E-Jurnal Ekonomi dan Bisnis Universitas Udayana
VOLUME.11.NO.11.TAHUN.2022

EVALUASI REAKSI PASAR ATAS DEPRESIASI NILAI TUKAR RUPIAH AKIBAT PANDEMI COVID-19

Diah Anggreni (Fakultas Ekonomi dan Bisnis, Universitas Udayana, Bali, Indonesia)
I Gusti Ayu Made Asri Dwija Putri (Fakultas Ekonomi dan Bisnis, Universitas Udayana, Bali, Indonesia)
I Wayan Suartana (Fakultas Ekonomi dan Bisnis, Universitas Udayana, Bali, Indonesia)
A.A. Ngurah Bagus Dwirandra (Fakultas Ekonomi dan Bisnis, Universitas Udayana, Bali, Indonesia)



Article Info

Publish Date
20 Nov 2022

Abstract

This research was conducted on public companies listed on the Indonesia Stock Exchange (IDX), and the population in this study were all publicly traded companies listed on the Indonesia Stock Exchange. The sample in this study are companies that are members of the IDX-80 index. Data collection was carried out using the websites www.web.idx.id and www.financeyahoo.com. The sampling method used in this study is non-probability sampling with purposive sampling technique. The data analysis technique used is paired sample t-test. The results of the analysis show that there are differences in Cumulative Abnormal Return (CAR) and trading volume activity (TVA) in companies before and after the depreciation of the rupiah exchange rate in 2020. The implications of this research include two things, namely theoretical implications and practical implications. Theoretical implications relate to the contribution of the study to cumulative abnormal returns and the average trading volume activity before and after the depreciation of the rupiah against the US dollar. The practical implications relate to research contributions to public companies listed on the Indonesia Stock Exchange (IDX), especially companies that are members of the IDX-80 index.

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Journal Info

Abbrev

EEB

Publisher

Subject

Economics, Econometrics & Finance Education

Description

E-Jurnal Ekonomi dan Bisnis Universitas Udayana (EEB) is an electronic scientific journal that publishes the results of economic and business studies. EEB is published periodically every month with an online format. EEB Editor receives written results of studies in the fields of economics, ...