Perbedaan Harga Saham Dan Volume Transaksi Sebelum Dan Sesudah Pengumuman Kasus Covid-19 (Studi Pada Indeks Saham LQ-45)

Abstract

The purpose of this research is to find out whether there are differences in stock prices and transaction volumes due to the announcement of the Covid-19 case. This research includes quantitative research. The population of companies in this study are companies listed on the LQ-45 stock index. Data in the form of daily closing stock prices and trading volume activity data, namely 5 days before and after the first case of Covid-19 was announced. For the data analysis method, this study applies a nonparametric difference test, namely the Wilcoxon Signed Ranks Test with the SPSS 25 program. Based on the results of this study, it shows that the significance value is 0.000 < 0.05, so there is a difference between stock prices before and after the Covid-19 case was announced. Stock prices tend to decline. Meanwhile, the results of the transaction volume research show that if the significance value is 0.488 > 0.05, it means that there is an insignificant difference between before and after the Covid-19 case was announced. The volume of stock transactions has increased more than decreased.