Dampak Pengumuman Pemerintah, COVID – 19 Sebagai National Disaster Terhadap Aktivitas Pasar Saham di Bursa Efek Indonesia: Impact of COVID – 19 Government Announcement as a National Disaster on Stock Market Activity on the Indonesia Stock Exchange - Sunita Dasman; Muhamad Nur (LPPM Universitas Pelita Bangsa, 2022)
Kota Wuhan merupakan kota dimana diketemukannya virus yang dikenal Covid-19 dan menyebar secara massif ke berbagai negara. Presiden Republik Indonesia, Bapak Joko Widodo bahkan menetapkan tanggal 13 April 2020 melalui keputusan presiden (keppres) No 12 tahun 2020 sebagai national disaster. Pembatasan aktivitas ekonomi di seluruh negara menyebabkan penurunan pertumbuhan ekononomi termasuk aktivitas di pasar modal Indonesia. Kajian penelitian ini bertujuan untuk menganalisis dampak pengumuman covid-19 sebagai national disaster terhadap aktivitas perdagangan saham yang diproxy dengan return saham, abnormal return, dan trading volume activity pada perusahaan LQ 45. Masing-masing variabel dihitung dan dibandingkan sebelum dan sesudah adanya pengumuman covid-19 sebagai bencana nasional di Indonesia. Uji T (uji beda) digunakan untuk menguji ada tidaknya perbedaan masing-masing variabel. Data ativitas harian bursa efek Indonesia 30 hari sebelum dan 30 hari sesudah pengumuman covid-19 dibandingkan. Hasil penelitian menunjukkan adanya perbedaan yang signifikan antara aktivitas sebelum dan sesudah pengumuman Covid-19. The city of Wuhan is a city where the virus known as Covid-19 was discovered and spread massively to various countries. President of the Republic of Indonesia, Mr. Joko Widodo even set April 13, 2020 through presidential decree (presidential decree) No. 12 of 2020 as a national disaster. Restrictions on economic activity throughout the country led to a decrease in economic growth including activity in the Indonesian capital market. This research study aims to analyze the impact of the covid-19 announcement as a national disaster on stock trading activities that are produced with stock returns, abnormal returns, and trading volume activities in LQ 45 companies. Each variable is calculated and compared before and after the announcement of Covid-19 as a national disaster in Indonesia. The T test (different test) is used to test whether or not there is a difference between each variable. Indonesia stock exchange daily activity data 30 days before and 30 days after the covid-19 announcement are compared. The results showed a significant difference between previous and post-Covid-19 activities.