Sentimen Investor Terhadap Peristiwa Terorisme Berbasis Fundamental Perusahaan (Studi pada Peristiwa Serangan Bom Sarinah 14 Januari 2016)

Wina Meilia Waspadiana Handoko, Supramono Supramono




Abstract


Sentimen investor adalah perasaan individu yang optimis atau pesimis yang berlebihan terhadap suatu situasi, yang menentukan terbentuknya harga di pasar saham. Penelitian ini bertujuan untuk menguji apakah terdapat sentimen investor atas serangan bom yang terjadi di kawasan Sarinah pada 14 Januari 2016. Penelitian ini melibatkan 65 perusahaan dari indeks LQ45 dan PEFINDO25 sebagai sampel, yang terbagi menjadi dua kelompok antara lain kelompok perusahaan dengan fundamental baik dan kelompok perusahaan dengan fundamental kurang baik. Hasil penelitian ini menunjukkan bahwa terdapat sentimen negatif atas peristiwa pengeboman pada 14 Januari 2016, bahkan terjadi overreaction pada kelompok perusahaan dengan fundamental kurang baik.


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