JudulAnalisis Return Saham Dan Trading Volume Activity Pada Sektor Consumer Goods Industry Sebelum Dan Setelah Pengumuman Endemi Covid-19 Di Indonesia |
Nama: RAYNALDI PRATAMA DJOHARI |
Tahun: 2024 |
Abstrak The purpose of this study is to determine whether there are substantial variations in stock returns and trading volume activity among consumer products sector firms listed on the Indonesia Stock Exchange before and after the revelation of the covid-19 outbreak in Indonesia. This study employs a quantitative methodology and the event study method to examine the market response to an event publicized as an announcement. The study was place two days before and two days after the declaration of the covid-19 endemic in Indonesia. Secondary data utilized in this study include daily stock closing prices, trading volume, and the number of listed shares, with a purposive selection approach employed to choose a total of 63 firms. In this study, data was analyzed using the Wilcoxon signed rank test using IBM Statistic SPSS 27. According to the data studied, there is no substantial variation in stock returns or trading volume activity before and after the revelation of the covid-19 endemic in Indonesia. Keywords: Stock return, Trading Volume Activity, Announcement of covid-19 endemic in Indonesia |