ABNORMAL RETURN, TRADING VOLUME ACTIVITY, DAN SECURITY RETURN VARIABILITY SEBELUM DAN SELAMA INVASI RUSIA UKRAINA PADA KINERJA SAHAM PT KRAKATAU STEEL (PERSERO) TBK

ABNORMAL RETURN, TRADING VOLUME ACTIVITY, AND SECURITY RETURN VARIABILITY BEFORE AND DURING THE RUSSIAN INVASION OF UKRAINE ON THE STOCK PERFORMANCE OF PT KRAKATAU STEEL (PERSERO) TBK

Penelitian ini bertujuan untuk mengetahui apakah terdapat perbedaan abnormal return, trading volume activity, dan security return variability sebelum dan selama invasi Rusia Ukraina terjadi terhadap kinerja saham PT Krakatau Steel (Persero) Tbk. penelitian ini merupakan penelitian kuantitatif dengan pendekatan event study. Sampel penelitian yang digunakan berdasarkan kriteria yang telah ditentukan menggunakan purposive sampling. Hasil penelitian menunjukkan bahwa: (1) Tidak terdapat perbedaan pada abnormal return sebelum dan selama invasi Rusia Ukraina pada PT Krakatau Steel (Persero) Tbk. (2) Tidak terdapat perbedaan pada trading volume activity sebelum dan selama invasi Rusia Ukraina pada PT Krakatau Steel (Persero) Tbk. (3) Tidak terdapat perbedaan security return variability sebelum dan selama invasi Rusia Ukraina pada PT Krakatau Steel (Persero) Tbk.

This research aims to determine whether there are differences in abnormal returns, trading volume activity, and security return variability before and during the Russian invasion of Ukraine on the share performance of PT Krakatau Steel (Persero) Tbk. This research is quantitative research with an event study approach. The research sample used was based on predetermined criteria using purposive sampling. The research results show that: (1) There is no difference in abnormal returns before and during the Russian invasion of Ukraine at PT Krakatau Steel (Persero) Tbk. (2) There is no difference in trading volume activity before and during the Russian invasion of Ukraine at PT Krakatau Steel (Persero) Tbk. (3) There is no difference in security return variability before and during the Russian invasion of Ukraine at PT Krakatau Steel (Persero) Tbk.