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Pengaruh Tingkat Kasus dan Kematian Pandemi Covid-19 terhadap Volatilitas Indeks Harga Saham Gabungan (IHSG) Periode 2 Maret ? 30 Desember 2020

This study aims to analyze the stock markets? reaction to Covid-19 pandemic through the relationship between case and death rates towards volatility of the Jakarta Composite Index (JCI) in the period 2 March to 30 December 2020. The regression method being used is ordinary least squares (OLS). The results show that the rate of cases and deaths related to the Covid-19 pandemic can significantly increase stock market volatility. This finding is explained by a supply of equity market returns hypothesis, where higher infection and mortality will prolong lockdown policies and hinder economic activity.Ada Tabel

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