市场对印尼证券交易所LQ45公司CORONA病毒大流行的反应

Nabiell Ghibran, Lukman Effendy, I. Lenap
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引用次数: 2

摘要

摘要本研究旨在分析印尼资本市场对新冠肺炎疫情检测呈阳性事件的反应。本研究采用为期11天的事件研究分析。本研究中的人口是2020年2月至6月在印度尼西亚证券交易所LQ45指数上市的整个公司。本研究采用了令人印象深刻的抽样技术。根据本研究的标准获得的样本编号为42家公司。本研究使用的变量是异常收益和交易量的活动。本研究采用配对样本t检验分析方法。研究表明,印度尼西亚宣布冠状病毒大流行阳性前后的平均异常收益无显著差异。配对样本t检验的显著性值为0.924 > 0.05。此外,本研究表明,印度尼西亚宣布冠状病毒大流行之前和之后的平均交易量活动没有显着差异。配对样本t检验的显著性值为0.936 > 0.05。关键词:事件研究,冠状病毒大流行,异常收益,交易量活动
本文章由计算机程序翻译,如有差异,请以英文原文为准。
REAKSI PASAR ATAS PANDEMI VIRUS CORONA PADA PERUSAHAAN LQ45 DI BURSA EFEK INDONESIA
Abstract The study was intended to analyze the reactions of Indonesia's capital markets on events Indonesia tested positive for the corona virus pandemic. The study adopted an 11-day period of event study analysis. The population in this study is the entire company listed on the LQ45 index at the Indonesian stock exchange in February - June 2020. Sampling taken in this study uses an impressive sampling technique. Samples obtained by criteria on this research account number 42 companies. Variables used in this study are abnormal return and trading volume of activity.     The study used paired sample t-test analysis methods. The research indicates that there was no significant difference between average abnormal return before and after the Indonesia announcement was positive the corona virus pandemic. This is indicated by the results of the significant paired sample t-test that have a value of 0.924 > 0.05. Additionally, this study indicates that there was no significant difference in average trading volume activity before and after the events of the Indonesian announcement was positive that the corona virus pandemic. This is indicated by the results of the significant paired sample t-test that have a value of 0.936 > 0.05. Keywords : Event Study, Corona Virus Pandemic, Abnormal Return, Trading Volume Activity
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