Pengaruh Film “Sexy Killer” Terhadap Harga & Volume Perdagangan Saham Di BEI

Ananto Setiawan

Abstract


Abstract

One non-economic risk is a political event that is happening. This is something that can influence investors' decisions to invest in the capital market. The purpose of this study was to determine the reactions and differences in price and volume of shares in the coal mining sector on the Indonesia Stock Exchange (BEI) between before and after the release of the Sexy Killer political film on Youtube Social Media. The selection of coal mining companies as research objects is based on the idea that the mining sector is the sector highlighted in the film that drives changes in stock trading on the IDX. This study uses the event study method to measure market reactions to national political events. This study used Composite Stock Price Index (CSPI) data and daily stock trading data in the coal mining sector. Based on the results of sample selection using a purposive sampling method, samples in the study were 17 companies. The results of the study concluded that there were changes in prices and volumes in stock trading. This shows that political events related to social media influence stock trading.

Keywords: Political Events; Film; Social Media; Stock Prices; Stock Trading Volume

 

Abstrak

Salah satu risiko   non - ekonomi adalah sebuah  Peristiwa  Politik dapat berpengaruh atas keputusan investor untuk berinvestasi di pasar modal. Tujuan kajian ini adalah untuk mengetahui tentang reaksi serta perbedaan harga dan volume saham sektor pertambangan batu bara di Bursa Efek Indonesia (BEI) antara sebelum dan sesudah peristiwa dirilisnya Film politik Sexy Killer di Media Sosial Youtube. Pemilihan perusahaan sektor Pertambangan batu bara sebagai objek kajian berdasarkan pemikiran bahwa sektor pertambangan merupakan sektor yang disoroti pada film tersebut yang mendorong perubahan perdagangan saham di BEI. Studi ini menggunakan event study untuk mengukur reaksi pasar terhadap peristiwa politik nasional. Kajian ini menggunakan data Indeks Harga Saham Gabungan (IHSG) serta data perdagangan saham harian pada sektor Pertambangan batu bara. Berdasarkan hasil seleksi sampel menggunakan metode purposive sampling, diperoleh sampel dalam kajian sebanyak 17 perusahaan. Hasil kajian menunjukan bahwa ada perubahan harga dan volume pada perdagangan saham. Oleh karena itu, peristiwa politik yang dikaitkan dengan media sosial berpengaruh pada perdagangan saham.

Kata kunci: Peristiwa politik, Film, Media sosial, Pasar modal, Harga saham, Volume perdagangan saham.


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DOI: http://dx.doi.org/10.33603/jka.v3i2.2425

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