dc.contributor.advisor | Ermawati, Wita Juwita | |
dc.contributor.author | Nugroho, Ichwan Malik Adin | |
dc.date.accessioned | 2023-08-09T04:00:28Z | |
dc.date.available | 2023-08-09T04:00:28Z | |
dc.date.issued | 2023 | |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/123320 | |
dc.description.abstract | Penetapan COVID-19 sebagai pandemi di Indonesia melalui Keputusan Presiden Nomor 11 tahun 2020 tentang Penetapan Kedaruratan Kesehatan Masyarakat Coronavirus Disease 2019 berpotensi menghasilkan reaksi pasar terutama pada indeks SRI-KEHATI yang dinilai relatif lebih stabil dan diharapkan mampu bertahan pada kondisi sulit. Penelitian dilakukan untuk mengetahui apakah indeks SRI-KEHATI dapat digolongkan berkinerja baik pada kondisi tidak normal selama pandemi COVID-19. Penelitian menggunakan metode event study dengan metode penarikan sampel purposive sampling diukur dengan rentang waktu 5 hari sebelum dan 5 hari sesudah peristiwa serta 120 hari periode estimasi. Teknik analisis data menggunakan uji normalitas Shapiro-Wilk uji beda dengan pendekatan Paired Sample T-test dan Wilcoxon Signed rank test dengan peranti lunak SPSS 25. Hasil dari penelitian ini menunjukan bahwa penetapan pandemi COVID-19 di Indonesia tidak memberikan reaksi yang signifikan pada abnormal return dan trading volume activity pada perusahaan yang terdaftar dalam Indeks SRI-KEHATI di Bursa Efek Indonesia. | id |
dc.description.abstract | The Declaration of COVID-19 as a pandemic in Indonesia through Presidential Decree No. 11 of 2020 on the Declaration of a Public Health Emergency for Coronavirus Disease 2019 had the potential to trigger market reactions, particularly on the SRI-KEHATI index, which was considered relatively stable and expected to withstand challenging conditions. This research was conducted to determine whether the SRI-KEHATI index could be classified as performing well during abnormal conditions amid the COVID-19 pandemic. The study utilized the event study method with purposive sampling, measured within a 5-day window before and after the event, and a 120-day estimation period. Data analysis employed the Shapiro-Wilk test for normality, paired sample T-test, and Wilcoxon signed-rank test using SPSS 25 software. The findings of this study indicated that the declaration of the COVID-19 pandemic in Indonesia did not significantly affect abnormal return and trading volume activity for companies listed in the SRI-KEHATI Index on the Indonesia Stock Exchange. | id |
dc.language.iso | id | id |
dc.title | Respons Investor Indeks SRI-KEHATI Terhadap Penetapan Status Pandemi COVID-19 di Indonesia | id |
dc.title.alternative | SRI-KEHATI Index Investor Response to the Determination of the Status of the COVID-19 Pandemic in Indonesia | id |
dc.type | Undergraduate Thesis | id |
dc.subject.keyword | abnormal return | id |
dc.subject.keyword | trading volume activity | id |
dc.subject.keyword | event study | id |
dc.subject.keyword | SRI-KEHATI | id |