ABSTRACT This study aims to analyze the effect of COVID-19, which announced on March 2nd, 2020 in Indonesia on abnormal return, volatility, trading volume and market capitalization of companies 10 days before and after the announcement. This type of research is an event study with a population of 70 firms listed on the JII70 issuer and 12 firms in SRI-Kehati on the Indonesian Stock Exchang…