ANALISIS PERBEDAAN ABNORMAL RETURN SAHAM, TRADING VOLUME ACTIVITY, MARKET CAPIALIZATION, DAN SECURITY ETURN VARIABILITY SEBELUM DAN SAAT COVID-19 DI INDONESIA

TAMPUBOLON, GUSTIANI ELLYSARA and Taufik, Taufik and Muthia, Fida (2023) ANALISIS PERBEDAAN ABNORMAL RETURN SAHAM, TRADING VOLUME ACTIVITY, MARKET CAPIALIZATION, DAN SECURITY ETURN VARIABILITY SEBELUM DAN SAAT COVID-19 DI INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims to determine whether there are differences in abnormal stock returns, trading volume activity, market capitalization, and security return variability before and during Covid-19 in Indonesia in the hotel, restaurant and tourism sub- sectors. The event study method is used with an event period of 7 days before Covid-19 in Indonesia and 7 days during Covid-19 in Indonesia. The analytical tools used in this study were Descriptive Statistics, Normality Test using the Kolmogorov- Smirnov test, and Hypothesis Testing using the Paired Sample T- test and the Wilcoxon Signed Rank Test. The results showed that: there were no significant differences in the Abnormal Stock Return, Trading Volume Activity and Security Return Variability variables before and during Covid-19 in Indonesia, and there were significant differences in the Market Capitalization variables before and during Covid-19 in Indonesia.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Abnormal Return, Trading Volume Activity, Market Capitalization, Security Return Variability dan Covid-19.
Subjects:	H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance. Corporation finance
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Gustiani Ellysara Tampubolon
Date Deposited:	18 Jul 2023 05:20
Last Modified:	18 Jul 2023 05:20
URI:	http://repository.unsri.ac.id/id/eprint/118305

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