ANALISIS PERBEDAAN TRADING VOLUME ACTIVITY, BID-ASK SPREAD, VOLATILITAS SAHAM SEBELUM DAN PADA MASA COVID-19 DI INDONESIA PADA PERUSAHAAN SUBSEKTOR INDUSTRI BARANG KONSUMSI YANG TERDAFTAR DI BURSA EFEK INDONESIA

ANJANI, FUTHE M AMIN and Taufik, Taufik and Malinda, Shelfi (2021) ANALISIS PERBEDAAN TRADING VOLUME ACTIVITY, BID-ASK SPREAD, VOLATILITAS SAHAM SEBELUM DAN PADA MASA COVID-19 DI INDONESIA PADA PERUSAHAAN SUBSEKTOR INDUSTRI BARANG KONSUMSI YANG TERDAFTAR DI BURSA EFEK INDONESIA. Undergraduate thesis, Sriwjaya University.

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Abstract

The purpose of this research is to analyze differences in the trading volume activity, the bid-ask spread, the volatility on consumer goods industry sub-sector companies before and during Covid-19 in Indonesia. This research uses the event study method. In this method, researchers observe the trading volume activity, the bid-ask spread, the volatility within 30 days before and during the Covid-19 in Indonesia. This research uses secondary data, the data is collected from Indonesia Stock Exchange. The data of this research consist of: consumer goods industry Subsector Company shares, day’s closing price, daily trading volume, bid price and ask price of the stock. The sample of this research consisted of 46 consumer goods industry sub-sector companies listed on the Indonesia Stock Exchange. The results showed that: (i) Trading volume activity there is no significant differences before and during the Covid-19 period in Indonesia. (ii) Bid-Ask spreads there is significant differences before and during the Covid-19 period in Indonesia. (iii) Volatility there is significant differences before and during Covid-19 in Indonesia.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	trading volume activity, bid-ask spread, volatility, Covid-19
Subjects:	H Social Sciences > HB Economic Theory > HB221-236 Price H Social Sciences > HB Economic Theory > HB3711-3840 Business cycles. Economic fluctuations H Social Sciences > HC Economic History and Conditions > HC10-1085 Economic history and conditions H Social Sciences > HC Economic History and Conditions > HC94-1085 By region or country
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Futhe M Amin Anjani
Date Deposited:	27 Sep 2021 06:32
Last Modified:	27 Sep 2021 06:32
URI:	http://repository.unsri.ac.id/id/eprint/55014

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