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This study aims to determine whether there are significant differences abnormal return and trading volume activity on ground transportation company shares listed on the Indonesia Stock Exchange before and after the announcement of the reduction in fuel prices on April 1, 2016. The analysis method used in this study is event study , The research period for 14 days around the announcement date, ie 7 days before and 7 days after the announcement of the announcement. The population used in this study is a transport company listed in Indonesia Stock Exchange sectoral index. Sample selection is done by purposive sampling method and sample obtained in this study amounted to 10 ground transportation company. Data analysis technique using Kolmogorov Sminorv test and Paired Sample t-test. The results of this study indicate that there are no significant differences in abnormal stock returns before and after the announcement of the reduction in fuel prices. But there are significant differences in the stock trading volume activity before and after the announcement of the reduction in fuel prices.Keywords: Announcement decline in BBM, Abnormal Return, Trading Volume Activity, Event Study abstrakPenelitian ini bertujuan untuk mengetahui apakah terdapat perbedaan yanng signifikan abnormal return dan trading volume activity saham pada perusahaan transportasi darat yang terdaftar di Bursa Efek Indonesia sebelum dan sesudah pengumuman penurunan harga BBM pada tanggal 1 April 2016. Metode analisis yang digunakan dalam penelitian ini adalah event study.Periode penelitian yang digunakan selama 14 hari di sekitar tanggal pengumuman, yaitu 7 hari sebelum pengumuman dan 7 hari sesudah pengumuman.Populasi yang digunakan dalam penelitian ini adalah perusahaan transportasi yang terdaftar dalam Indeks sektoral Bursa Efek Indonesia.Pemilihan sampel dilakukan dengan metode purposive sampling dan sampel yang diperoleh dalam penelitian ini berjumlah 10 perusahaan transportasi darat. Teknik analisa data menggunakan Kolmogorov Sminorv test dan Paired Sample t-test. Hasil penelitian ini menunjukkan bahwa tidak terdapat perbedaan signifikan abnormal return saham sebelum dan sesudah pengumuman penurunan harga BBM. Tetapi terdapat perbedaan signifikan trading volume activity saham sebelum dan sesudah pengumuman penurunan harga BBM.Kata Kunci : Pengumuman Penurunan BBM, Abnormal Return, Trading Volume Activity, Event Study

Pengaruh Perubahan Harga Bahan Bakar Minyak Terhadap Investasi Saham Perusahaan Transportasi Darat