Nursyamsudin, Ansori (2024) PENGARUH PANDEMI COVID-19 TERHADAP RETURN PASAR SAHAM KONVENSIONAL DAN RETURN PASAR SAHAM SYARIAH DI INDONESIA (Studi Empiris pada Perusahaan yang Terdaftar di IDX30 dan JII Periode 2020). S1 thesis, Universitas Sultan Ageng Tirtayasa.
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Abstract
This study aims to examine the effect of the COVID-19 pandemic on conventional stock market returns and Islamic stock market returns. This study uses signalling theory in explaining the problem. The population in this study are companies listed on the IDX30 and JII. The sampling technique used purposive sampling, namely companies listed on the IDX30 and JII in February-March 2020. This research data analysis technique uses time-series cross-sectional pooled ordinary least squares refressions with standard errors clustered by Firm and Year using STATA v17 software. The results of this study prove that the COVID-19 pandemic has a significant effect on conventional stock market returns and Islamic stock market returns in Indonesia. In addition, it is also known that the conventional stock market produces greater returns than the syaria stock market in Indonesia during the COVID-19 pandemic.
| Item Type: | Thesis (S1) | ||||||
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| Additional Information: | Penelitian ini bertujuan untuk menguji pengaruh pandemi COVID-19 terhadap return pasar saham konvensional dan return pasar saham syariah. Penelitian ini menggunakan signalling theory dalam menjelaskan permasalahan. Populasi dalam penelitian ini adalah perusahaan yang terdaftar pada IDX30 dan JII. Teknik pengambilan sampel menggunakan purposive sampling, yaitu perusahaan yang terdaftar di IDX30 dan JII pada bulan Februari-Maret 2020. Teknik analisis data penelitian ini menggunakan time-series cross-sectional pooled ordinary least squares refressions with standards error clustered by Firm and Year dengan menggunakan software STATA v17. Hasil dari penelitian ini membuktikan bahwa pandemi COVID-19 berpengaruh signifikan terhadap return pasar saham konvensional dan return pasar saham syariah di Indonesia. Selain itu diketahui juga bahwa pasar saham konvensional menghasilkan return yang lebih besar daripada pasar saham syariah di Indonesia pada saat pandemi COVID-19. | ||||||
| Uncontrolled Keywords: | Pandemic, COVID-19, Stock Return, Signalling Theory, IDX30, JII Pandemi, COVID-19, Return Saham, Signalling Theory, IDX 30, JII | ||||||
| Subjects: | H Social Sciences > HF Commerce > HF5601 Accounting H Social Sciences > HF Commerce > HF5601 Accounting |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis > 62201-Program Sarjana Akuntansi 05-Fakultas Ekonomi dan Bisnis |
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| Depositing User: | mr Ansori Nursyamsudin | ||||||
| Date Deposited: | 25 Aug 2025 06:18 | ||||||
| Last Modified: | 25 Aug 2025 06:18 | ||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/52684 |
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