ANALISIS PERBANDINGAN ABNORMAL RETURN, TRADING VOLUME ACTIVITY, DAN SECURITY RETURN VARIABILITY SEBELUM DAN SETELAH PENGUMUMAN PEMBERLAKUKAN PEMBATASAN KEGIATAN MASYARAKAT DARURAT PADA SAHAM SUB SEKTOR HOTEL, RESTORAN, DAN PARIWISATA

SALSABELLA, NABILA and Widiyanti, Marlina and Muthia, Fida (2022) ANALISIS PERBANDINGAN ABNORMAL RETURN, TRADING VOLUME ACTIVITY, DAN SECURITY RETURN VARIABILITY SEBELUM DAN SETELAH PENGUMUMAN PEMBERLAKUKAN PEMBATASAN KEGIATAN MASYARAKAT DARURAT PADA SAHAM SUB SEKTOR HOTEL, RESTORAN, DAN PARIWISATA. Undergraduate thesis, Sriwijaya University.

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Abstract

This research uses the event study method to test the reaction of capital markets before and after the announcement of the Emergency Community Activity Restrictions (PPKM) policy. The observation period includes 7 days before and 7 days after the event. By using purposive sampling, the research sample amounts to 29 stocks of the hotel, restaurant, and tourism companies listed on the Indonesia Stock Exchange. The hypothesis is tested with Paired Samples T-Test for those with normal distribution and Wilcoxon Signed Ranks Test for those with no normal distribution. The results showed that there was a difference in average trading volume activity, while average abnormal return and average security return variability did not have significant differences around the announcement. This research implies that stock investors need to consider information about government policies or other non-economic events to appropriately sort out relevant information to sell or maintain stocks under the risks and returns expected by investors.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Abnormal Return, Trading Volume Activity, Security Return Variability, The Emergency PPKM Policy, Event Study
Subjects:	H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mrs. Nabila Salsabella
Date Deposited:	14 Jun 2022 02:40
Last Modified:	14 Jun 2022 02:40
URI:	http://repository.unsri.ac.id/id/eprint/72365

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