Open AccessPerbedaan Harga Saham Dan Volume Transaksi Sebelum Dan Sesudah Pengumuman Kasus Covid-19 (Studi Pada Indeks Saham LQ-45)
Author(s) -
Mochamad Rizal Yulianto,
Zulfani Anggraini,
Nurasik
Publication year - 2022
Publication title -
jurnal akuntansi dan keuangan
Language(s) - English
Resource type - Journals
eISSN - 2810-0735
pISSN - 2809-851X
DOI - 10.54259/akua.v1i1.133
Subject(s) - stock (firearms) , covid-19 , stock price , database transaction , population , transaction data , business , economics , econometrics , medicine , demography , geography , biology , computer science , paleontology , disease , archaeology , series (stratigraphy) , infectious disease (medical specialty) , sociology , programming language
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, 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.