Indonesian capital market contraction use of collective vaccinescovid-19 pandemic time

Dr. Rulyanti Susi Wardhani, S.E., M.Si., - and Hamsani, - and Dian Prihardini Wibawa, - (2022) Indonesian capital market contraction use of collective vaccinescovid-19 pandemic time. Journal of Positive School Psychology, 6 (4). pp. 1014-1027. ISSN 2717-7564

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This study aims to determine the difference in the average abnormal return, trading volume activity, and security return variability before, during, and after theevent of cooperation vaccine administration. The type of data used is secondary data with data collection techniques using the documentation method. The IDX 80 index list includes 42 stocks from the consumer goods industry, property, real estate, buildingconstruction, utility companies, transportation infrastructure, and service and investment trade sectors. The sampling technique in this study is the saturated sampling method. This study used a one-sample t-test, paired sample t-test, and the Wilcoxon signed-rank test.The tests carried out show that there is no significant difference between the average abnormal return, the average trading volume activity, and the average SRV before and after giving vaccines togetherCovid-19 pandemic period on May 18, 2021. This indicates that the event giving cooperation vaccines during the Covid-19 pandemic does not contain important information affecting stock price movements.

Item Type: Article
Uncontrolled Keywords: Abnormal return; trading volume activity; security return variability
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HC Economic History and Conditions
Depositing User: UPT Perpustakaan UBB
Date Deposited: 12 Jun 2023 01:31
Last Modified: 12 Jun 2023 01:31

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