Dampak Pandemi Covid-19 Terhadap Return Saham Sektor Property Dan Real Estate Yang Terdaftar Di Bursa Efek Indonesia Periode 2020

Mazid, Annisa; Listyaningsih, Erna; Indriani, Wiewiek

doi:10.37301/jmubh.v17i1.19952

Cited by 3 publications

(3 citation statements)

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“…Sumber : www.bi.go.id Beberapa Penelitian yang telah dilakukan, pandemi covid-19 memiliki hubungan positif yang signifikan dengan pergerakan pasar saham (Febrianty Lautania et al, 2021;Fissholah & Hascaryani, 2022;Iswanti & Susandini, 2021;Lee et al, 2023;Mazid et al, 2022;Nurastuti, 2022;Nurmawan & Ichsanuddin Nur, 2022;Purnamasari & Anggraini, 2021;Santosa Agung & Erna Susilawati, 2021;Utami & Sulistyowati, 2022;Zhang et al, 2020), namun sebagian studi empiris menyebutkan bahwa pandemi covid 19 memiliki hubungan negatif terhadap pergerakan pasar saham (Apergis & Apergis, 2020; Darmayanti et al, 2021;Dieni Khoirunisa & Siti Aminah Anwar, 2021.;Isnaini & Agustin, 2022). Sedangkan beberapa penelitian di Indonesia telah menggunakan inflasi dan pdb sebagai indikator atau variabel penelitiannya dalam menganalisis hubungan masing-masing variabel tersebut terhadap Return saham ((Andyani, 2018;Damayanti, 2021;Maulita, 2019;Triaryati, 2014;Utami & Sulistyowati, 2022).…”

Section: Gambar 3 Tingkat Inflasi DI Indonesia Tahun 2019-2022unclassified

Dampak Dinamika Pandemi Covid-19 Terhadap Return Indeks Saham Sektor Finance Di Bursa Efek Indonesia

Lumbantoruan,

Tubagus Ismail,

Ira Geraldina

2023

JMBI UNSRAT

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Perubahan signifikan dalam Return Indeks Saham Sektor finance baik sebelum dan sesudah pandemi covid 19 masuk ke Indonesia menjadi fokus perhatian dalam penelitian ini. Di tengah kondisi yang belum pasti ini, Indeks Saham Sektor finance di Bursa Efek Indonesia mengalami perubahan yang mencolok. Penelitian ini berfokus menganalisis dampak pandemi COVID-19 terhadap Return Indeks Saham Sektor finance di Bursa Efek Indonesia. Penelitian ini melibatkan Indeks Saham Sektor finance sebagai objek penelitian, dengan variabel-variabel penelitian yang mencakup Produk Domestik Bruto (PDB), Tingkat Inflasi, dan Return Indeks Saham Sektor finance. Penelitian ini juga memeriksa konsistensi hubungan antara PDB, inflasi, dan return saham dalam kurun waktu yang cukup lama. Adapun periode penelitian ini mencakup tahun 2019 hingga 2022. Penelitian ini bersifat penelitian kuantitatif. Model yang digunakan untuk menjawab masalah penelitian adalah model Structural Vector Autoregression (SVAR). Alat bantu penelitian dalam model Svar ini menggunakan perangkat lunak Eviews. Data sekunder digunakan dalam penelitian ini. Populasi penelitian sebanyak 20 perusahaan yang tergabung dalam sektor finance di BEI selama periode penelitian. Hasil uji kausalitas granger menunjukkan bahwa Inflasi memiliki hubungan yang signifikan terhadap Return saham sektor finance dengan nilai probabilitas sebesar 0,0382. Namun variance decomposition menggambarkan bahwa kontribusi inflasi terhadap perubahan return saham tidak terlalu besar yaitu sebesar 3 persen dari periode satu sampai dengan periode keenambelas. Sedangkan PDB terhadap return indeks saham sektor finance memiliki nilai probabilitas adalah 0,0916 dari hasil uji kausalitas granger. Artinya bahwa PDB tidak ada hubungan yang signifikan terhadap return saham sektor finance selama periode pengamatan.

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Section: Gambar 3 Tingkat Inflasi DI Indonesia Tahun 2019-2022unclassified

Dampak Dinamika Pandemi Covid-19 Terhadap Return Indeks Saham Sektor Finance Di Bursa Efek Indonesia

Lumbantoruan,

Tubagus Ismail,

Ira Geraldina

2023

JMBI UNSRAT

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“…As research conducted by (Yuannisa, 2022) said that the covid pandemic had an impact on stock prices which resulted in the Jakarta Composite Index experiencing a deep drop in price. (Tiwi and Rahayu, 2021) found that there was a difference in the stock prices of the consumer goods industry after a positive covid case was announced and (Annisa et al, 2022) found that the announcement of the first covid 19 case in Indonesia had an effect on stock returns in the property and real estate sector. Meanwhile (Harianja et al, 2022) found that the results of the study showed that there was no significant difference in price at pharmaceutical companies, but there was a significant difference in transaction volume, namely a decrease in transaction volume.…”

Section: Introductionmentioning

confidence: 99%

The Impact of Implementing Asymmetric Auto Reject on Liquidity and Stock Trading Volume (Case Study on LQ45 Stock in Indonesia Stock Exchange)

Pramana¹

2023

IJEBMR

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The existence of the Covid-19 pandemic has greatly affected the condition of the public in investing, especially investing in stocks. The Indonesia Stock Exchange as a stakeholder makes several regulations so that the public continues to have a high interest in investing in stocks one of which is the application of an asymmetric auto reject policy. This study was conducted with the aim to explaining whether there is an effect before and after the implementation of the asymmetric auto reject policy on liquidity and stock trading volume. This study uses the paired sample test method to see whether there are differences before and after the implementation of the asymmetric auto reject policy. The result of this study indicate that the significance value (2- tailed) of the paired sample test table is <0.05 which indicates a significant difference between the initial and final variables. This shows that there is a significance influence on liquidity and stock trading volume in LQ45 stocks.

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“…For investors, EPS information is considered basic and useful information because it describes the company's prospects for future earnings. A high EPS value indicates that the company is in good standing and increasing in terms of company sales and profits, increasing investors' desire to buy shares in the company [12]. A high earnings per share indicates that the company's ability to generate net earnings per share is also high, influencing the return investors receive in the capital markets.…”

Section: Introductionmentioning

confidence: 99%

Analysis Stock Return on Manufacture Sector Post-Covid-19 Pandemic

Randyantini

Saputri

et al. 2023

KSS

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Manufacturing companies in Indonesia support the government’s role in the development of the economic growth in the country. However, the Covid-19 pandemic has caused problems in making a profit. Therefore, the main problem of this study is to find out and analyze how net profit margin and earning per share affect stock return. Second, knowing and analyzing capital structure as an intervening variable that relates the effect of net profit margin and earning per share to stock return. This study explores the theoretical model and empirical results of how net profit margin and earning per share affects stock return through capital structure. The sampling method was carried out using the purposive sampling method, a data source collection technique that determines the sample with certain considerations. There were 25 companies that were sampled in this study. The data processing was done by multiple linear regression analysis. From various empirical results, there is still little research on the ability of capital structure as a intervening variable to analyze manufacturing companies listed on the Indonesia Stock Exchange. This research is expected to contribute to further research and facilitate the government to approach the development of manufacturing companies to encourage the economy. Meanwhile, investors can be informed about the company’s stock return. The importance of this research can be useful for companies in providing solutions on how to increase net profit margin and earning per share by increasing stock return through capital structure factors. Keywords: net profit margin, earning per share, capital structure, stock return

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Dampak Pandemi Covid-19 Terhadap Return Saham Sektor Property Dan Real Estate Yang Terdaftar Di Bursa Efek Indonesia Periode 2020

Cited by 3 publications

References 1 publication

Dampak Dinamika Pandemi Covid-19 Terhadap Return Indeks Saham Sektor Finance Di Bursa Efek Indonesia

Dampak Dinamika Pandemi Covid-19 Terhadap Return Indeks Saham Sektor Finance Di Bursa Efek Indonesia

The Impact of Implementing Asymmetric Auto Reject on Liquidity and Stock Trading Volume (Case Study on LQ45 Stock in Indonesia Stock Exchange)

Analysis Stock Return on Manufacture Sector Post-Covid-19 Pandemic

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