Analisis Reaksi Pasar Modal Sebelum Dan Saat Peristiwa Pandemi Covid-19 (Event Study pada Perusahaan yang terdaftar LQ-45 di Bursa Efek Indonesia Tahun 2020).

Arfani, Fahriza Sauma and , Dra. Wafiatun Mukharomah, M.M (2021) Analisis Reaksi Pasar Modal Sebelum Dan Saat Peristiwa Pandemi Covid-19 (Event Study pada Perusahaan yang terdaftar LQ-45 di Bursa Efek Indonesia Tahun 2020). Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This research was conducted to determine the difference before and during the Covid-19 pandemic to capital market reactions by using a sample of the top 45 stocks (LQ-45) listed on the Indonesia Stock Exchange in the 2020 period. The research method used by researchers was the Paired Sample t-Test. In this study shows that the Covid-19 pandemic has a bad enough impact on the capital market. Based on the results of the Paired Samples t-Test that has been carried out, it can be concluded that before and during the Covid-19 pandemic the Cumulative Abnormal Return variable did not have a significant effect on the capital market reaction, it can be said that there was no difference between before and during the Covid-19 pandemic. For the Abnormal Return and Trading Volume Activity variables have a significant influene on the capital market reaction, it can be said that there is a difference between before and during the Covid-19 pandemic.

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Pandemic Covid-19, Abnormal Return, Cumulative Abnormal Return, Trading Volume Activity, Event Study.
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management H Social Sciences > HJ Public Finance
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	FAHRIZA SAUMA ARFANI
Date Deposited:	16 Feb 2021 04:25
Last Modified:	16 Feb 2021 04:25
URI:	http://eprints.ums.ac.id/id/eprint/88952

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