Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Jurnal Akuntansi dan Pajak
Universe Universe
Magister Manajemen, Universitas Diponegoro Semarang, Indonesia
Economics, Econometrics & Finance Social Sciences

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

Found 1 Documents
Search

 1 
Dampak Covid-19 Terhadap Pola Prediksi Return Pasar Berdasarkan Harga Minyak Dunia dengan Indeks Dow Jones Sebagai Variabel Intervening Universe Universe; Hersugondo Hersugondo
Jurnal Akuntansi dan Pajak Vol 23, No 2 (2023): JAP : Vol. 23, No. 2, Agustus 2022 - Januari 2023
Publisher : ITB AAS INDONESIA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29040/jap.v23i2.7174

Abstract

The Covid-19 pandemic has had a very serious impact, not only on the health sector, but also on the economic sector. Investors cannot predict the effect of a decline or increase in world oil prices during the Covid-19 pandemic on their investment choice decisions. Through this research, an analysis will be carried out on whether Covid-19 will have an influence on the effect of the relationship between world oil prices and market return predictions using daily Jakarta Composite Index (JCI) data from 03/01/2011 to 14/03/2022. The data to be analyzed will be divided into 3 types of data panels to facilitate the analysis in finding a comparison of the effect of Covid-19 based on a certain period of time by using the dow jones index as an intervening variable. Panel A presents full sample data, Panel B contains pre Covid-19 sample data and Panel C presents data for samples during the time of Covid-19. Based on the results of the study, it can be inffered that the effect of the Covid-19 pandemic can decrase the effectiveness of economic activities and make the capital market unstable, so that the effect of oil prices on market returns is inaccurate. Keywords : Covid-19, Oil Prices, Market Returns
Co-Authors Hersugondo Hersugondo