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Pengaruh Barro Misery Index terhadap Return Pasar Saham Indonesia Malaysia dan Singapura saat Pandemi COVID-19
This study aims to examine the effect of Covid-19 cases, deaths due to Covid-19, Barro Misery Index, and BMI components on the stock returns of JCI, KLSE, and IMS during the Covid-19 pandemic. This study has a time span between March 11, 2020 to December 31, 2020. This study uses independent variables, namely, Monthly Changes in the BMI, Changes in daily Covid-19 cases over cumulative cases, Changes in daily Covid-19 deaths over cumulative deaths, the quarterly change in real GDP growth, the monthly change in inflation, the monthly change in rates, and the monthly change in long-term interest rates. The dependent variable of this analysis is the change in the daily stock return index. This study uses the following sample, namely, the daily number of Covid-19 cases, the daily number of deaths due to Covid-19, the quarterly GDP rate, the monthly inflation rate, the monthly unemployment rate, and the monthly long-term interest rate. Sampling was done by purposive sampling method. The data used is secondary data from the Thomson Reuters database, CEIC Data, and Our World in Data. The statistical method used is Robust Least Squares. The results of this study indicate that the Covid-19 cases affected the stock value of JCI, KLSE, and IMS significantly negative. Then BMI and its components do not significantly affect the stock value of JCI, KLSE, and STI..Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 13150 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis UI 2021 |
|---|---|
| Edisi | - |
| Subjek | Stock return Covid 19 Barro Misery Index |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | 57 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |