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Jurnal Ekonomi dan Bisnis IndonesiaJurnal Ekonomi dan Bisnis Indonesia

Elections are a significant political occurrence that has a profound impact on a nations economy. The capital market, as an economic instrument, is inherently influenced by both economic and non-economic environmental factors. The objective of this study was to examine the response of the Indonesian capital market to market anomaly events, specifically focusing on the 2024 Presidential Election. The stock markets reaction is assessed by the comparison of abnormal return and predicted return. The study focuses on the population of companies whose shares are listed in the LQ-45 index. This study employs the event study methodology. The data indicated that investors responded favorably over the four days preceding and following the Presidential Election on February 12, 2024. These characteristics suggest the presence of investor optimism over the scheduled date of the elections, which is February 12, 2024. There was a rise in the average amount of stock trading both before and after the presidential elections on February 12, 2024.

Based on the research conducted on the impact of the Indonesian presidential election on stock returns, it can be concluded that there is valuable information for investors in the stock transactions that occur around the announcement of the presidential results.Specifically, this information is significant on the days preceding and following the election.Investors are hopeful about the future direction of the countrys economic development over the next five years.Further research should incorporate additional sectors and quantify investor sentiment towards political events in Indonesia.

Penelitian lebih lanjut dapat dilakukan dengan memperluas cakupan waktu analisis, tidak hanya berfokus pada hari pemilihan presiden tetapi juga mencakup periode sebelum dan sesudah pengumuman hasil pemilihan oleh KPU, putusan Mahkamah Konstitusi, dan pembentukan kabinet. Hal ini akan memberikan gambaran yang lebih komprehensif mengenai dampak pemilihan presiden terhadap pasar modal Indonesia. Selain itu, penelitian dapat diperluas dengan mengkategorikan observasi berdasarkan sektor ekonomi, sehingga dapat diidentifikasi sektor-sektor mana yang paling sensitif terhadap perubahan politik dan kebijakan yang dihasilkan dari pemilihan presiden. Terakhir, penelitian dapat menggali lebih dalam mengenai sentimen investor terhadap peristiwa politik di Indonesia, misalnya melalui analisis sentimen dari berita dan media sosial, untuk memahami bagaimana persepsi investor memengaruhi perilaku investasi mereka dan kinerja pasar modal.

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