Article Per Year (5 Year)
p-Index From 2019 - 2024
0.659
P-Index
This Author published in this journals
All Journal Kinerja: Jurnal Ekonomi dan Manajemen JURNAL NUSANTARA APLIKASI MANAJEMEN BISNIS Jurnal Akuntansi, Manajemen dan Bisnis Digital
Basyith, Abdul
Unknown Affiliation
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Published : 3 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : JURNAL NUSANTARA APLIKASI MANAJEMEN BISNIS

 1 
Reaksi Pasar Modal Terhadap Pengumuman Pandemi Covid-19 dan Pengumuman PPKM Level 4 Pada Indeks LQ45 Basyith, Abdul; Ningsih, Aliya; Hidayat, Randy
Jurnal Nusantara Aplikasi Manajemen Bisnis Vol 7 No 2 (2022): Jurnal Nusantara Aplikasi Manajemen Bisnis
Publisher : UNIVERSITAS NUSANTARA PGRI KEDIRI

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29407/nusamba.v7i2.17621

Abstract

T This study aims to identify and analyze the impact of COVID-19 and the implementation of PPKM level-4 on abnormal returns and stock trading on the LQ-45 with 3 time periods, namely 5, 30 and 60 days before after the announcement. The analytical technique used is a different test independent samples. The results of this study are based on 3 time window periods showing the announcement of covid-19 does not show any difference in abnormal returns. The existence of PPKM level-4 indicates an influence on abnormal returns for all windows. The announcement of the presence of covid has an effect for a period of 30 and 60 days, but for 5 days, it does not affect trading volume activity. PPKM level-4 has no impact on trading volume activity for 30 days but does affect 5 and 60 days. Announcement of the existence of covid-19 without tightening activities does not affect abnormal returns and trading volume, but the fact of activity restrictions through PPKM level-4 affects abnormal returns
Co-Authors Abdul Hamid Hidayat, Randy Huljanah, Witari Miftha Kurniawan, Eko Sulistyo Ningsih, Aliya