REAKSI PASAR SAHAM SEKTOR MANUFAKTUR SEBELUM DAN SESUDAH PENGUMUMAN PERUBAHAN TARIF BEA MASUK IMPOR 2020 DAN PANDEMI COVID-19

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)

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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: KODEPRODI61201#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

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