CD-ROM

Pengaruh Wabah Covid-19 terhadap Abnormal Return Saham Sub Sektor Perbankan Indeks LQ45 (CD + Cetak)

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This study aims to test empirically the effect of the Covid-19 outbreak on the stock returns of companies in the banking sector, the LQ45 Index seen from the difference in the average abnormal stock returns before and after the announcement of the Covid-19 outbreak as a national disaster. The benefit of this research is as a reference or guideline that can be used in the assessment or decision making to invest in the bank that has been studied.
This study is an abnormal return, which is an excess return that actually occurs against the expected return or the difference between the actual return and the expected return in the LQ45 index banking sub-sector for the period February - July 2020. This research is an event study research and uses statistical test tools. paired sample t-test and one sample t-test.
The comparison result of non-statistical average abnormal returns shows a decrease in abnormal returns before and after the announcement of the Covid-19 outbreak as a national disaster. Statistically using the paired sample t-test and one sample t-test, it shows that there is no significant difference between the abnormal return before and the abnormal return after the announcement of Covid-19 as a national disaster. This could happen because the Indonesian capital market did not react too much and anticipated the announcement of Covid-19 as a National Disaster as important information affecting the share prices of banking sub-sector companies in LQ45 as a whole, and the stability of the financial services sector amid the Covid-19 pandemic was still maintained.
Keywords: Event Study, Abnormal Return, Covid-19, and LQ45 Index

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

084 MJN2020 ENG p

Penerbit

Malang : Program Studi Manajemen Fakultas Ekonomi Dan Bisnis Universitas Merdeka Malang., 2020

Deskripsi Fisik

PDF, 4.420 KB

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

084 MJN 2020

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

ABNORMAL RETURN
COVID-19
EVENT STUDY
LQ45 INDEX

Info Detail Spesifik

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Pernyataan Tanggungjawab

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Versi lain/terkait

Lampiran Berkas

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