Maruli, Harun Sahat and Noval Adib, SE., M.Si., Ak., P.hD (2021) Analisis Anomali January Effect Di Era Pandemi Covid 19 Pada Saham Yang Terdaftar Pada Bursa Efek Indonesia (Bei). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk menguji ada atau tidaknya perubahaan Abnormal Return dan Trading Volume Activity terkait fenomena January effect di era pandemi covid 19. Objek penelitian ini adalah saham-saham perusahaan yang tergabung ke dalam Indeks IDX SMC Liquid periode penelitian 22 desember 2020 – 11 Januari 2021. Sebanyak 51 perusahaan berhasil dikumpulkan menggunakan metode dokumentasi dengan teknik purposive sampling. Analisis data dilakukan dengan menggunakan Uji Wilcoxon Signed Ranks Test dan Uji Paired T-Test dengan aplikasi SPSS 24. Hasil pengujian menunjukkan bahwa terdapat perbedaan rata- rata abnormal return yang sigifikan antara sebelum,saat peristiwa dan sesudah. Terdapat perubahan signifikan Trading Volume Activity sebelum-saat peristiwa dan saat peristiwa-setelah peristiwa. Namun tidak terdapat perbedaan rata-rata Trading Volume Activity yang sigifikan antara sebelum-setelah peristiwa sebagai akibat pandemi COVID-19 terhadap saham perusahaan dengan Indeks IDX SMC Liquid
English Abstract
This study aims to examine whether or not there are Abnormal Return and Trading Volume Activity changes on the January effect phenomenon during the covid 19 pandemic. The objects of this study include companies listed on the IDX SMC Liquid Index for the research period between 22 December 2020 and 11 January 2021. The samples involve 51 companies selected through documentation with purposive sampling technique, and are analyzed by the Wilcoxon Signed Ranks Test and Paired T-Test utilizing SPSS 24 software. The test results indicate that there is a significant difference in the average abnormal return between return between before, during and after the event. There is a significant difference in trading volume activity before-during the event and during the event-after the event. However, there is no significant difference in the average Trading Volume Activity between before-after events as a result of the COVID-19 pandemic on company stocks and the IDX SMC Liquid Index.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0521020424 |
| Uncontrolled Keywords: | January effect, Covid 19 , abnormal return, trading volume activity, January effect, Covid 19, abnormal return, trading volume activity. |
| Subjects: | 600 Technology (Applied sciences) > 657 Accounting |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 11 Jul 2022 04:37 |
| Last Modified: | 11 Jul 2022 04:37 |
| URI: | http://repository.ub.ac.id/id/eprint/191839 |
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