ANALISIS PERUBAHAN ABNORMAL RETURN SAHAM SAAT PANDEMI COVID-19 DI ASIA TENGGARA

Meryn, Felice (2021) ANALISIS PERUBAHAN ABNORMAL RETURN SAHAM SAAT PANDEMI COVID-19 DI ASIA TENGGARA. Skripsi thesis, Universitas Tarumanagara.

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Abstract

This study aims to determine the changes in the significance of abnormal returns and the differences between before and before the major stock indexes in each Southeast Asian country on the announcement of COVID-19 by the World Health Organization (WHO) and confirmed COVID-19 events. The method used is an event study. The sample in this study was found to be 9 consisting of Southeast Asian countries. The results showed that there were significant daily abnormal returns around the COVID-19 announcement by WHO, but there was no difference in abnormal returns between before and before the event. Empirical results also show that in the first confirmed COVID-19 case, there was no significant daily abnormal return and no difference in abnormal return before and before the event. The conclusion of this study is that global information has more influence on the significance of abnormal returns in the range of events in Southeast Asia. Keywords: COVID-19, Abnormal Return, Stock Market, Event Study

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Akuntansi
Depositing User: FE Perpus
Date Deposited: 13 May 2022 07:49
Last Modified: 31 Jul 2023 06:39
URI: http://repository.untar.ac.id/id/eprint/35227

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