Pengaruh Covid-19 Terhadap Harga Saham dan Volume Transaksi Saham pada Industri
Abstract views: 580 | PDF downloads: 408
Abstract
ABSTRACT
Since the announcement of the first Covid-19 case in Indonesia, many sectors are affected by the virus including stock market. First case of the virus in Indonesia announced in March 2th, 2020 by President Joko Widodo. Purpose of the research are to analyze the effect of the virus on stock market and the volume of transaction in transportation industry listed in BEI. This research uses quantitative approach with secondary data source obtained from the internet or idx.co.id. Data analysis uses Non-Parametric Statistical Wilcoxon Signed Rank Test. Research proves there are significant differences on stock prices 31 days before and 31 days after the first announcement of Covid-19 case in Indonesia. Lastly, this research describes that the first announcement of Covid-19 case didn’t give a significant impact on stock transaction volume in some of the transportation industry companies.
ABSTRAK
Sejak pengumuman kasus pertama Covid – 19 di Indonesia, banyak sektor- sektor yang terdampak akibat dari virus tersebut termasuk sektor pasar modal. Pengumuman kasus pertama di Indonesia terjadi pada tanggal 2 Maret 2020 yang diumumkan langsung oleh Presiden Joko Widodo. Penelitian ini bertujuan untuk mengetahui dampak dari peristiwa Covid- 19 terhadap harga saham dan volume transaksi pada industri transportasi yang terdaftar di BEI. Penelitian ini menggunakan pendekatan kuantitatif dengan menggunakan data sekunder yang didapat dari internet atau idx.co.id. Analisis data menggunakan Uji Statistik Non Parametrik Wilcoxon Signed Rank Test. Hasil penelitian menjelaskan bahwa terdapat perbedaan signifikan pada harga saham 31 hari sebelum dan 31 hari sesudah pengumuman kasus pertama Covid-19 di Indonesia. Hasil penelitian ini juga memberikan gambaran bahwa pengumuman kasus pertama Covid-19 tidak memberikan pengaruh yang signifikan bagi volume transaksi saham pada beberapa perusahaan dalam sektor industri transportasi.
References
Darmadji, T., & Fakhruddin, H. M. (2006). Pasar Modal di Indonesia: Pendekatan Tanya Jawab. Jakarta: Salemba Empat.
Darmadji , T., & Fakhruddin. (2012). Pasar Modal di Indonesia. Jakarta: Salemba Empat.
Darmayani, N., T. Mildawati, Fitriah D. (2020). Dampak Covid-19 Terhadap Perubahan Harga dan Return Saham. Ekuitas: Jurnal Ekonomi dan Keuangan,462-480. doi:https://doi.org/10.24034/j25485024.y2020.v4.i4.4624
Fatia, S. N. (2021, Maret 29). Pikiran Rakyat. Retrieved from https://www.pikiran-rakyat.com/nasional/pr-011688362/update-kasus-virus-corona-indonesia-senin-29-maret-2021-naik-jadi-1501093-orang
Hartono, J. (2010). Teori Portofolio dan Analisis Investasi. Yogyakarta: BPFE.
Mangindaan, J. V., & Manossoh, H. (2020). Analisis Perbandingan Harga Saham PT Garuda Indonesia Persero (Tbk.) Sebelum dan Sesudah Pandemi Covid-19. Jurnal Administrasi Bisnis, 80-85.
Nurmasari, I. (2020). Dampak Covid-19 Terhadap Perubahan Harga Saham dan Volume Transaksi (Studi Kasus Pada PT. Ramayana Lestari Sentosa, Tbk.). Jurnal Sekuritas (Saham, Ekonomi, Keuangan, dan Investasi), 230-236.
http://dx.doi.org/10.32493/skt.v3i3.5022
Rahmani, A. N. (2020). Dampak Covid-19 Terhadap Harga Saham dan Kinerja Keuangan Perusahaan. Kajian Akuntansi, 21, 252-269. doi:https://doi.org/10.29313/ka.v21i2.6436
Saputro, A.E, (2021). Analisis Harga Saham Syariah dan Volume Perdagangannya Sebelum dan Sesudah Pengumuman Covid 19. Jurnal ECODUCATION, 159-168. doi:https://doi.org/10.33503/ecoducation.v3i1
Subramanyam, K. R., & Wild, J. J. (2012). Analisis Laporan Keuangan (10 ed.). Jakarta: Salemba Empat.
Sugianto, D. (2020, April 10). Detik Finance. Retrieved Maret 30, 2021, from https://finance.detik.com/bursa-dan-valas/d-4972595/perjalanan-ihsg-sejak-ri-positif-virus-corona
Sugiyono. (2016). Metode Penelitian Kuantitatif, Kualitatif, dan R&D. Bandung: Alfabeta.
Sutrisno, W. (2010). Manajemen Keuangan, Teori, Konsep dan Aplikasi. Yogyakarta: Ekonisia
Undang- Undang Pasar Modal no.8 Tahun 1995 Pasal 1 ayat 3
Utomo, A. P. (2020, Maret 12). Kompas.com. Retrieved from
Wenno, M. (2020). Dampak Covid-19 Terhadap Perubahan Harga Saham dan Volume Transaksi (Studi Kasus pada PT Bank Mandiri Tbk). Jurnal Soso-Q, 84-91. doi: http://dx.doi.org/10.30598/sosoq.v8i2.1156
Wicaksono, C. A., & Adyaksana, R. I. (2020). Analsis Reaksi Investor sebagai Dampak Covid-19 Pada Sektor Perbankan di Indonesia. Jurnal Ilmiah Akuntansi Fakultas Ekonomi, 129-138. doi: 10.34204/jiafe.v6i2.2227
Copyright (c) 2022 Karina Vera
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution-ShareAlike 4.0 International License that allows others to share the work with an acknowledgement of the works authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journals published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).
