Dampak Covid-19 Terhadap Kinerja Emiten Indeks LQ 45

Rahmawati, Meita and Patmawati, Patmawati and dwirini, dwirini (2021) Dampak Covid-19 Terhadap Kinerja Emiten Indeks LQ 45. Project Report. Lembaga Penelitian Universitas Sriwijaya, Indralaya. (Unpublished)

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Abstract

This research is an event study, in which researchers want to see the information content of the Covid 19 announcement.The data analysis method used is quantitative descriptive using non-parametric analysis, to see the impact of stock performance before and after the announcement of the Covid-19 case, using the Wilcoxon test, the variables used are abnormal return and daily stock trading volume, for 3 days before and 3 days after the event of the announcement of Covid 19 by the president of the Republic of Indonesia.Based on the hypothesis test with the Wilcoxon signed rank test, it can be seen that the Z value obtained is -2.469 with an Asymp Sig (2-tailed) of 0.014 which is smaller than the critical research limit of 0.05, so the Hypothesis decision accepts H1, so there is a difference in return. shares before and after the announcement of Covid-19 and testing of stock trading volume before and after the announcement showed that the Z value obtained was -1.838 with an Asymp Sig (2-tailed) of 0.066, greater than the critical research limit of 0.05. So the hypothesis decision is to reject H2, so that there is no difference in stock trading volume before and after the announcement of Covid-19.

Item Type: Monograph (Project Report)
Additional Information: Laporan Akhir Penelitian
Uncontrolled Keywords: Abnormal Return, Stock Trading Volume, Coronavirus.
Subjects: H Social Sciences > HG Finance > HG1706-1708 Accounting. Bookkeeping
Divisions: 01-Faculty of Economics > 62201-Accounting (S1)
Depositing User: patmawati patmawati
Date Deposited: 25 Feb 2022 06:32
Last Modified: 25 Feb 2022 06:32
URI: http://repository.unsri.ac.id/id/eprint/65563

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