SKRIPSI PBS

Analisis Reaksi Pasar Terhadap Pengumuman Terkonfirmasi Covid-19 Pada Saham Bank Di Indonesia

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ABSTRACT

The Covid-19 pandemic has fluctuated the stock price index on the Indonesia
Stock Exchange. The purpose of the research is to analyz the effect of the abnormal
returns, trading volume activity, and security return variability before and after the
event Covid-19 confirmed announcement in Indonesia.
Research method which applied is quantitative method. Collecting data in this
research was done by secondary data on the website www.idx.co.id. The population
of this study were the banking industry financial sector companies listed on the
Indonesia Stock Exchange for the period November 2019 - March 2020. The sample
selection technique used a purposive sampling method and obtained 41 companies in
the banking industry financial sector. The test tools in this study were the paired
sample t-test and the wilcoxon signed rank test.
The research shows that the paired samples t-test on abnormal returns with a
value of Sig. 0.028
0.05 indicates there is no significant difference of 0.00000. In the Wilcoxon signed
rank test on the security return variability with the value of Sig. 0.065 > 0.05
indicates there is no significant difference of 0.00000. Only on abnormal returns that
there are significant differences before and after the confirmed Covid-19
announcement event on bank shares in Indonesia.
Keywords: Covid-19 effect, Abnormal Returns, Trading Volume Activity, Security
Return Variability.

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Ketersediaan

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Informasi Detail

Judul Seri

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No. Panggil

2X6.1 ARD a 22

Penerbit

SUKOHARJO : Perbankan Syariah_UIN RM Said., 2022

Deskripsi Fisik

21 cm, 106 halaman

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

2X6.1

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

Perbankan Syariah

Info Detail Spesifik

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Pernyataan Tanggungjawab

Ardaniswari Azmi Dewi

Versi lain/terkait

Lampiran Berkas

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