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.
Highlights
Tujuan dari penelitian ini adalah untuk mengetahui apakah ada perbedaan harga saham dan volume transaksi akibat pengumuman kasus Covid-19
companies listed on the LQ-45 stock index
it shows that the significance value is
Summary
Wabah virus corona pertama kali diumumkan menjangkit warga Indonesia pada tanggal 2 Maret 2020. Hal itu mendukung penelitian yang dilakukan oleh [5] yang mengungkapkan bahwa adanya perbedaan harga saham dan total saham yang diperdagangkan secara signifikan sebelum dan sesudah diumumkannya kasus Covid-19 pada perusahaan perhotelan, restauran, dan pariwisata yang terdaftar di BEI, harga saham dan total saham yang diperdagangkan mengalami penurunan. Namun lain halnya dengan hasil penelitian yang dilakukan oleh [5] yang menyatakan bahwa adanya perbedaan yang signifikan antara harga saham dan total saham yang diperdagangkan sebelum dan setelah pengumuman Covid-19 , harga saham mengalami penurunan begitupun juga dengan total saham yang diperdagangkan terdapat. Penelitian dilakukan dengan tujuan untuk mengetahui adanya perbedaan harga saham dan volume transaksi sebelum dan sesudah pengumuman Covid-19 pada 45 perusahaan yang tergabung dalam LQ-45
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