PENGARUH PANDEMI COVID-19 TERHADAP PERUBAHAN HARGA SAHAM DAN VOLUME PERDAGANGAN

This study aims to test and see if there are differences in stock prices and trading volumes when two events were announced, namely the first case of covid-19 in Indonesia and the entry of Indonesia into the list of the best countries to handle covid-19. The observation window are 5 days before and...

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Main Author: Nurdin Aprilianto Kani, (Author)
Format: Book
Published: 2022-01-05.
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Summary:This study aims to test and see if there are differences in stock prices and trading volumes when two events were announced, namely the first case of covid-19 in Indonesia and the entry of Indonesia into the list of the best countries to handle covid-19. The observation window are 5 days before and 5 days after the announcement of the two events. This research uses quantitative methods with an event study approach. This study uses secondary data obtained through the collection of documentation, namely the stock price and trading volume of shares from the yahoo finance site and the Indonesia Stock Exchange (IDX). The sample used are tourism, restaurant, hotel, and food and beverage consumption, and telecommunications companies listed on the Indonesia Stock Exchange in 2020 and 2021 with purposive sampling as a method for determining the sample. The results of the Wilcoxon Signed Rank Test on the first Covid-19 event in Indonesia, shows the difference in stock prices before and after the announcement. This can be seen from the results of a significance value of less than 0.05, where stock prices have decreased compared to before the entry of covid-19. Meanwhile, the trading volume of its shares did not show a significant difference, which was seen from a significance that was greater than 0.05. In the event that Indonesia was included in the list of the best countries to handle covid-19, it showed that there was no significant difference in stock prices before and after the event, as seen from the significance value greater than 0.05. Similar results were also seen in the stock trading volume of this event where there was no significant difference from the significance value which was also greater than 0.05.
Item Description:http://repository.upnvj.ac.id/16057/14/ABSTRAK.pdf
http://repository.upnvj.ac.id/16057/15/AWAL.pdf
http://repository.upnvj.ac.id/16057/4/BAB%201.pdf
http://repository.upnvj.ac.id/16057/5/BAB%202.pdf
http://repository.upnvj.ac.id/16057/6/BAB%203.pdf
http://repository.upnvj.ac.id/16057/7/BAB%204.pdf
http://repository.upnvj.ac.id/16057/8/BAB%205.pdf
http://repository.upnvj.ac.id/16057/9/DAFTAR%20PUSTAKA.pdf
http://repository.upnvj.ac.id/16057/10/RIWAYAT%20HIDUP.pdf
http://repository.upnvj.ac.id/16057/11/LAMPIRAN.pdf
http://repository.upnvj.ac.id/16057/12/ARTIKEL%20KI.pdf
http://repository.upnvj.ac.id/16057/13/HASIL%20PLAGIARISME.pdf