The purpose of this study was to determine the difference Abnormal Return
LQ45 stock company before, during and after the events of the government's
economic policy events of four volumes in 2015. The population consists of 45
companies. This study uses secondary data obtained from the official website of
the stock exchange Indonesia and yahoo finance covering daily closing share
prices of 45 companies LQ45 listed on the Stock Exchange in 2015. The statistical
tool used two different test paired samples (paired sample T- test) using SPSS 16.
The results of this study indicate: 1. Based on the statistical test to Average
Abnormal Return (AAR) LQ45 company shares during the event period, it was
found that there is a negative difference before and during the events of the four
volumes of government economic policy. 2. Based on the statistical test to
Average Abnormal Return (AAR) LQ45 company shares during the event period,
it was found that there was no difference after and during the events of the four
volumes of government economic policy. 3. Based on the statistical test to
Average Abnormal Return (AAR) LQ45 company shares during the event period,
it was found that there is a negative difference before and after the events of the
four volumes of government economic policy.