Dataset of Abnormal Return (AR) and Trading Volume Activity (TVA) Analysis in Different Health Policy Situation during Pandemic Covid-19 in Indonesia

Published: 20 August 2021| Version 1 | DOI: 10.17632/bys9rkw6xm.1
Contributors:
Lilis Ardini,
Nihayatul Munaa

Description

The dataset contains an analysis of Abnormal Return (AR) and Trading Volume Activity (TVA) on three health policy situations in Indonesia, namely the announcement of the first confirmed patient, the implementation of large-scale social restrictions, and the new normal era. The data used is secondary data from the Indonesia Stock Exchange based on the attachment to the announcement from the Indonesia Stock Exchange No. Peng-00014/BEI.POP/01-2020 dated January 27, 2020. The sampling technique uses purposive sampling, it was the shares of companies listed in LQ45 as many as 45 shares. The window period used in this study was 15 days, namely 7 days before, 1 day of announcement and 7 days after the announcement of several health policies that were implemented. AR and TVA data were analyzed from raw data using several formulas.

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