PENGARUH COVID-19 TERHADAP STOCK RETURN PADA SEKTOR PERDAGANGAN, JASA DAN INVESTASI YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2020

Anastasya, Anastasya (2021) PENGARUH COVID-19 TERHADAP STOCK RETURN PADA SEKTOR PERDAGANGAN, JASA DAN INVESTASI YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2020. Skripsi thesis, Universitas Tarumanagara.

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Abstract

The purpose of this study was to obtain empirical evidence regarding the effect of independent variables in the form of daily growth rate of positive COVID-19 confirmed cases, market capitalization and trading volume on the dependent variable in the form of stock returns during the 2020 period on March 2, 2020, until December 31, 2020. The samples taken in this study are companies in the trade, service and investment sectors that are listed on the Indonesia Stock Exchange. The research sample used 72 companies which selected using purposive sampling method. The data processing technique that being used is panel data regression using the EViews 12 program. The results of the study show that the daily growth rate of positive COVID-19 confirmed cases has a negative significant effect on stock returns, market capitalization and trading volume have a positive significant effect on stock returns. Keywords : COVID-19, market capitalization, trading volume, stock return

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Akuntansi
Depositing User: FE Perpus
Date Deposited: 10 May 2022 06:34
Last Modified: 14 Jun 2023 03:49
URI: http://repository.untar.ac.id/id/eprint/35109

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