IR - PERPUSTAKAAN UNIVERSITAS AIRLANGGA

DAFTAR PUSTAKA

Ahmed, Walid M.A. 2015. The Impact of Political Regime Changes on Stock
Prices: The Case of Egypt. International Journal of Emerging Markets

Bailey, Warren, Y. Peter Chung. 1995. Exchange Rate Fluctuations, Political Risk,
and Stock Returns: Some Evidence From an Emerging Market. Journal of
Finance and Quantitatives Analysis. Vol.30, No.4

Baker, S., Bloom, N., Davis, S. 2015. Measuring Economic Policy Uncertainty.
Cambridge: National Bureau of Economic Research. 75 pages

Baker, S., Bloom, N., Davis, S. 2016. Measuring Economic Policy Uncertainty.
The Quarterly Journal of Economics. Vol. 131. Issue 4

Beaver, William H. 1981. Market Efficiency. The Accounting Review Vol. 56 No.
1 (Jan., 1981) pp. 23-37. Amerika: American Accounting Association

Bernanke, B.S., 1983. Irreversibility, Turnover, and Cyclical Investment. Q. J.

Econ. 98 (1), 85-106

Bloom, N., Bond, S., Van Reenen, J. 2007. Turnover and Investment Dynamic. Rev.
Econ. Stud. 74 (2), 391-415

Bodie, Zvi, Alex Kane, dan Alan J. Marcus. 2014. Investment Asia Global Edition.
Singapore: McGraw-Hill

Brown, S.J., Warner, J.B., 1980. Measuring Security Price Performance. Journal
of Financial Economics 8, 205-258

Brown, S.J., Warner, J.B., 1985. Using Daily Stock Return: The Case of Event
Studies. Journal of Financial Economics 14, 3-31

Chandra, Teddy., 2015. Impacts of Indonesia’s 2014 Presidential Election Towards

Stock Prices Indonesia Stock Exchange. International Journal of Business
and Management. Vol. 10, No.7; 2015. ISSN 1833-3850. E-ISSN 1833-
8119. Published by Canadian Center of Science and Education

101

TESIS REAKSI PASAR SAHAM... ZULIFAH IZZATIN NISA

 IR - PERPUSTAKAAN UNIVERSITAS AIRLANGGA
102

Click, Reid W. 2005. Financial and Political Risks in US Direct Foreign

Investment. Journal of International Business Studies. Vol. 36, No. 5, pp.
559-575

Durnev, A., 2010. The Real Effects of Political Turnover: Elections and Investment
Sensitivity To Stock Prices. 2010 Finance Meeting EUROFIDAI-AFFI

Fama, Eugene F. 1991. Efficient Capital Market II, Chicago: The Journal of
Finance. XLVI (5)

Husnan, Suad., Pudjiastuti, Enny. 1993. Dasar – Dasar Teori Portofolio dan
Analisis Sekuritas. Unit Penerbit dan Percetakan (UPP) AMP YKPN. ISBN
979-8170-31-8. Yogyakarta: Edisi Pertama

Irawan, Rudi Santosa. 2000. Perilaku Harga Saham di Bursa Efek Jakarta Seputar
Terpilihnya Gus Dur dan Mega Pada Sidang Umum MPR 1999. Tesis
Program Studi Magister Manajemen. Semarang: Universitas Diponegoro

Jogiyanto, Hartono. 2014. Teori Portofolio dan Analisis Investasi. BPFE

Yogyakarta. Yogyakarta: Cetakan Pertama. Edisi Kesembilan

Jogiyanto, Hartono. 2018. Studi Peristiwa: Menguji Reaksi Pasar Modal Akibat
Suatu Peristiwa. BPFE Yogyakarta. Yogyakarta: Cetakan Ketiga. Edisi
Pertama

Julio, B., Yook, Y., 2012. Political Turnover and Corporate Investment Cycles. J.
Finance. 67 (1), 45–83

Konchitchki, Yaniv., dan O’Leary, Daniel. 2011. Event Study Methodologies in

Information System Research. California: International Journal of
Accounting Information System. 12

Krayenbuehl, T. E. 2001. Cross-Border Exposures and Country Risk: Assessment

and Monitoring. Woodhead Publishing Limited. Abington Hall: Abington

Kritzman. Mark P. 1994. What Practitioners Need to Know About Event Studies.
Financial Analysis Journal. 17-21

TESIS REAKSI PASAR SAHAM... ZULIFAH IZZATIN NISA

 IR - PERPUSTAKAAN UNIVERSITAS AIRLANGGA
103

Kwik, Kian Gie. 1999. Ekonomi Indonesia Dalam Krisis dan Transisi Politik.
Jakarta: PT Gramedia Pustaka Utama

Lamasigi, Treisye Ariance. 2002. Reaksi Pasar Modal Terhadap Peristiwa

Pergantian Presiden Republik Indonesia 23 Juli 2001: Kajian Terhadap
Return Saham LQ-45 di PT Bursa Efek Jakarta. Proceeding Simposium
Nasional Akuntansi V. hal 273-285

Liu, Laura et all. 2016. The Political Cycle of Corporate Investments: New
Evidence from Chinese Manufacturing Firms. China Finance Annual
Meeting

Luhur, Suryo. 2010. Reaksi Pasar Modal Indonesia Seputar Pemilihan Umum 8
Juli 2009 Pada Saham LQ-45. Jurnal Keuangan dan Perbankan. Vol.14
No.2 Mei 2010 hal. 249-262. Terakreditasi SK. No. 167/DIKTI/Kep/2007

Madura, Jeff. 2015. International Financial Management, 12th Edition. Cengage

Learning. USA: ISBN-13:978-1-133-94783-7

Natarsyah, Syahib. 2015. Penilaian Indeks Harga Saham Gabungan Bursa Efek
Indonesia Pra & Pasca Pilpres Pada Tanggal 09 Juli Tahun 2014 Dengan
Metode Paired Sample Test. Dinamika Ekonomi. Jurnal Ekonomi dan
Bisnis Vol. 8 No. 1

Palepu, Krishna., Healy, Paul. 2013. Business Analysis and Valuation Using
Financial Statements. 5th Edition. USA: South-Western. Cengage Learning

Pantzalis, Christos et all. 2000. Political Elections and The Resolution of

Uncertainty: The International Evidence. Journal of Banking & Finance,
24, 1575-1604

Pratama, I Gede Bhakti et all. 2015. Reaksi Pasar Modal Indonesia Terhadap
Peristiwa Politik (Event Study Pada Peristiwa Pelantikan Joko Widodo
Sebagai Presiden Republik Indonesia Ke-7). e-Journal Volume 3 No.1 S1
Akuntansi Universitas Pendidikan Ganesha

TESIS REAKSI PASAR SAHAM... ZULIFAH IZZATIN NISA

 IR - PERPUSTAKAAN UNIVERSITAS AIRLANGGA
104

Repousis, Spyridon. 2016. Stock’s Prices Manipulation Around National

Elections? An Event Study for The Case of Greek Banking Sector. Journal
of Financial Crime, Vol 23 Iss 2 pp

Ross, Stephen, et all.,. 2015. Corporate Finance. Asia Global Edition. Tenth
Edition. New York: Mc Graw Hill Education

Shleifer, Andrei. 2002. Inefficient Markets: An Introduction to Behavioral Finance.

Oxford: Oxford University Press

Sudana, I Made. 2011. Manajemen Keuangan Perusahaan Teori dan Praktik.

Erlangga: Jakarta

Suryawijaya, Marwan Asri., Setiawan, Faizal Arif. 1998. Reaksi Pasar Modal
Indonesia Terhadap Peristiwa Politik Dalam Negeri (Event Study Pada
Peristiwa 27 Juli 1996). ISSN: 0853-7046. KELOLA No.18/VII/1998

Suteja, Jaja., Gunardi, Ardi. 2016. Manajemen Investasi dan Portofolio. PT Refika
Aditama. Bandung : Cetakan Kesatu. ISBN 978-602-7948-95-2

Tandelilin, Eduardus. 2010. Portofolio dan Investasi Teori dan Aplikasi. Penerbit
Kanisius. ISBN 978-979-21-2478-1. Yogyakarta: Edisi Pertama

Trisnawati, Fenny. 2011. Pengaruh Peristiwa Politik Terhadap Perubahan Harga

Saham. Pekbis Jurnal, Vol.3, No. 3 November 2011: 528-535

Zaqi, Mochamad. 2006. Reaksi Pasar Modal Indonesia Terhadap Peristiwa-

Peristiwa Ekonomi Dan Peristiwa-Peristiwa Sosial-Politik Dalam Negeri
(Studi Pada Saham LQ45 di BEJ Periode 1999-2003). Tesis Program Studi
Magister Manajemen. Semarang: Universitas Diponegoro

info@ticmi.co.id di akses 17 September 2018

www.swa.co.id, 2013 di akses 13 Maret 2018

www.swa.co.id, 2014 di akses 13 Maret 2018

TESIS REAKSI PASAR SAHAM... ZULIFAH IZZATIN NISA

 IR - PERPUSTAKAAN UNIVERSITAS AIRLANGGA
105

https://www.ojk.go.id/id/kanal/pasar-modal/data-dan-statistik/statistik-pasar-
modal/default.aspx di akses 15 September 2019

https://tirto.id/sejarah-pemilu-2004-pertama-kali-rakyat-memilih-langsung-
presiden-dme7 di akses 20 Oktober 2019

https://www.republika.co.id/berita/nasional/politik/14/07/23/n967es-lima-faktor-
mengapa-jokowi-menang-pilpres di akses 20 Oktober 2019

https://www.kominfo.go.id/content/detail/18852/kpu-tetapkan-rekapitulasi-
perolehan-suara-nasional-pilpres-2019/0/berita di akses 20 Oktober 2019

https://www.matamatapolitik.com/listicle-6-hal-yang-perlu-anda-ketahui-tentang-
pemilu-2019/ di akses 20 Oktober 2019

https://www.cnbcindonesia.com/news/20180810195720-16-28087/inilah-peta-
partai-pengusung-capres-cawapres-pemilu-2019 di akses 20 Oktober 2019

https://www.kompasiana.com/rizaariza/5500434ea33311fb6f5106cb/pengaruh-
pilpres-2009-terhadap-harga-saham di akses 20 Oktober 2019

https://www.kompasiana.com/ucijunaedi/54f43077745513902b6c8734/proses-
transisi-kepemimpinan-nasional-dari-sukarno-hingga-jokowi di akses 20
Oktober 2019

https://www.liputan6.com/pilpres/read/3946950/ini-tahapan-sebelum-kpu-
umumkan-pemenang-pilpres-2019 di akses 20 Oktober 2019

TESIS REAKSI PASAR SAHAM... ZULIFAH IZZATIN NISA