HERSUGONDO, Hersugondo (2021) Artikel Dr. HERSUGONDO, SE, MM: MAP OF RETURN OF SHARES AND VOLUME ACTIVITY TRADING OF COMPANIES IN INDONESIA ON THE PANDEMIC TIME OF COVID-19. Media Ekonomi dan Manajemen, 36 (2). ISSN e-ISSN: 2503-4464

Text (Artikel) (72) MAP OF RETURN OF SHARES AND VOLUME ACTIVITY TRADING OF COMPANIES IN INDONESIA ON THE PANDEMIC TIME OF COVID-19.pdf Download (478kB)

Abstract

This research was conducted to determine the impact of Covid-19 on the Company’s stock
returns and trading volume activity. The covid-19 pandemic event is important for research
because it includes investor’s assessment of the information generated in the capital market.
This study was conducted to test the following hypotheses: before and after the Covid-19
pandemic was declared a national non-natural disaster, (1) there was a significant average
change in the average abnormal return; (2) it is a significant average change in average
trading volume activity. This research was conducted using event research methods. The
sample for this study comes from 45 companies in the JII index. The analysis tool used is a
regression with the SPSS. The descriptive statistic can be confirmed by calculating the
standard deviation value. The result shows that the standard deviation range is 0.0002 to 0.03,
so the research tool could be described as data obtained is suitable to the measurement
variable. The conclusions explain that the events before and after the declaration of the Covid
19 outbreak as a national non-natural disaster have positive and a significant impact on the
average abnormal return rate of stock activity and changes in trading volume activity.

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