DAMPAK PANDEMI COVID-19 TERHADAP TRADING VOLUME ACTIVITY, TRADING FREQUENCY ACTIVITY, SECURITY RETURN VARIABILITY, DAN HARGA SAHAM (STUDI KASUS SAHAM LQ-45 BURSA EFEK INDONESIA)

Laila Fatmala Santi, NIM.: 17108040001 (2021) DAMPAK PANDEMI COVID-19 TERHADAP TRADING VOLUME ACTIVITY, TRADING FREQUENCY ACTIVITY, SECURITY RETURN VARIABILITY, DAN HARGA SAHAM (STUDI KASUS SAHAM LQ-45 BURSA EFEK INDONESIA). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

Preview	Text (DAMPAK PANDEMI COVID-19 TERHADAP TRADING VOLUME ACTIVITY, TRADING FREQUENCY ACTIVITY, SECURITY RETURN VARIABILITY, DAN HARGA SAHAM (STUDI KASUS SAHAM LQ-45 BURSA EFEK INDONESIA)) 17108040001_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf - Published Version Download (5MB) | Preview
	Text (DAMPAK PANDEMI COVID-19 TERHADAP TRADING VOLUME ACTIVITY, TRADING FREQUENCY ACTIVITY, SECURITY RETURN VARIABILITY, DAN HARGA SAHAM (STUDI KASUS SAHAM LQ-45 BURSA EFEK INDONESIA)) 17108040001_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf - Published Version Restricted to Registered users only Download (3MB) | Request a copy

Abstract

This study aims to examine the impact of COVID-19 trading volume activity, trading frequency activity, security return variability and stock prices on LQ-45 Index issuers on the Indonesia Stock Exchange. The previous studies which have examined the related topics are arising the inconsistent results. In solving the problems of the previous research, this study tries to re-examine using a sample of companies listed in the LQ45 stock index for 30 days before and 30 days after the announcement of the COVID-19 case in Indonesia. This research uses quantitative research methods with an event study research design. The results of the Wilcoxon signed-rank test, and paired sample test shows that there are differences in trading volume activity, trading frequency activity, security return variability and stock prices of companies listed on the LQ-45 index around before and after the announcement of the first COVID-19 case in Indonesia.

Share this knowledge with your friends :

Actions (login required)

View Item