Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Journal of Accounting and Finance Management (JAFM)
Riska Rosdiana
Universitas Mercu Buana, Jakarta, Indonesia
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Analysis of Market Reactions in Various Industry Sectors Before and After the Announcement of Indonesia's Exposure to the Covid-19 Outbreak Riska Rosdiana
Journal of Accounting and Finance Management Vol. 3 No. 6 (2023): Journal of Accounting and Finance Management (January - February 2023)
Publisher : DINASTI RESEARCH

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.38035/jafm.v3i6.180

Abstract

This study aims to determine the effect of the announcement of the entry of COVID-19 in Indonesia on abnormal returns, trading volume activity and bid-ask spread in the Miscellaneous industry sector listed on the Indonesia Stock Exchange (IDX). The sampling technique used in this study was using the census sampling method and from this method data were obtained as many as 45 companies in the Miscellaneous industry. The method used in this study is an event study, where the event window in this study consists of 7 days before and 7 days after the announcement of the entry of COVID-19 in Indonesia. Hypothesis testing was carried out using the paired-sample t-test and the Wilcoxon signed rank test. The results showed that there were significant differences in trading volume activity before and after the announcement of the entry of COVID-19 in Indonesia. However, there are no significant differences in abnormal returns before and after the announcement of the entry of COVID-19 in Indonesia.
Co-Authors