Dampak pandemi Covid-19 terhadap harga saham dan aktivitas volume perdagangan (Studi kasus saham LQ-45 di Bursa Efek Indonesia)

Febriyanti, Galuh Artika (2020) Dampak pandemi Covid-19 terhadap harga saham dan aktivitas volume perdagangan (Studi kasus saham LQ-45 di Bursa Efek Indonesia). Indonesia Accounting Journal, 2 (2). pp. 204-214. ISSN 2686-6609

[thumbnail of PENELITIAN PUBLISHED IAJ.pdf]
Preview
PDF
PENELITIAN PUBLISHED IAJ.pdf

Download (814kB) | Preview
Official URL / DOI: https://doi.org/10.32400/iaj.30579

Abstract

The purpose of this research to examine the impact of the Covid-19 on stock prices and trading volume activity on listed firms of Index LQ-45 on the Indonesia Stock Exchange. The first case of the Covid-19 in Indonesia was announced on March 2nd, 2020. This research is to find out whether there are average abnormal returns and transaction volume of the stock company listed in Index LQ-45 before and after of event the first case of the Covid-19 in Indonesia was announced on March 2nd, 2020. These data have been taken for 30 days before and 30 days after the first announcement of Covid-19 in Indonesia. The result of the paired sample test shows that there is a significant difference in the abnormal return of stock company listed in index LQ-45 between before and after the first announcement of the Covid-19 case in Indonesia. This is indicated by the significance value of 0,008 < 0,05 which the stock prices decreased after the first announcement of the Covid-19 case in Indonesia. The volume transaction also shows different significance. The transaction volume after the announcement of shares shows an increasing value.

Item Type: Article
Uncontrolled Keywords: event study; abnormal return; trading volume activity; stock prices; Index LQ-45
Subjects: H Social Sciences > HG Finance
Divisions: Polytechnic > Diploma in Accounting
Depositing User: GALUH ARTIKA FEBRIYANTI
Date Deposited: 14 Dec 2020 08:28
Last Modified: 24 Mar 2021 16:31
URI: http://repository.ubaya.ac.id/id/eprint/38648

Actions (login required)

View Item View Item