ANALISIS PERBANDINGAN REAKSI INVESTOR SEBELUM DAN SETELAH PENGUMUMAN PSBB DAN PPKM DARURAT PANDEMI COVID-19 (Event Study pada Perusahaan yang Terdaftar di Indeks LQ45)
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Institusion
Universitas Andalas
Author
Ali, Oktari
Subject
HF5601 Accounting
Datestamp
2022-05-10 04:33:46
Abstract :
This study aims to compare the reactions of investors on stocks listed on the LQ45 Index between before and after the announcement of the Pembatasan Sosial Berskala Besar (PSBB) and Pemberlakuan Pembatasan Kegiatan Masyarakat (PPKM) as a result of the Covid-19 pandemic. This research uses Abnormal Return and Trading Volume Activity as variables to compare the investors reactions. This research is an Events Study with secondary data obtained through the Indonesia Stock Exchange on Stock Trading Summary Report Section with comparison time window are 10 days before and 10 days after the event occurred. From the research conducted, it can be concluded that there are differences in Abnormal Returns between before and after the announcement of PSBB but there are no differences in Abnormal Returns between before and after the announcement of PPKM, there are no differences in Trading Volume Activity between before and after the announcement of PSBB but there are differences in Trading Volume Activity between before and after the announcement of PPKM.
This study aims to compare the reactions of investors on stocks listed on the LQ45 Index between before and after the announcement of the Pembatasan Sosial Berskala Besar (PSBB) and Pemberlakuan Pembatasan Kegiatan Masyarakat (PPKM) as a result of the Covid-19 pandemic. This research uses Abnormal Return and Trading Volume Activity as variables to compare the investors reactions. This research is an Events Study with secondary data obtained through the Indonesia Stock Exchange on Stock Trading Summary Report Section with comparison time window are 10 days before and 10 days after the event occurred. From the research conducted, it can be concluded that there are differences in Abnormal Returns between before and after the announcement of PSBB but there are no differences in Abnormal Returns between before and after the announcement of PPKM, there are no differences in Trading Volume Activity between before and after the announcement of PSBB but there are differences in Trading Volume Activity between before and after the announcement of PPKM.
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