creators_name: Novilia, Rosa 
creators_id: 1711031091
type: other
datestamp: 2022-06-28 01:45:14
lastmod: 2022-06-28 01:45:14
metadata_visibility: show
title: REAKSI PASAR MODAL TERHADAP PERISTIWA PANDEMI
COVID-19 DI INDONESIA
(Studi Empiris pada Sub Sektor Hotel, Restoran & Pariwisata
yang Terdaftar di Bursa Efek Indonesia)
ispublished: pub
subjects: 330
full_text_status: restricted
abstract: Penelitian ini mengkaji perbedaan Abnormal Return, Market Capitalization, Trading
Volume Activity, dan Frekuensi Perdagangan untuk mengidentifikasi kandungan
informasi mengenai kebijakan yang dilakukan selama pandemi Covid-19 berlangsung
di Indonesia. Terdapat tiga peristiwa yang diteliti dalam penelitian ini ketiga
peristiwa tersebut yaitu pengumuman kasus Covid-19 pertama di Indonesia,
pengumuman penerapan PSBB pertama di Indonesia yang terjadi di Kota DKI Jakarta
dan peristiwa terakhir yaitu pengumuman penerapan PSBB tahap kedua yang terjadi
di Kota DKI Jakarta. Hasil uji hipotesis menunjukkan bahwa dalam peristiwa pertama
yang diuji tidak terdapat perbedaan dalam variabel Abnormal Return, Trading
Volume Activity dan Frekuensi Perdagangan, namun terdapat perbedaan pada
variabel Market Capitalization. Dalam peristiwa penerapan PSBB pertama terdapat
perbedaan Abnormal Return dan Market Capitalization, namun tidak terdapat
perbedaan pada Trading Volume Activity dan Frekuensi Perdagangan. Terdapat
perbedaan pada Abnormal Return, Market Capitalization, Trading Volume Activity
namun tidak terdapat perbedaan pada frekuensi perdagangan pada peristiwa
pengumuman penerapan PSBB tahap kedua di Kota DKI Jakarta.
Kata Kunci: Covid-19, Abnormal Return, Kapitalisasi Pasar, Trading Volume
Activity, Frekuensi Perdagangan

This study examines the difference in Abnormal Return, Market Capitalization,
Trading Volume Activity, and Trading Frequency to identify the information content
of the Covid-19 pandemic that occurred in Indonesia. In this study, there are three
events: the announcement of the first Covid-19 case in Indonesia, the announcement
of the first PSBB implementation in Indonesia, which occurred in the City of DKI
Jakarta, and the announcement of the second phase of PSBB implementation, which
also occurred in the City of DKI Jakarta. The hypothesis test findings demonstrate
that the Abnormal Return, Trading Volume Activity, and Trading Frequency
variables in the first event investigated all are same, but the Market Capitalization
variable is difference. In the event of the implementation of the first PSBB, there were
differences in Abnormal Return and Market Capitalization, but there were no
differences in Trading Volume Activity and Trading Frequency. There are differences
in Abnormal Return, Market Capitalization, Trading Volume Activity but there is no
difference in trading frequency in the announcement of the second phase of PSBB
implementation in DKI Jakarta
Keywords: Covid-19, Abnormal Return, Market Capitalization, Trading Volume
Activity, Trading Frequenxy
date: 2022-04-05
date_type: published
publisher: FAKULTAS EKONOMI DAN BISNIS
place_of_pub: UNIVERSITAS LAMPUNG
id_number: 1711031091
citation:   Novilia, Rosa   (2022) REAKSI PASAR MODAL TERHADAP PERISTIWA PANDEMI COVID-19 DI INDONESIA (Studi Empiris pada Sub Sektor Hotel, Restoran & Pariwisata yang Terdaftar di Bursa Efek Indonesia).  FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.     
document_url: http://digilib.unila.ac.id/63886/1/ABSTRAK.pdf
document_url: http://digilib.unila.ac.id/63886/2/SKRIPSI%20FULL.pdf
document_url: http://digilib.unila.ac.id/63886/3/SKRIPSI%20TANPA%20BAB%20PEMBAHASAN.pdf