Open AccessANALISIS PERBANDINGAN HARGA SAHAM DAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH PENGUMUMAN COVID-19 DI INDONESIA (Studi Pada Indeks Saham LQ-45 Di Bursa Efek Indonesia)
Author(s) -
Aviana Putri Iswanti,
Aprilina Susandini
Publication year - 2021
Publication title -
jurnal kajian ilmu manajemen
Language(s) - English
Resource type - Journals
eISSN - 2797-0167
pISSN - 2775-3093
DOI - 10.21107/jkim.v1i2.11591
Subject(s) - wilcoxon signed rank test , stock price , covid-19 , significant difference , stock (firearms) , stock exchange , business , business administration , mathematics , statistics , biology , geography , mann–whitney u test , medicine , finance , paleontology , disease , archaeology , series (stratigraphy) , infectious disease (medical specialty)
The Covid-19 case in Indonesia was first announced on March 2, 2020. This study aims to determine whether there is a significant difference in share prices and share trading volume before and after the announcement of Covid-19 in Indonesia on LQ-45 shares on the Indonesia Stock Exchange. . The research data were taken 14 days before and 14 days after the announcement of the first case of Covid-19 in Indonesia. The data analysis was processed with descriptive statistics, the One Sample Kolmogorov-Smirnov Test, and the Wilcoxon Signed Rank Test. From the results of data processing, it shows that there is a significant difference in stock prices before and after the announcement of the first Covid-19 case in Indonesia. This is indicated by a significance value of 0.00 0.05. Where the share price has decreased compared to before the announcement of the Covid-19 case. Meanwhile, the trading volume of shares also shows a significant difference. Where the significance value is 0.00 0.05. The volume of stock trading after the announcement shows an increasing value.