%A NIM.: 17108030025 Baiq Izzatul Azizah %O Pembimbing : Sunarsih, SE.,M.Si %T DAMPAK PENGUMUMAN KASUS PERTAMA COVID-19 TERHADAP HARGA SAHAM, SECURITY RETURN VARIABILITY DAN VOLUME TRANSAKSI SAHAM PERUSAHAAN YANG TERDAFTAR DI ISSI (STUDI KASUS SEKTOR CONSUMER GOODS) %X This research aims to find out the impact of the announcement of the first case of Covid-19 on changes in stock prices (whether or not abnormal returns), security return variability and volume of stock trading transactions. This research used 40 samples of consumer goods sector companies registered with ISSI from January to April 2020. The data in this research is secondary data obtained from several official sites available on the internet. The results of this research showed that the announcement of the first case of covid-19 had an impact on the change in the share price but did not have an impact on the security return variability and volume of stock trading transactions. %K Pengumuman Kasus Pertama Covid-19, Harga Saham, Abnormal Return, Security Return Variability, Dan Volume Transaksi Perdagangan Saham. %D 2021 %I SUNAN KALIJAGA YOGYAKARTA %L digilib46825