Analisis Perbandingan Trading Volume Activity sebelum dan Sesudah Pengumuman Covid-19 di Indonesia pada Perusahaan Lq45 di Bursa Efek Indonesia

Abstract

This study aims to find out whether there are significant differences in the trading volume activity of LQ45 companies before and after the announcement of Covid-19 in Indonesia. This research includes an event study. This research use saturation sampling method. The data used in this study are secondary data. Data was processed by using Microsoft Excel 2010 and SPSS version 25. From the results of data processing, the result of hypothesis testing show that there is a significant difference in TVA (Trading Volume Activity). This is indicated by the Asymp.Sig (2-tailed) value of 0.009 < 0.05.