Hubungan Risiko Saham Dengan COVID-19

  • I Gde Wahyu Purna Anggara Fakultas Ekonomi dan Bisnis Universitas Udayana, Indonesia

Abstract

COVID-19 has affected all aspects of life, including capital markets around the world, including Indonesia. This study aims to look at the impact of COVID-19 on changes in risk in stocks. Stock risks that are the object of research are overall risk (variance return) and market-based risk (stock beta). The research method used is a quantitative approach with a population of all company shares listed on the Indonesia Stock Exchange (IDX) with purposive sampling, where a sample of 67 companies was obtained. There is a significant difference between the total stock risk before the COVID-19 pandemic and during the COVID-19 pandemic. There is an increase in total stock risk during the COVID-19 pandemic. Furthermore, there is a significant difference between market risk before the COVID-19 pandemic and during the COVID-19 pandemic.


Keywords: Stock; COVID-19; Return; Stock Risk

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Published
2023-03-26
How to Cite
ANGGARA, I Gde Wahyu Purna. Hubungan Risiko Saham Dengan COVID-19. E-Jurnal Akuntansi, [S.l.], v. 33, n. 3, p. 773-785, mar. 2023. ISSN 2302-8556. Available at: <https://ojs.unud.ac.id/index.php/akuntansi/article/view/80060>. Date accessed: 26 apr. 2024. doi: https://doi.org/10.24843/EJA.2023.v33.i03.p14.
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