal return and trading volume activity before and after the boycott, divestment, and sanctions in 2023 and 2024. The research method used in this study is the event study method with a quantitative approach. The research sample consists of 29 companies in 2023 and 30 companies in 2024, selected through purposive sampling. This research uses secondary data obtained from the Yahoo Finance website (https://finance.yahoo.com/), Investing (https://www.investing.com/), and news websites https://bdsmovement.net, https://www.cnnindonesia.com/, https://www.cnbcindonesia.com/. Data were analyzed using descriptive statistical analysis, normality test, and hypothesis test using the Wilcoxon signed-rank test. Statistical analysis was conducted using the Statistical Package for the Social Sciences (SPSS) version 27.0.0. The results of thisstudy indicate that there is no difference in abnormal return before and after the boycott, divestment, and sanctions event due to the Israel-Hamas attack in 2023 and 2024, but there is a difference in trading volume activity before and after the boycott, divestment, and sanctions event due to the Israel-Hamas attack in 2023 and 2024. This indicates that investors in general have become more selective and cautious in making investment decisions.

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    Official URL: https://repository.upi.edu/
    Item Type: Thesis (S1)
    Additional Information: https://scholar.google.com/citations?view_op=new_profile&hl=id&authuser=1 ID SINTA Dosen Pembimbing: Arim Nasim: 6009264 Denny Andriana: 5996554
    Uncontrolled Keywords: Abnormal return, trading volume activity, studi peristiwa, Akuntansi Abnormal return, trading volume activity, event study, Accounting
    Subjects: H Social Sciences > HC Economic History and Conditions
    H Social Sciences > HF Commerce > HF5601 Accounting
    H Social Sciences > HG Finance
    Divisions: Fakultas Pendidikan Ekonomi dan Bisnis > Akuntansi (non kependidikan)
    Depositing User: Yati Rohayati
    Date Deposited: 29 Apr 2025 02:41
    Last Modified: 29 Apr 2025 02:41
    URI: http://repository.upi.edu/id/eprint/132596

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