Pracoyo, Antyo (2021) REAKSI PASAR SAHAM SEKTOR MANUFAKTUR SEBELUM DAN SESUDAH PENGUMUMAN PERUBAHAN TARIF BEA MASUK IMPOR 2020 DAN PANDEMI COVID-19. FEB Universitas Trisakti, Jurnal Media Ekonomi. (Submitted)
Text
Judul_Lengkap_Antyo PHI Gasal20.docx Download (52kB) |
|
Text
KATA PENGANTAR PHI.docx Download (16kB) |
|
Text
Laporan_PHI_Gasal20_Antyo.docx Download (255kB) |
Abstract
The purpose of this study is to examine the effect of changes import duties tariff policies and pandemic covid-19 on abnormal returns, abnormal volumes, bid-ask spreads, and volatility of manufacturing sector stock prices that have published date of closing price data, as well as historical data and trading volume, and are registered on the Indonesia Stock Exchange. For this purpose, samples were taken from 181 companies during the observation period and listed on the Indonesia Stock Exchange. Researchers tested by applying two regression models for a period of 4 months. From December 2019 to March 2020. The main regression model examines the effect of changes in import duties tariff policy and pandemic covid-19 on abnormal returns. Then in the second model is expanded by adding the dependent variable, namely abnormal volume, bid-ask spread, and stock price volatility. Keywords: Abnormal Returns, Abnormal Volume, Event Studies, Import Tariff duties Policy and pandemic covid-19, Spread Bid-Ask, Stock Price Volatility.
Item Type: | Other |
---|---|
Subjects: | H Social Sciences > HJ Public Finance |
Divisions: | Prodi S1 Manajemen |
Depositing User: | Mr. Antyo Pracoyo |
Date Deposited: | 19 Mar 2021 03:59 |
Last Modified: | 19 Mar 2021 03:59 |
URI: | http://repository.ibs.ac.id/id/eprint/2035 |
Actions (login required)
View Item |