Pengaruh Pemilu Presiden Indonesia Tahun 2014 Terhadap Abnormal Return Dan Trading Volume Activity (Studi Pada Perusahaan Pada Perusahaan Yang Tercatat Sebagai Anggota Indeks Kompas100)

This study purpose for the abnormal return and trading volume activity before and after the election of Indonesian President in 2014. The population is a listed company as a member of KOMPAS100 index. The research is quantitative research by using secondary data published from the website of the Indonesia Stock Exchanged.The analysis by using non-parametric different's test-Wilcoxon Signed Rank Test. Based on the statistic test result showed that there was not difference of average abnormal return after the Indonesian presidential election significantly, there are differences in average trading volume activity after the Indonesian presidential election significantly. Both trading volme activity and abnormal return results showed difference in average before and after the Indonesian presidential election that there were differences in average between before and after the presidential election in Indonesia