Stock Price dan COVID-19 : Sebuah Studi Perbandingan pada Sektor Perbankan Indonesia

Elliv Hidayatul Lailiyah (Program Studi Manajemen, Institut Teknologi dan Bisnis Ahmad Dahlan Lamongan)
Arfiana Dewi (Program Studi Akuntansi, Institut Teknologi dan Bisnis Ahmad Dahlan Lamongan)
Rita Nataliawati (Program Studi Perpajakan, Institut Teknologi dan Bisnis Ahmad Dahlan Lamongan)

JURNAL AKUNTANSI, EKONOMI dan MANAJEMEN BISNIS
Vol 9 No 1 (2021): Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis - Juli 2021

The COVID-19 pandemic has had an impact on every sector of life, including the world of capital markets and banking. This study aims to analyze the events of the COVID-19 pandemic on stock prices. This study uses a comparative study by comparing the stock prices of banks into three periods. The comparison period used is before COVID-19 hit Indonesia, when the first case of COVID-19 was announced in Indonesia (t+1) and after the first case, when the COVID-19 vaccine was first discovered (t+1). This study uses banks listed on the Indonesia Stock Exchange with the top ten largest assets in the first quarter of 2020. Data analysis uses the Paired Samples T-Test. The results of the study show that there are differences in stock prices before COVID-19 hit Indonesia and during the first case of COVID-19; there is a difference in stock prices when the first case of COVID-19 was announced in Indonesia and after the first case of COVID-19; and there is a difference in stock prices before COVID-19 hit Indonesia and after the first case of COVID-19 was announced in Indonesia.