EVENT STUDY HARGA, RETURN SAHAM, DAN TRADING VOLUME ACTIVITY (TVA) SEBELUM DAN SESUDAH PENGUMUMAN COVID-19 PADA PERUSAHAAN SEKTOR TEKNOLOGI YANG LISTING DI BURSA EFEK INDONESIA
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Abstract
This research aims to analyze the differences in prices, stock returns, and trading volume activity (TVA) 2 years before and after the announcement of Covid-19 in technology sector companies listed on the Indonesia Stock Exchange. The variables used in this study are stock price, stock return and trading volume activity (TVA). This study uses data obtained from the IDX and Yahoo Finance websites. The research methodology used is the normality test by choosing the Kolmogorov-smirnov type which is then continued with the Wilcoxon signed rank test. The results showed that there was a significant difference in the stock prices of technology sector companies before and after the announcement of Covid-19. However, there is no difference in return and trading volume activity (TVA) before and after the announcement of Covid-19.
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