ANALISIS KOMPARATIF ABNORMAL RETURN SAHAM JII DAN NON JII SEBELUM DAN SESUDAH LIBUR IDUL FITRI (PERIODE 2009-2013)
Abstrak
Abstract: The purpose of this research is to examine differences between abnormal returns
before and after Idul Fitri holidays on Jakarta Islamic Index stock (JII) compared with shares is
not including the Jakarta Islamic Index stock (Non JII). This research is event study with
comparative analysis between abnormal return Jakarta Islamic Index stocks (JII) and that is not
included in the Jakarta Islamic Index stocks (Non JII). The time of research is about five days
before Idul Fitri holidays and five days after the Idul Fitri holidays with period five years from
2009 until 2013. The result of this research is the abnormal returns after Idul Fitri holidays is
higher than before the Idul Fitri holidays, both for JII stock and non JII . However, abnormal
returns JII stock and non JII is not difference with significant.
Keywords : Idul Fitri holidays , Abnormal Return
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