印度尼西亚COVID-19发布之前和之后的股票价格比较与股票交易数量分析(在LQ-45股票索引研究印尼证券交易所)

Aviana Putri Iswanti, Aprilina Susandini
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引用次数: 5

摘要

印度尼西亚的新冠肺炎病例于2020年3月2日首次公布。本研究旨在确定印度尼西亚证券交易所LQ-45股票在印度尼西亚宣布Covid-19之前和之后的股价和股票交易量是否存在显著差异。研究数据是在印度尼西亚宣布第一例Covid-19病例前14天和后14天采集的。数据分析采用描述性统计、单样本Kolmogorov-Smirnov检验和Wilcoxon sign Rank检验。从数据处理的结果来看,在印度尼西亚宣布第一例新冠肺炎病例前后,股票价格存在显著差异。这由显著性值0.00 0.05表示。与公布新冠肺炎病例之前相比,股价有所下降。同时,股票交易量也呈现出显著差异。其中显著性值为0.00 0.05。公告发布后,股票交易量呈上升趋势。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
ANALISIS PERBANDINGAN HARGA SAHAM DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PENGUMUMAN COVID-19 DI INDONESIA (Studi Pada Indeks Saham LQ-45 Di Bursa Efek Indonesia)
The Covid-19 case in Indonesia was first announced on March 2, 2020. This study aims to determine whether there is a significant difference in share prices and share trading volume before and after the announcement of Covid-19 in Indonesia on LQ-45 shares on the Indonesia Stock Exchange. . The research data were taken 14 days before and 14 days after the announcement of the first case of Covid-19 in Indonesia. The data analysis was processed with descriptive statistics, the One Sample Kolmogorov-Smirnov Test, and the Wilcoxon Signed Rank Test. From the results of data processing, it shows that there is a significant difference in stock prices before and after the announcement of the first Covid-19 case in Indonesia. This is indicated by a significance value of 0.00 0.05. Where the share price has decreased compared to before the announcement of the Covid-19 case. Meanwhile, the trading volume of shares also shows a significant difference. Where the significance value is 0.00 0.05. The volume of stock trading after the announcement shows an increasing value.
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