Pengaruh Pengumuman PPKM Darurat terhadap Harga dan Return Saham Perbankan

Murharsito, Murharsito

doi:10.34001/jdeb.v18i2.2365

Cited by 4 publications

(2 citation statements)

References 0 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…Budiarso and Pontoh (2019) find that the increase in the return of a stock will be in line with the increase in risk. Murharsito (2021) finds that stock returns experienced a significant decline after the announcement of the Implementation of Community Activity Restrictions (or PPKM) on 5 days before and 5 days after July 1, 2021. Consistently, Kristina (2022) also finds that banking stock prices decreased after the announcement of the Covid-19 pandemic especially on March 3, 2020 to September 10, 2020 which implies a reduced risk of these securities.…”

Section: Literature Reviewmentioning

confidence: 99%

The effect of market risk on returns: Case of banking in Indonesia

Modeong

Wati

Ante

et al. 2023

CFABR

View full text Add to dashboard Cite

The banking industries are a sector that play important role to support national development and national economy. During Covid-19 pandemic, most of market in the world include Indonesia has urgent circumstances. The objective of this study is to examine whether the Covid-19 pandemic has bad impact on returns of banking industries. The results of regression over January 3, 2020, to December 30, 2021 show that there is positive relationship for risk-return of BBNI and BBRI. Those results imply that Covid-19 pandemic does not have significant effect on returns for those banks. It also means that most investors feel safe for those banks financial performance.

show abstract

Section: Literature Reviewmentioning

confidence: 99%

The effect of market risk on returns: Case of banking in Indonesia

Modeong

Wati

Ante

et al. 2023

CFABR

View full text Add to dashboard Cite

show abstract

“…Penelitian memiliki hasil tidak terdapat perbedaan volume perdagangan saham (Suci, 2021). Selanjutnya penelitian event study oleh Murharsito tahun 2021 menggunakan variabel harga saham dan return saham perbankan, yang memperoleh hasil tidak terdapat perbedaan pada kedua vbariabel sesudah kejadian diumumkan (Murharsito, 2021).…”

Section: ‫‬unclassified

Estimasi Perbedaan Harga Saham dan Volume Perdagangan Saham Sektor Perbankan Syariah Di Indonesia Studi Peristiwa: KTT G20 Di Bali Tahun 2022

Okpiani,

Novi Khoriawati

2022

View full text Add to dashboard Cite

This research aims to examine differences in share stock prices and stock trading volume of Islamic banking sector between before and after the KTT G20 in Bali, Indonesia on 15-16 November 2022. The type of research is an event study with a quantitative approach. The research data is secondary data in the form of share price history and trading volume of Islamic bank shares listed on the IDX. The sample in this study was 60 consisting of 30 data before and 30 data after the KTT G20 in Bali, Indonesia. The data analysis technique used the Paired Sample t-test for the stock price variable and the Wilcoxon Signed Rank Test for the stock trading volume variable. The results showed that there was no difference in the average stock price after the KTT G20 in Indonesia and there was a difference in the average trading volume after the KTT G20 in Indonesia. The conclusion of the study was that investors received information about the KTT G20 in Indonesia as bad news because changes in stock price volume occurred negatively._____________________Penelitian ini bertujuan untuk menguji perbedaan harga saham dan volume perdagangan saham sektor perbankan syariah antara sebelum dan setelah KTT G20 di Bali, Indonesia tanggal 15-16 November 2022. Jenis penelitian adalah studi peristiwa dengan pendekatan kuantitatif. Data penelitian yakni data sekunder berupa history harga saham dan volume perdagangan saham bank syariah yang terdaftar di BEI. Sampel dalam penelitian ini sebanyak 60 yang terdiri dari 30 data sebelum dan 30 data setelah kejadian KTT G20 di Bali, Indonesia. Teknik analisis data menggunakan uji hipotesis Paired Sample t-test untuk variabel harga saham dan uji Wilcoxon Signed Rank Test untuk variabel volume perdagangan saham. Hasil penelitian menunjukkan tidak terdapat perbedaan pada rata-rata harga saham setelah KTT G20 di Indonesia dan terdapat perbedaan pada rata-rata volume perdagangan saham setelah KTT G20 di Indonesia. Kesimpulan penelitian diperoleh bahwa investor menerima informasi mengenai KTT G20 di Indonesia sebagai bad news sebab perubahan volume harga saham terjadi secara negatif dengan harga saham yang cenderung tetap.

show abstract

Fenomena likuidasi perbankan AS pada harga saham perbankan di Indonesia

Mea,

Tewu

2023

MBKK

View full text Add to dashboard Cite

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.

show abstract

Pengaruh Pengumuman PPKM Darurat terhadap Harga dan Return Saham Perbankan

Cited by 4 publications

References 0 publications

The effect of market risk on returns: Case of banking in Indonesia

The effect of market risk on returns: Case of banking in Indonesia

Estimasi Perbedaan Harga Saham dan Volume Perdagangan Saham Sektor Perbankan Syariah Di Indonesia Studi Peristiwa: KTT G20 Di Bali Tahun 2022

Fenomena likuidasi perbankan AS pada harga saham perbankan di Indonesia

Contact Info

Product

Resources

About