Analisis Perbedaan Abnormal Return, Aktivitas Volume Perdagangan, Bid-Ask Spread Sebelum Dan Sesudah Pandemi Virus Corona Terkonfirmasi Di Indonesia
Keywords:
Corona Virus Pandemic, Abnormal Return, Trading Volume Activity, Bid-Ask Spread.Abstract
This research aims to determine the differences in abnormal returns, trading volume activity and bid-ask spread before and after the corona virus pandemic was confirmed in Indonesia for all companies included in the Jakarta Islamic index. The population in this study are all companies that are members of the Jakarta Islamic index. Sampling using saturated sample technique. The method used is different test analysis with an observation period of 11 days, namely t = -5 (5 days before the corona virus pandemic was confirmed in Indonesia), t = 0 (1 day when the corona virus pandemic was announced), t = +5 (5 days after the announcement of the coronavirus pandemic). Testing is carried out using the Paired Sample T-Test for data that is normally distributed and the Wilcoxon Signed Rank Test for data that is not normally distributed. Based on the research results, it was found that there were no differences in abnormal returns, trading volume activity and bid ask spread before and after the corona virus pandemic was confirmed in Indonesia.
References
Astari, N. K. P., & Suidarma, I. M. (2020). Analisis Perbedaan Trading Volume Activity, Bid-Ask Spread Dan Abnormal Return Sebelum Dan Sesudah Stock Split Di Pt Unilever Indonesia Tbk. In Jurnal Ilmiah Akuntansi dan Bisnis (Vol. 5, Issue 2). http://journal.undiknas.ac.id/index.php/akuntansi
Astuti, D., & Ryandono, M. N. H. (2020). Perbedaan Abnormal Return Sebelum Dan Sesudah Friday Effect Di Bursa Efek Indonesia (Event Study Perusahaan Sektor Konsumsi Di Jakarta Islamic Index Tahun 2018. Jurnal Ekonomi Syariah Teori Dan Terapan, 7(6), 1018. https://doi.org/10.20473/vol7iss20206pp1018-1024
Fajar Irvangi, & Hani Fitria Rahmani. (2022). Analisis Perbedaan Return Saham, Trading Volume Activity Dan Bid-Ask Spread Sebelum Dan Sesudah Stock Split. MAMEN: Jurnal Manajemen, 1(2), 217–230. https://doi.org/10.55123/mamen.v1i2.232
Fitriana, A., & Aji, T. S. (2022). Reaksi Pasar Saham Jakarta Islamic Index Sebelum dan Sesudah Pengumuman Kabinet Indonesia Maju. https://ejournal.feunhasy.ac.id/jies
Lukito, H., Studi Manajemen, P., & YPPI Rembang Correspondence Author, U. (2023). Nomor 1, Februari 2023. | 64 Bisman (Bisnis dan Manajemen): The Journal of Business and Management Analisis Komparatif Trading Volume Activity, Abnormal Return, dan Bid-Ask Spread Sebelum dan Sesudah Stock Split pada Perusahaan yang Terdaftar di Bursa Efek Indonesia Periode (Vol. 6).
Octaviani, I., Harianti, A., Manajemen, P., Ekonomi, F., Bisnis, D., & Trilogi, U. (2021). Analisis Perbandingan Trading Volume Activity, Abnormal Return Saham dan Bid Ask Spread Sebelum dan Sesudah Stock Split.
Peristiwa, D., Bela, A., Hadi, N., & Mediyawati, A. (2020). Uji Event Studies: Dampak Peristiwa Aksi Bela Islam (Aksi 212) Terhadap Abnormal Return dan Trading Volume Activity (Saham Syariah di Jakarta Islamic Index). Jurnal Iqtisad: Reconstruction of Justice and Welfare for Indonesia, 7(1).
Sugiyono. (2021). Metode Penelitian Kuantitatif, Kualitatif dan R&D. (ALFABETA).
Tandelilin, E. (2017). Portofolio dan Investasi, Teori dan Aplikasi. Penerbit Kanisius.
Yusrina, A., & Sukmaningrum, P. S. (2019). Analisis Perbedaaan Average Abnormal Return Dan Trading Volume Activity Sebelum Dan Sesudah Peristiwa Dividen Tunai Pada Perusahaan Yang Terdaftar Di Jakarta Islamic Index (JII) Periode 2014 – 2017. Jurnal Ekonomi Syariah Teori Dan Terapan, 6.
