Pengaruh Covid-19 Terhadap Harga Saham dan Volume Transaksi Saham pada Industri
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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.
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