CD Skripsi
Reaksi Pasar Saham Sebelum Dan Sesudah Pengumuman Covid-19 (Studi Pada Emiten Lq45 Dan Kompas100 Yang Terdaftar Di Bursa Efek Indonesia)
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 45 firms listed on the LQ45 issuer and 55 firms in KOMPAS100 on the Indonesian Stock Exchange and take all firms in the issuer under study as samples. Hypothesis testing will use the paired sample t-test for volatility and market capitalization variables then Wilcoxon signedrank test for abnormal return and trading volume variables. The results of the study show that there is a difference in abnormal return, volatility, trading volume and market capitalization before and after the announcement of COVID-19 in Indonesia.
Keywords: Event Study, COVID-19, Abnormal return, Volatility, Trading volume, Market Capitalization
Tidak tersedia versi lain