p-Index From 2020 - 2025
5.237
P-Index
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : EQIEN - JURNAL EKONOMI DAN BISNIS

PENGARUH COVID-19 TERHADAP PENGEMBALIAN SAHAM LQ45 DI INDONESIA isnaini Nuzula Agustin; Suryati Suryati
Eqien - Jurnal Ekonomi dan Bisnis Vol 9 No 1 (2022): EQIEN - JURNAL EKONOMI DAN BISNIS
Publisher : Sekolah Tinggi Ilmu Ekonomi Dr Kh Ez Mutaqien

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (546.416 KB) | DOI: 10.34308/eqien.v9i1.313

Abstract

This research attempts to investigate the effect of Confirmed Covid-19 Cases and Death Covid-19 Cases on the Stock Return by using the Exchange Rate, Oil, market to Book Ratio variables as control variables. This study use Indonesia Stock Exchange, particularly all LQ45 constituents whoch know as liquid index during the period of March 3 2020 to July 31 2021. Purposive sampling resulting 39 emitents that met the criteria. The data analysis method is Panel Regression and processed with E-views software. Under the best model selection, it was confirm that the best regression model is the Random Effect Model (REM). The results of this study confirms that Covid-19 Confirmed Cases has a significant negative effect on Stock Return, while the Covid-19 Death Cases has a significant positive effect on Stock Return. Nevertheless, impact of Death Cases is more weak than the Confirmed Cases. This findings is expected to be used as reference for investors and fund managers as the basis of decision making in capital market.
Co-Authors Adlis Santoni Agoeng Prasetyo Alda Nurfaiza Anastasya Wilma Lilipory Anna Anggraini Bagoes Widjanarko Bela Janare Putra BUSTANUL ARIFIN Deswati Deswati Emi Puspita Dewi Emil Izmilia Emriadi - Eva Nurmaidah Nurmaidah Faradillah Faradillah Fernando, Henky Ferryani Krisnawati Filsha Chairunisa Fivi Mona Bareno Hadi Nasbey Hajijah Hajijah Hartika Utami Fitri Hermansyah Aziz Hinaya Hinaya Ibnu Irawan Imelda Imelda Indri Emirna Putri Isnaini Nuzula Agustin kasyful anwar Kusumasari, Prosawita Ririh Larasati, Yuniar Galuh Lena Marianti Lili Fitriani M. Bahriza Fauzi Mahdum Mai Efdi Mai Efdi Maimun Maimun Marniati Salim Masnia Natasya Masrullita Masrullita Matlal Fajri Alif Maya Afriani Meriatna Meriatna Mohamad Solichin Mudinillah, Adam Muhammad Ediyani Muhammad Fadhiel Alie Muzaiyanah Muzaiyanah Nasrul ZA Norman Ferdinal Nova Syafni Novesar Jamarun Nur Id'ys Nur Indah Utami Nur Islamiyati Nur Syifa Mardhatillah Nuraida Nuraida Nurlaeli Sukesti Ariani Nasution Nurlaely Sukesti ArianiNasution Nyimas Natasha Ayu Shafira Olly Norita Tetra Permatasari Diah Philipus Eksan D.Rovin Putri Arwanda Putri Ayu Agusliana R.A Siti Khairunisa Rahmi Vika Ulia Rahmiana Zein Refilda Refilda Refinel - Reza Ginandha Sakti Rimasi Rimasi Rizka Nurlaila RM Singgih Sanjaya Rotua Lenawati Tindaon Ryan Fajri Kurniawan Safni Safni Sartika Dewi Setiarini, Agnes Tika Solikin Solikin Suarman Suarman Suarman Sulhatun Sulhatun Sumarno Sumarno Sumaryati Syukur Surnimawati Surnimawati Syofyan Syofyan Syukri Arief Syukri Syukri Tasya Tasya Teguh Anindito Teti Marlina Tia Aulia Tommi Hermansyah Ulfi Hayati VG Tinoek Istiarti Wiwik Hanifah Wiwin Mochtar Wiyono Wiwin Muchtar M.Hum. S.H. Wiyono Yefrida Yefrida Yetria Rilda Yoan De Nanda Herru Yulizar Yusuf Yulizar Yusuf Zilfa Zilfa Zulkarnain Chaidir