Analisis Pengaruh Pandemi Coronavirus Disease 2019 Terhadap Short Term Response Pasar Saham Di Indonesia [Analysis of the Influence of 2019 Coronavirus Disease Pandemic on the Short-Term Response of the Stock Market in Indonesia]
{"title":"Analisis Pengaruh Pandemi Coronavirus Disease 2019 Terhadap Short Term Response Pasar Saham Di Indonesia [Analysis of the Influence of 2019 Coronavirus Disease Pandemic on the Short-Term Response of the Stock Market in Indonesia]","authors":"Michael Christofer Tadius","doi":"10.19166/jfp.v1i2.5666","DOIUrl":null,"url":null,"abstract":"The purpose of the research carried out was to determine the influence of the 2019 coronavirus disease pandemic on the short-term response of the stock market in Indonesia. The Independent Variable used is RMRF. While the dependent variables in the study are JCI, FMS, PRW, and TRANS. The sources collected from this study use secondary data sources in the form of company investment reports, company size based on market cap, and company profitability. The research analysis method uses Eviews 12. The results obtained show that (1) The Coronavirus Disease 2019 pandemic has a negative impact on the brief response of the Indonesian stock market, (2) the Coronavirus Disease 2019 pandemic has put negative pressure on the response of the tourism subsector in Indonesia, (3) the Coronavirus Disease pandemic 2019 has briefly put negative pressure on the pharmaceutical subsector in Indonesia, (4) The pandemic Coronavirus Disease 2019 puts negative pressure on the transportation subsector in Indonesia.BAHASA INDONESIA ABSTRACTTujuan penelitian yang dilakukan adalah untuk mengetahui pengaruh pandemi coronavirus disease 2019 terhadap respon jangka pendek pasar saham di Indonesia. Variabel Independen yang digunakan adalah RMRF. Sedangkan variabel dependen dalam penelitian adalah IHSG, FMS, PRW, dan TRANS. Sumber yang dikumpulkan dari penelitian ini menggunakan sumber data sekunder berupa laporan investasi perusahaan, ukuran perusahaan berdasarkan market cap, dan profitabilitas perusahaan. Metode analisis penelitian menggunakan Eviews 12. Hasil yang diperoleh menunjukkan bahwa (1) Pandemi Coronavirus Disease 2019 memberikan dampak negatif terhadap respon singkat pasar saham Indonesia, (2) Pandemi Coronavirus Disease 2019 memberikan tekanan negatif terhadap respon subsektor pariwisata di Indonesia, (3) Pandemi Coronavirus Disease 2019 memberikan tekanan negatif secara singkat terhadap subsektor farmasi di Indonesia, (4) Pandemi Coronavirus Disease 2019 memberikan tekanan negatif terhadap subsektor transportasi di Indonesia.","PeriodicalId":155571,"journal":{"name":"Jurnal Finansial dan Perbankan (JFP)","volume":"26 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jurnal Finansial dan Perbankan (JFP)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.19166/jfp.v1i2.5666","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The purpose of the research carried out was to determine the influence of the 2019 coronavirus disease pandemic on the short-term response of the stock market in Indonesia. The Independent Variable used is RMRF. While the dependent variables in the study are JCI, FMS, PRW, and TRANS. The sources collected from this study use secondary data sources in the form of company investment reports, company size based on market cap, and company profitability. The research analysis method uses Eviews 12. The results obtained show that (1) The Coronavirus Disease 2019 pandemic has a negative impact on the brief response of the Indonesian stock market, (2) the Coronavirus Disease 2019 pandemic has put negative pressure on the response of the tourism subsector in Indonesia, (3) the Coronavirus Disease pandemic 2019 has briefly put negative pressure on the pharmaceutical subsector in Indonesia, (4) The pandemic Coronavirus Disease 2019 puts negative pressure on the transportation subsector in Indonesia.BAHASA INDONESIA ABSTRACTTujuan penelitian yang dilakukan adalah untuk mengetahui pengaruh pandemi coronavirus disease 2019 terhadap respon jangka pendek pasar saham di Indonesia. Variabel Independen yang digunakan adalah RMRF. Sedangkan variabel dependen dalam penelitian adalah IHSG, FMS, PRW, dan TRANS. Sumber yang dikumpulkan dari penelitian ini menggunakan sumber data sekunder berupa laporan investasi perusahaan, ukuran perusahaan berdasarkan market cap, dan profitabilitas perusahaan. Metode analisis penelitian menggunakan Eviews 12. Hasil yang diperoleh menunjukkan bahwa (1) Pandemi Coronavirus Disease 2019 memberikan dampak negatif terhadap respon singkat pasar saham Indonesia, (2) Pandemi Coronavirus Disease 2019 memberikan tekanan negatif terhadap respon subsektor pariwisata di Indonesia, (3) Pandemi Coronavirus Disease 2019 memberikan tekanan negatif secara singkat terhadap subsektor farmasi di Indonesia, (4) Pandemi Coronavirus Disease 2019 memberikan tekanan negatif terhadap subsektor transportasi di Indonesia.
开展研究的目的是确定2019冠状病毒病大流行对印度尼西亚股市短期反应的影响。使用的自变量是RMRF。而本研究的因变量为JCI、FMS、PRW和TRANS。从本研究中收集的来源使用公司投资报告、基于市值的公司规模和公司盈利能力等形式的二手数据来源。研究分析方法采用Eviews 12。结果表明:(1)2019冠状病毒病大流行对印度尼西亚股市的短期反应产生负面影响;(2)2019冠状病毒病大流行对印度尼西亚旅游分行业的反应产生负面压力;(3)2019冠状病毒病大流行对印度尼西亚制药分行业的反应产生短暂的负面压力。(4) 2019冠状病毒病大流行给印尼交通运输细分行业带来负面压力。【印尼】2019年流行性冠状病毒病的应急措施。变量独立yangdigunakan adalah RMRF。[2] [1] [1] [1] [1] [1] [1] [1] [1] [1] [3]Sumber yang dikumpulkan dari penelitian ini menggunakan Sumber data search under berupa laporan investasi perushaan, ukuran perushaan berushaan市值,danushaan盈利能力。Metode分析penelitian menggunakan Eviews 12。杨Hasil diperoleh menunjukkan bahwa (1) Pandemi冠状病毒疾病2019 memberikan dampak负数terhadap响应singkat白沙saham印度尼西亚,(2)Pandemi冠状病毒疾病2019 memberikan tekanan负数terhadap响应subsektor pariwisata di印度尼西亚,(3)Pandemi冠状病毒疾病2019 memberikan tekanan负数secara singkat terhadap subsektor farmasi di印度尼西亚,(4)Pandemi冠状病毒疾病2019 memberikan tekanan负数terhadap subsektor transportasi di印度尼西亚。