DAMPAK PANDEMI COVID-19 TERHADAP AVERAGE ABNORMAL DAN VOLUME TRANSAKSI (STUDI PERUSAHAAN LQ45 DI BURSA EFEK INDONESIA)

Risa Levia Setyawati, Nur Diana, M. Cholid Mawardi

Abstract


This study was conducted to determine the Impact of the Covid-19 Pandemic abnormal return and Transaction Volume (LQ45 Company Study on the Indonesia Stock Exchange). This research includes an event study with purposive sampling method. The data used in this study are secondary data. Data was processed by paired sample t-test using SPSS version 20. From the results of data processing, it showed that there was no significant difference in the AAR (Average Return Abnormal) before and during the Covid-19 pandemic. With an Asymp. Sig (2-tailed) value of 0.585 >0.05. Meanwhile, there is a significant difference in ATVA (Average Trading Volume Activity). This is indicated by the Asymp.Sig (2 tailed) value of 0.000 < 0.05.

Keywords : the covid-19 pandemic, abnormal return, transaction volume.

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