DAMPAK INFORMASI PENGUMUMAN PANDEMI COVID-19 DI INDONESIA (Studi Pada Saham LQ-45 di Bursa Efek Indonesia)

NURHIKMAH, AMALIA (2023) DAMPAK INFORMASI PENGUMUMAN PANDEMI COVID-19 DI INDONESIA (Studi Pada Saham LQ-45 di Bursa Efek Indonesia). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This research is a study program research with the aim of testing the information content of the announcement of the COVID-19 emergency status in Indonesia, using indicators of differences in abnormal returns and trading volume activity before and after the announcement. The population used is the LQ45 index member companies, and purposive sampling is used to determine the sample, so that a sample of 45 companies is obtained. The measurement period is carried out 7 days before the announcement and 7 days before the announcement. The hypothesis was carried out by using a paired sample t-test on data that were normally distributed. The results obtained are that there are no significant differences in the abnormal return and trading volume activity for LQ45 stocks in the period before and before the announcement of the emergency status of the COVID-19 disaster in Indonesia. Keywords: Event Study, Abnormal Return, Trading Volume Activity Penelitian ini merupakan penelitian event study dengan tujuan untuk menguji kandungan informasi dari peristiwa pengumuman status darurat bencana covid-19 di Indonesia, dengan menggunakan indikator perbedaan abnormal return dan trading volume activity periode sebelum dan sesudah peristiwa pengumuman. Populasi yang digunakan yaitu perusahaan anggota indeks LQ45, dan purposivesampling digunakan untuk menentukan sampel, sehingga diperoleh sampel sebanyak 45 perusahaan. Periode pengukuran dilakukan 7 hari periode sebelum pengumuman dan 7 hari periode sesudah pengumuman. Hipotesis dilakukan dengan uji paired samplet-test pada data yang sudah terdistribusi normal. Hasil yang diperoleh adalah tidak ditemukan perbedaan abnormal return dan trading volume activity yang signifikan pada saham-saham LQ45 periode sebelum dan sesudah pengumuman status darurat bencana covid-19 di Indonesia. . Kata kunci: Studi Peristiwa, Pengembalian Tidak Normal, Aktivitas Volume Perdagangan

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 23 104
NIM/NIDN Creators: 43117110006
Uncontrolled Keywords: Studi Peristiwa, Pengembalian Tidak Normal, Aktivitas Volume Perdagangan
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 003 Systems/Sistem-sistem > 003.5 Computer Modeling and Simulation/Model dan Simulasi Komputer > 003.54 Information Theory/Teori Informasi
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 020.1-020.9 Standard Subdivisions of Library and Information Sciences/Subdivisi Standar Dari Perpustakaan dan Ilmu Informasi > 020.1 Philosophy and Theory of Library and Information Sciences/Filsafat dan Teori Ilmu Perpustakaan,Filsafat dan Teori Ilmu Informasi
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: ADELINA HASNA SETIAWATI
Date Deposited: 26 Jun 2023 08:29
Last Modified: 26 Jun 2023 08:29
URI: http://repository.mercubuana.ac.id/id/eprint/78537

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