Covid-19 dan Kinerja Saham Perusahaan Indonesia: Pendekatan Event-Study

Authors

  • Wulan Budi Astuti
  • Atieq Amjadallah Alfie

DOI:

https://doi.org/10.31942/akses.v16i1.4472

Abstract

Hampir seluruh sektor terkena dampak Corona Virus Disease 19 (COVID-19) termasuk sektor Pasar modal. Indeks Harga Saham Gabungan (IHSG) selama pandemi mengalami penurunan hingga titik terendah di awal bulan April. Penelitian ini bertujuan untuk menguji pengaruh COVID-19 terhadap pergerakan harga saham perusahaan di Indonesia dengan menggunakan pendekatan event study. Hampir seluruh industri mengalami penurunan pendapatan dan harga saham yang signifikan selama periode COVID-19. Nilai cummulative abnormal return rata-rata dari industri tersebut bernilai negatif dan signifikan, menunjukkan pengaruh signifikan dari COVID-19. Temuan empiris penelitian ini dapat digunakan sebagai referensi pelaku bisnis untuk mempersiapkan bisnis dalam menghadapi pandemi serupa. Kata kunci: Covid-19, Abvnormal return, Event study

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Published

2021-05-12

Issue

Vol. 16 No. 1 (2021): AKSES: JURNAL EKONOMI DAN BISNIS

Section

Articles

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