Analisis Perbandingan Abnormal Return dan Trading Volume Activity Saham Pada Sektor Keuangan Sebelum dan Sesudah Pengumuman PilPres RI 2019

This study aims to determine whether there are differences in the Abnormal Return and Trading Volume Activity of stocks around the announcement of the 2019 Indonesian presidential election. This research was conducted on companies that are included in the financial sector on the Indonesia Stock Exchange (IDX). The data used are secondary data in the form of financial sector company stock prices and daily JCI 5 days before and 5 days after the event. This study uses a test method, namely the Normality Test and the Wilcoxon 2 Related Samples Test as an analytical tool. The sampling technique used purposive sampling, namely as many as 54 sample companies. The results of hypothesis testing show that there is a significant difference in the average Abnormal Return and Trading Volume Activity of stocks between before and after the announcement of the 2019 Indonesian presidential election. It can be said that these political events contain information and make investors react