Dampak Pengumuman Covid-19 Terhadap Perubahan Harga Saham, Volume Transaksi Saham Dan Abnormal Return Pada Industri Food And Beverage Yang Terdaftar Di BEI

Safitri, Nora (2021) Dampak Pengumuman Covid-19 Terhadap Perubahan Harga Saham, Volume Transaksi Saham Dan Abnormal Return Pada Industri Food And Beverage Yang Terdaftar Di BEI. Other thesis, Universitas Islam Riau.

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Abstract

The purpose of this study is to determine whether there is a significant difference between stock prices, share transaction volume and abnormal returns before and after the announcement of Covid-19 in the Food and Beverage Industry listed on the IDX. The population in this study were Food and Beverage companies listed on the IDX, by using a purposive sampling technique so that the number of samples in this study were 14 companies. The analysis in this study was first carried out by conducting a descriptive statistical test, then testing for normality and testing the hypothesis. Hypothesis testing is performed using the Wilcoxon signed rank test difference, by calculating the share price data, stock transaction volume and abnormal returns 31 days before and 31 days after the announcement. Based on the results of the analysis conducted, this study shows that there are significant differences in stock prices, stock transaction volume and abnormal returns. Where stock prices decreased by 11%, share transaction volume increased by 24% and abnormal returns increased by 49% after the announcement of Covid-19 in Indonesia.

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