Investor Sentiment Reaction in Southeast Asian Countries during The Covid-19 Pandemic Event

Authors

  • Octojaya Abriyoso STIE Pembangunan Tanjungpinang
  • Eka Kurnia Saputra STIE Pembangunan Tanjungpinang
  • Muhammad Rizki STIE Pembangunan Tanjungpinang
  • Dwi Septi Haryani STIE Pembangunan Tanjungpinang

DOI:

https://doi.org/10.56473/collegium.v1i1.107

Keywords:

Covid 19 pandemic, event study, LQ45

Abstract

This research was conducted using the event study method. The purpose of this research is to see if there are differences in Investor Sentiment on LQ45, KLCI, and STI before the Covid 19 pandemic and after the Covid 19 pandemic. This research was conducted with an observation window of 145 days before and 145 days after the event. The type of data in this study is secondary data, which was obtained from the idx.co.id and Yahoo Finance sites. Investor Sentiment data were analyzed by paired t-test, where the normality test was conducted first. The results show that there are differences in Investor Sentiment between before the COVID-19 pandemic and after the COVID-19 pandemic.

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Published

2024-03-31

How to Cite

Abriyoso, O., Kurnia Saputra, E., Rizki, M., & Haryani, D. S. (2024). Investor Sentiment Reaction in Southeast Asian Countries during The Covid-19 Pandemic Event. Collegium, 1(1), 15–20. https://doi.org/10.56473/collegium.v1i1.107