Analisis Perbandingan Abnormal Return dan Trading Volume Activity Sebelum dan Sesudah Dilakukannya Vaksinasi COVID-19 di Indonesia - Arief Ibrahim; Lasmanah (Bandung Conference Series: Business and Management, 2022)
Abstract. This study aims to determine the comparison of abnormal returns and trading volume activity before and after the COVID-19 vaccination in Indonesia. The author uses 50 samples of healthcare and banking companies listed on the Indonesia Stock Exchange with an observation period of 7 days before and after the event. The research method used is descriptive method and secondary data analysis with quantitative methods. The test carried out was the Wilcoxon signed rank test with the help of the SPSS 24 program. The results showed that there were differences in Abnormal Return and Trading Volume Activity before and after the COVID-19 Vaccination in Indonesia. Abstrak. Penelitian ini bertujuan untuk mengetahui Perbandingan Abnormal Return dan Trading Volume Activity Sebelum dan Sesudah dilakukannya Vaksinasi COVID-19 di Indonesia. Penulis menggunakan 50 sampel perusahaan healthcare dan perbankan yang terdaftar di Bursa Efek Indonesia dengan periode pengamatan yaitu 7 hari sebelum dan sesudah peristiwa. Metode penelitian yang digunakan adalah metode deskriptif dan analisis data sekunder dengan metode kuantitatif. Pengujian yang dilakukan adalah uji Wilcoxon signed rank test dengan bantuan program SPSS 24. Hasil penelitian menunjukan bahwa terdapat perbedaan Abnormal Return dan Trading Volume Activity sebelum dan sesudah dilakukannya Vaksinasi COVID-19 di Indonesia.