Al-Mashrof: Islamic Banking and Finance
Vol 3, No 2 (2022): Al - Mashrof: Islamic Banking and Finance

Reaksi Pasar Modal Sebelum dan Sesudah Pengumuman Pemberlakuan Pembatasan Kegiatan Masyarakat (PPKM) Darurat (Studi pada IDX-MES BUMN 17)

Choirul Arifah (Universitas Islam Negeri Sunan Kalijaga Yogyakarta)
Muhfiatun Muhfiatun (Universitas Islam Negeri Sunan Kalijaga Yogyakarta)

Article Info

Publish Date
09 Dec 2022

Abstract

This research is descriptive quantitative using an event study. This research aims to test and compare the IDX-MES BUMN 17 to the announcement of the emergency PPKM or community activity restriction on July 1, 2021 due to covid-19 pandemic situation. The sample as well as the population in this study used all of the companies listed in IDX-MES BUMN 17. The data analysis method used One-Sample Test and Wilcoxon Sign Rank Test. The daily test with One-sample Test showed that significant abnormal returns at t-9 and t-7. Meanwhile, a compared test with Wilcoxon Sign Rank Test showed that there were differences in abnormal return, security return variability, and trading volume activity before and after the implementation of Emergency Community Activity Restrictions (PPKM Darurat) but not significant on IDX-MES BUMN 17.

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Journal Info
Al-Mashrof: Islamic Banking and Finance
Website

Abbrev

almashrof

Publisher

Universitas Islam Negeri Raden Intan Lampung

Subject

Economics, Econometrics & Finance

Description

Al-Mashrof : focused on primary studies: Islamic Finance, Islamic Banking, Islamic Accounting, Islamic Management, and halal markets, has initiated the development of global economic advantages. Islamic based economics could not be seen as independent variable standing on side-by-side with ...