Jurnal Indonesia Sosial Teknologi
Vol. 5 No. 11 (2024): Jurnal Indonesia Sosial Teknologi

Comparative Analysis of Risk Premium and Stock Market Returns in Indonesia: A Case Study of Normal and COVID-19 Pandemic Periods

Rahmadani, Peni (Unknown)
Manurung, Adler Haymans (Unknown)

Article Info

Publish Date
27 Nov 2024

Abstract

This research examines the effect of market risk premium (risk premium) on market returns (JCI). In addition, this study aims to see the effect of premium risk on market returns during the COVID-19 Pandemic. The data used in this study is secondary (JCI data and Deposit Interest Rates) for the period January 2010 – September 2023. The method used in this study is the GARCH method (1.1). The results of this study show a positive and significant influence of risk premium on market returns (JCI). During the COVID-19 Pandemic, risk premiums negatively and significantly affected JCI returns or the Indonesian stock market.

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Journal Info
Jurnal Indonesia Sosial Teknologi
Website

Abbrev

jist

Publisher

CV. Publikasi Indonesia

Subject

Computer Science & IT Economics, Econometrics & Finance Environmental Science Law, Crime, Criminology & Criminal Justice Social Sciences

Description

Jurnal Indonesia Sosial Teknologi is a peer-reviewed academic journal and open access to social (Education, Economic, Law, Comunication, Management and Humaniora) and Technology . The journal is published monthly once by CV. Publikasi Indonesia. Jurnal Indonesia Sosial Teknologi provides a means for ...