PENGARUH PANDEMI COVID-19 TERHADAP PERUBAHAN HARGA SAHAM DAN VOLUME PERDAGANGAN SAHAM SEKTOR KEUANGAN DI INDONESIA

MAUDY, MAUDY and Isnurhadi, Isnurhadi and Muizzuddin, Muizzuddin (2022) PENGARUH PANDEMI COVID-19 TERHADAP PERUBAHAN HARGA SAHAM DAN VOLUME PERDAGANGAN SAHAM SEKTOR KEUANGAN DI INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims to examine the effect of the COVID-19 pandemic on stock prices and stock trading volume of the financial sector in Indonesia using a quantitative approach. COVID-19 (proxied by new cases and cumulative cases, new and cumulative deaths). This research uses time series with archival data analysis. The observation period starts from January 2nd, 2020 – October 11th, 2021. The purposive judgment sampling method using a sample of 25 companies engaged in the Indonesian financial sector. Regression estimation analysis technique to test theory and find the relationship between variables by using the fixed effect model. The results showed that COVID-19 have a negative and significant effect on stock prices. On the other hand, COVID-19 had no effect on stock trading volume. Finally, the exchange rate control variable has a negative and significant effect on the decline in stock prices, but for inflation it has a positive and significant effect on stock prices. On the other hand, inflation has a negative and significant effect on stock trading volume, while the exchange rate has a positive effect on stock trading volume in the financial sector in Indonesia. Further research could accommodate that issue by exploring more proxies with detailed data. However, the multicollinearity issue must be considered.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	COVID-19, Harga Saham, Volume Perdagangan Saham
Subjects:	H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance. Corporation finance
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Maudy Maudy
Date Deposited:	26 Apr 2022 02:31
Last Modified:	26 Apr 2022 02:31
URI:	http://repository.unsri.ac.id/id/eprint/69591

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