Analisis Abnormal Return dan Trade Volume Acivity Sebelum dan Sesudah Pengumuman Kebijakan Restrukturisasi Kredit Pandemi Covid-19

Nadia Nur Azmi, Ruhadi Ruhadi, Benny Barnas
2021 Indonesian Journal of Economics and Management  
This study is to find out abnormal return and trade volume activity before and after the announcement of the covid-19 pandemic credit reconstructuralization policy (a study of banking companies listed on the Indonesia Stock Exchange). Quantitative research with population is a company that is a member of the Indonesia Stock Exchange and is used as many as 44 companies from the financial services sector of banking subsectors listed on the Indonesia Stock Exchange as a sample. Sampling techniques
more » ... use purposive sampling from secondary data taken from idx.co.id and yahoo finance pages. Data analysis techniques use descriptive statistical analysis, classical assumption tests and other tests (Wilcoxon Signed-Rank Test). The results showed significant differences in Abnormal Return (AR) and Trade Volume Activity (TVA) before and after the announcement of the Covid-19 pandemic credit restructuring policy.
doi:10.35313/ijem.v2i1.3111 fatcat:gditjvvhcbhhzidjxyfhrmf3kq