Analisis Reaksi Pasar Terhadap Black Swan Events di Indonesia: Studi Pada Perusahaan LQ45
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Institusion

Universitas Katolik Musi Charitas

Author

., Desimon

Subject

HG Finance 

Datestamp

2021-03-05 03:53:34 

Abstract :
This study aims to analyze whether there is a market reaction before and after the announcement of the Black Swan Events in Indonesia, including the Avian Influenza Virus pandemic, the Swine Flu Virus, and the Covid-19 (Corona) Virus. Market reaction is indicated by a significant average abnormal return in the observed period. The population in this study uses all companies listed on the LQ45 index on the Indonesia Stock Exchange. The sampling technique used purposive sampling where the sample of this study consisted of 26 companies (FBU), 29 companies (FBA), and 42 companies (C19). The data analysis technique in this study used the parametric method of difference test Paired Sample T-Test. The results of this study indicate that there is no market reaction either before or after the Influenza pandemic and Swine Flu pandemic in Indonesia, but there was a market reaction both before and after the Covid-19 incident. 

File :
EM-2021-1722044-Cover.pdf
EM-2021-1722044-Abstract.pdf
EM-2021-1722044-Complete.pdf
EM-2021-1722044-Summary_id.pdf
EM-2021-1722044-Tableofcontent.pdf
EM-2021-1722044-Chapter 1.pdf
EM-2021-1722044-Chapter 2.pdf
EM-2021-1722044-Chapter 3.pdf
EM-2021-1722044-Chapter 4.pdf
EM-2021-1722044-Conclusion.pdf
EM-2021-1722044-References.pdf
EM-2021-1722044-Attachment.pdf