Jurnal Ilmu Ekonomi dan Pembangunan
Vol 22, No 2 (2022): Jurnal Ilmu Ekonomi dan Pembangunan

STOCK PRICE VOLATILITY DURING COVID-19: EVIDENCE FROM HOSPITALITY FIRMS IN INDONESIA

Wahyudi, Setyo Tri (Unknown)
Nabella, Rihana Sofie (Unknown)
Sari, Kartika (Unknown)
Musa, Ibrahim (Unknown)



Article Info

Publish Date
30 Nov 2022

Abstract

This study aims to measure the volatility of stock prices of hospitality firms in Indonesia during the Covid-19 pandemic. Using the stock prices data on hospitality firms and the Autoregressive Integrated Moving Average (ARIMA) methods. The results of the study obtained show that hospitality firms in Indonesia are still filled with uncertainty, as seen by the volatility of stock prices in each company. In addition, forecasting results using ARIMA show that the stock prices of several hospitality firms will be more stable in the future. However, several other firms will still be depressed by the impact of Covid-19.

Copyrights © 2022






Journal Info

Abbrev

jiep

Publisher

Subject

Humanities Economics, Econometrics & Finance Social Sciences

Description

The Jurnal Ilmu Ekonomi dan Pembangunan (JIEP) invites papers on a wide range of topics, including the following : Economic Theories and Methodologies Econometric Finance and Monetary Economy Review of Government Policy and Macroeconomic Regional Economy Globalization and Localization Approach to ...