<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC)"^^ . "In 2020, the whole world was affected by global pandemic called Covid-19.\r\nThe outbreak and spread of COVID-19 disease across the world had seriously\r\naffected people’s production and life in general. Economies around the world are\r\npresently facing severe challenges due to the COVID-19 outbreak, including the\r\n\r\ncapital market. Since there was an uncertain economic condition during the Covid-\r\n19 pandemic, the volatility of the market became really high.\r\n\r\nAt first, all sectors got badly impacted from the pandemic, however after that,\r\nthere were some sectors which price increases positively from the pandemic. The\r\npurpose of this research is to provide insight for the readers and investors\r\nregarding the condition of the capital market during pandemic using an event study\r\nwith the top 10 companies of each sector in IDX as the sample.\r\nThe results found that although IHSG declined and many sectors’ stock price\r\ndeclined severely during the pandemic, there are sectors that are resilient and even\r\npotential to invest during pandemic. The result also found that there are certain\r\nnews regarding Covid-19 pandemic that gave a significant impact to the stock\r\nmarket as the results found that a positive abnormal and significant return is found\r\non the day of the first Covid-19 outbreak announcement, a negative and significant\r\nabnormal return is found on the day after the first announcement of first PSBB, and\r\nalso three days after the new normal policy announcement, and a positive and\r\nsignificant abnormal return is also found two days after the first Covid-19 vaccine\r\ninjection. However there is also news that gave no significant impact to the capital\r\nmarket as well such as the second PSBB announcement in which there is no\r\nsignificant abnormal return found.\r\n\r\nKeywords: Market reaction; Stock Price Volatility; Abnormal Return; Covid-19\r\npandemic; Nine sectors of IDX; Emerging Markets; Indonesia Stock Market.\r\n\r\nPada tahun 2020, seluruh dunia dilanda pandemi global yang disebut dengan\r\nCovid-19. Wabah dan penyebaran penyakit COVID-19 di seluruh dunia telah\r\nsangat mempengaruhi produktivitas dan kehidupan masyarakat secara umum.\r\nPerekonomian di seluruh dunia saat ini menghadapi tantangan berat akibat wabah\r\nCOVID-19, termasuk pasar modal. Karena kondisi ekonomi yang tidak menentu\r\nselama pandemi Covid-19, volatilitas pasar pun menjadi sangat tinggi.\r\nPada awalnya, semua sektor terkena dampak buruk dari pandemi, namun\r\nsetelahnya, ada beberapa sektor yang terkena dampak secara positif dari pandemi.\r\nTujuan dari penelitian ini adalah untuk memberikan wawasan kepada pembaca\r\ndan investor mengenai kondisi pasar modal selama pandemi dengan menggunakan\r\nevent study dengan sampel 10 perusahaan teratas dari setiap sektor di BEI.\r\nHasil penelitian menemukan bahwa meskipun IHSG menurun dan banyak\r\nsektor yang terkena dampak parah selama pandemi, ada sektor yang tangguh dan\r\nbahkan sangat berpotensi untuk diinvestasikan selama pandemi. Hasil penelitian\r\njuga menemukan adanya berita-berita tertentu mengenai pandemi Covid-19 yang\r\nmemberikan dampak yang signifikan terhadap pasar saham seperti ditemukan hasil\r\nbahwa ada abnormal return yang positif dan signifikan pada hari pertama\r\npengumuman wabah Covid-19, abnormal return yang negatif dan signifikan\r\nditemukan pada hari pertama setelah pengumuman PSBB pertama, dan juga tiga\r\nhari setelah pengumuman kebijakan new normal, dan abnormal return positif dan\r\nsignifikan juga ditemukan dua hari setelah injeksi vaksin Covid-19 pertama.\r\nNamun ada juga berita yang tidak memberikan dampak signifikan terhadap pasar\r\nmodal seperti pengumuman PSBB kedua yang mana tidak ditemukan abnormal\r\nreturn yang signifikan.\r\n\r\nKata kunci: Reaksi pasar; Volatilitas Harga Saham; Abnormal Return; Pandemi\r\ncovid 19; Sembilan sektor BEI; Emerging Market; Pasar Saham Indonesia"^^ . "2021-11-11" . . . . . "FAKULTAS EKONOMI DAN BISNIS"^^ . . . . . . . "1711031010"^^ . "Vallen Natasa Quardo"^^ . "1711031010 Vallen Natasa Quardo"^^ . . . . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (File PDF)"^^ . . . "abstrak vallen 1711031010 - vallen natasa.pdf"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (File PDF)"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (File PDF)"^^ . . . "skripsi tanpa pembahasan Vallen 1711031010 - vallen natasa.pdf"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "small.jpg"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "STOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY\r\n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL\r\n\r\nSECTORS DURING COVID-19 PANDEMIC) (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #67478 \n\nSTOCK PRICE VOLATILITY AND UNUSUAL MARKET ACTIVITY \n(COMPARATIVE STUDY BETWEEN COMPANIES IN SEVERAL \n \nSECTORS DURING COVID-19 PANDEMIC)\n\n" . "text/html" . . . "330 Ekonomi" . .