Can the market affect non-government banking returns during COVID-19 pandemic?

Mallisa, Citra Salniati; Timbang, Febriani; Palullungan, Marni; Appulembang, Olfin M.

doi:10.58784/cfabr.6

Cited by 7 publications

(3 citation statements)

References 3 publications

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“…positive relationship with MR so Ha is accepted. On those findings, this study is consistent with the findings of Budiarso andPontoh (2019), Suwito (2020), Azhari et al (2020), Rahmi (2022), Modeong et al (2022), andMallisa et al (2022). The final procedure is to check whether there is a difference between the event periods of R and β.…”

Section: Resultssupporting

confidence: 89%

The CPO's returns and multi-events in Indonesia

Rette¹,

Tipaka²,

Sinambela³

et al. 2023

CFABR

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During the period from January 2022 to June 2022, several events in Indonesia tend to have an impact on the palm oil business. This study aims to examine the relationship between CPO's return and market return with 24 firms as the sample. The findings show that the relationship between the returns of CPO's stocks and market returns is weak and unidirectional. It is also found that the systematic risk and return of CPO's stocks tend to be similar between event periods The findings also imply that the events do not result in a significant difference in returns and systematic risk.

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Section: Resultssupporting

confidence: 89%

The CPO's returns and multi-events in Indonesia

Rette¹,

Tipaka²,

Sinambela³

et al. 2023

CFABR

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show abstract

“…Juliana et al (2023) find that stock movements in Indonesia tend to be more efficient in the period from 2017 to 2020. H1: The stock returns is efficient Holiday effect and risk-return Consistent with Niar (2015), the findings of Mallisa et al (2022), and Modeong et al (2022) also show that risk has a positive impact on returns. These findings imply that an increase in risk will have an impact on an increase in returns so that the higher the risk, the higher the return.…”

Section: Literature Reviewsupporting

confidence: 60%

The “Christmas Effect” on defensive accelerated stocks

Kuada,

Mamonto

2023

CFABR

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The Christmas event in December 2022 is accompanied by an increase in inflation and also an increase in interest rates. The objective of this study is to examine the Christmas effect on optimal returns for investors. To analyze this phenomenon, this study carries out several stages, which are testing the market efficiency and estimating whether there are abnormal returns or not throughout the Christmas period. The consumer non-cyclical sector stocks in the accelerating trading board are used as the sample. The observation period is from 28 November 2022 to 20 January 2023 and is divided into two sub-periods. This study finds that market condition is inefficient before the Christmas event, resulting in higher abnormal returns and risks.

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“…Pada awal tahun 2023, informasi likuidasi beberapa perbankan besar di Amerika Serikat merebak masuk ke pasar modal Indonesia dan diduga cukup mempengaruhi kinerja saham sektor perbankan. Secara empiris, Mallisa et al (2022), dan Modeong et al (2022) menemukan bahwa pergerakan saham sektor perbankan sangat ditentukan oleh risiko sistematis akibat informasi dari sebuah kejadian ekonomi. Tujuan studi ini adalah untuk menganalisis rentang kewajaran pergerakan harga saham sektor perbankan dalam isu likuidasi perbankan di Amerika Serikat.…”

Section: Pendahuluanunclassified

Fenomena likuidasi perbankan AS pada harga saham perbankan di Indonesia

Mea,

Tewu

2023

MBKK

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The issue of bank liquidation in the US during March 2023 has become a trending topic throughout the world's capital markets, including Indonesia. The objective of this study is to examine whether stock prices in the banking sector in Indonesia are still within the confidence interval during the phenomenon of the US banking liquidation. This study finds that the average share price of the privately controlled banking sector tends to decline in value during the US bank liquidation issues. In addition, other evidence also shows that the issue of liquidation of US banks tends to cause the average price of banking shares controlled by the government to fluctuate.

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Can the market affect non-government banking returns during COVID-19 pandemic?

Cited by 7 publications

References 3 publications

The CPO's returns and multi-events in Indonesia

The CPO's returns and multi-events in Indonesia

The “Christmas Effect” on defensive accelerated stocks

Fenomena likuidasi perbankan AS pada harga saham perbankan di Indonesia

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