Perbedaan Harga Saham Dan Volume Transaksi Sebelum Dan Sesudah Pengumuman Kasus Covid-19 (Studi Pada Indeks Saham LQ-45)

Authors

  • Mochamad Rizal Yulianto Universitas Muhammadiyah Sidoarjo
  • Zulfani Anggraini Universitas Muhammadiyah Sidoarjo
  • Nurasik Universitas Muhammadiyah Sidoarjo

DOI:

https://doi.org/10.54259/akua.v1i1.133

Keywords:

Covid-19 Announcement, Stock Price, Stock Transaction Volume

Abstract

The purpose of this research is to find out whether there are differences in stock prices and transaction volumes due to the announcement of the Covid-19 case. This research includes quantitative research. The population of companies in this study are companies listed on the LQ-45 stock index. Data in the form of daily closing stock prices and trading volume activity data, namely 5 days before and after the first case of Covid-19 was announced. For the data analysis method, this study applies a nonparametric difference test, namely the Wilcoxon Signed Ranks Test with the SPSS 25 program. Based on the results of this study, it shows that the significance value is 0.000 < 0.05, so there is a difference between stock prices before and after the Covid-19 case was announced. Stock prices tend to decline. Meanwhile, the results of the transaction volume research show that if the significance value is 0.488 > 0.05, it means that there is an insignificant difference between before and after the Covid-19 case was announced. The volume of stock transactions has increased more than decreased.

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References

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Published

2022-01-10

How to Cite

Rizal Yulianto, M., Zulfani Anggraini, & Nurasik. (2022). Perbedaan Harga Saham Dan Volume Transaksi Sebelum Dan Sesudah Pengumuman Kasus Covid-19 (Studi Pada Indeks Saham LQ-45). AKUA: Jurnal Akuntansi Dan Keuangan, 1(1), 01–08. https://doi.org/10.54259/akua.v1i1.133

Issue

Vol. 1 No. 1 (2022): Januari 2022

Section

Articles

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Copyright (c) 2022 Mochamad Rizal Yulianto, Zulfani Anggraini, Nurasik

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