Pemberitahuan Berita K-Pop serta Dampak terhadap Return Saham Perusahaan Industri Hiburan Korea Selatan

Imroatus Hibia, Revita Dwi Handayani

Sari


This study aims to determine the influence of K-Pop news notifications on stock returns of South Korean entertainment industry companies. The research sample consisted of 6 entertainment companies with a research period of 2 years. There is a phenomenon of two big news regarding the hiatus of BTS and NCT which caused two different market reactions. The data used includes 1,320 good K-Pop news and 888 bad K-Pop news. Data collection was carried out through secondary data using dummy variables using a time estimate of 4 days, and data analysis using multiple linear regression with Eviews 9. The results of the research show that: 1). Good K-Pop news has a significant positive effect on stock returns of South Korean entertainment industry companies. 2). Bad K-Pop news has a significant negative effect on stock returns of South Korean entertainment industry companies. The implications of this study include: 1). Extending the research period to get a more comprehensive picture, 2). Using a different approach in investigating the impact of K-Pop news on stock returns of South Korean entertainment industry companies for a deeper understanding, which can provide useful information in making investment.

Kata Kunci


Berita K-Pop, Return saham, Industri Entertaiment

Teks Lengkap:

PDF

Referensi


Alimi, T. A., Hadi, A., & Haris, A. (2023). Dampak Issue Bts Hiatus Terhadap Abnormal Return Dan Trading Volume Activity (Tva) Terhadap Perusahaan Entertainment Di Korea Selatan. WIJoB - Widya Dharma Journal of Business, 2(2), 14–23. https://doi.org/10.54840/wijob.v2i2.170

Chofifah, H. N., & Suryani, A. W. (2023). Korean Music Awards and Abnormal Stock Returns. Copernican Journal of Finance & Accounting, 11(4), 27–43. https://doi.org/10.12775/cjfa.2022.017

Desliniati, N., Prasasti, F. E., & Manda, R. (2022). Pengaruh right issue terhadap return saham pada periode covid-19 The effect of the rights issue on stock returns during the covid-19 period. 14(1), 213–220. https://doi.org/10.29264/jmmn.v14i1.10909

Febriani, N., Hayat, A., Sadikin, A., & Juwita, R. (2022). SUSTAINABLE GROWTH RATE DALAM MEMPENGARUHI RETURN SAHAM DENGAN COVID-19 DAN SUSTAINABILITY REPORT SEBAGAI VARIABEL MODERASI. Jurnal Ilmiah Manajemen, Ekonomi, & Akuntansi (MEA), 6(3), 352–367.

Fidaus, F. F., & Adha, G. (2022). Analisis Saham YG Entertainment Terhadap Kasus Burning Sun dalam Kondisi Ekonomi. Sanskara Ekonomi Dan …, 01(01), 15–21.

Ghozali, I. (2020). Grand Theory 25 Teori Besar Ilmu Manajemen, Akuntansi, dan Bisnis . YOGA PRATAMA.

Ghozali, Imam. (2020). Grand Theory Ilmu Manajemen, Akuntansi dan Bisnis. Yoga Pratama: Yogjakarta.

Giri, A. M. (2019). Komunikasi Budaya dan Dokumentasi Kontemporer. Unpad Press.

Halim, J. J. (2023). Pengaruh Fasilitas dan Harga terhadap Kepuasan Pengunjung (Study Kasus pada Camp Kobes). Keizai, 4(1), 44–51.

Handayani, R. D. (2024). Peran Opini Audit Wajar Tanpa Pengecualian dan Fundamental Dalam Mempengaruhi Return Saham Pendahuluan. 7(1), 36–45. https://doi.org/10.32662/gaj.v7i1.3336

Hartono, J. (2013). Teori Portofolio dan Analisis Investasi Edisi Kedelapan. Yogyakarta: Bpfe.

Holif, A. (2022). The Effect of Store Names on Consumer Purchasing Interest. Keizai, 3(1), 39–40.

Jin, H. J., & Kim, J. C. (2018). Effects of the “Gangnam Style Syndrome” on the South Korean stock market. Journal of Cultural Economics, 42(1), 139–161. https://doi.org/10.1007/s10824-017-9291-3

Jogiyanto Hartono, M. (2018). Metoda pengumpulan dan teknik analisis data. Penerbit Andi.

MacKinlay, A. C. (1997). MacKinlay 1996 Event Studies in Economics and Finance. In Journal of Economic Literature, (Vol. 35, Issue 1, pp. 13–39).

Merton, R. C. (1974). American Finance Association On the Pricing of Corporate Debt: The Risk Structure of Interest Rates ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*. Source: The Journal of Finance, 29(2), 39.

Mueller, J., & Stewart, M. G. (2016). The curse of the Black Swan. Journal of Risk Research, 19(10), 1319–1330.

Sianturi, I. G. (2024). Eksistensi Underpricing Saham Initial Public Offering (IPO). Keizai, 5(1), 43–56.

Suganda, T. R. (2018). Event Study Teori dan Pembahasan Reaksi Pasar Modal Indonesia. CV. Seribu Bintang.

Tandelilin, E. (2017). Pasar Modal: Manajemen Portofolio & Investasi. PT KANISIUS.

Zachary, R. F., & Yuyetta, E. N. A. (2021). Faktor-Faktor Yang Mempengaruhi Aktivitas Perdagangan Saham. Diponegoro Journal of Accounting, 10(2), 1–8.

Zhu, W. (2020). The impact of black swan events on stock prices: Evidence from the melamine incident in China. E3S Web of Conferences, 214. https://doi.org/10.1051/e3sconf/202021403019




DOI: http://dx.doi.org/10.56589/keizai.v5i2.498

Keizai

Gedung Fakultas Bisnis, Universitas Darwan Ali, JL. Batu Berlian, No. 10, Sampit, Kabupaten Kotawaringin Timur, Provinsi Kalimantan Tengah, 74325

  Lisensi Creative Commons
Ciptaan disebarluaskan di bawah Lisensi Creative Commons Atribusi 4.0 Internasional.

Web Analytics Made Easy - Statcounter View My Stats