Analysis of Indonesian Capital Market Reaction to the Covid-19

Yulianti, Eka and Siregar, Ifan (2020) Analysis of Indonesian Capital Market Reaction to the Covid-19. In: Proceedings of The International Conference on Environmental and Technology of Law, Business and Education on Post Covid 19, ICETLAWBE 2020, 26 September 2020, Bandar Lampung, Indonesia.

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Abstract

This study analyzes the reaction of the Indonesian capital market to the Covid-19 incident by using the Liquid-45 market index (LQ-45). The method used to analyze abnormal returns is the event study method. The research period used is 111 stock exchange days consisting of an estimation period and a

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 13:50
Last Modified: 17 Apr 2026 09:53
URI: http://eprints.eai.eu/id/eprint/31881

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