Pandemic-Era Determinants Of Stock Returns
This study aims to analyze the impact of stock price indices and stock trading volume on stock returns in the ASEAN stock exchanges, taken from a case study during the COVID-19 pandemic from 2019 to 2021. The research data was obtained from the Indonesia Stock Exchange (IDX), Bursa Malaysia (KLSE),...
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| Format: | Article |
| Language: | English |
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Institut Teknologi dan Bisnis Asia Malang
2025-02-01
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| Series: | Jurnal Ilmiah Bisnis dan Ekonomi Asia |
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| Online Access: | https://jibeka.asia.ac.id/index.php/jibeka/article/view/2316 |
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| _version_ | 1849722234954842112 |
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| author | Wafi Ahdalloh Ahmad |
| author_facet | Wafi Ahdalloh Ahmad |
| author_sort | Wafi Ahdalloh Ahmad |
| collection | DOAJ |
| description |
This study aims to analyze the impact of stock price indices and stock trading volume on stock returns in the ASEAN stock exchanges, taken from a case study during the COVID-19 pandemic from 2019 to 2021. The research data was obtained from the Indonesia Stock Exchange (IDX), Bursa Malaysia (KLSE), and Singapore Exchange (SGX) through Bloomberg, Yahoo Finance, and web crawler applications. The sample used in the study came from 1,848 daily transactions from these three exchanges. The research data was processed and analyzed using SPSS version 25, and the method used was Ordinary Least Square (OLS). The results of this study indicate that there are differences in outcomes caused by stock price indices and stock trading volume on stock returns. Stock price indices have a significant negative effect on stock returns, while stock trading volume has a significant positive effect on stock returns.
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| format | Article |
| id | doaj-art-33f775fc96fa46599c194985f81335c3 |
| institution | DOAJ |
| issn | 2620-875X |
| language | English |
| publishDate | 2025-02-01 |
| publisher | Institut Teknologi dan Bisnis Asia Malang |
| record_format | Article |
| series | Jurnal Ilmiah Bisnis dan Ekonomi Asia |
| spelling | doaj-art-33f775fc96fa46599c194985f81335c32025-08-20T03:11:24ZengInstitut Teknologi dan Bisnis Asia MalangJurnal Ilmiah Bisnis dan Ekonomi Asia2620-875X2025-02-0119110.32815/jibeka.v19i1.2316Pandemic-Era Determinants Of Stock ReturnsWafi Ahdalloh Ahmad0Universitas Diponegoro This study aims to analyze the impact of stock price indices and stock trading volume on stock returns in the ASEAN stock exchanges, taken from a case study during the COVID-19 pandemic from 2019 to 2021. The research data was obtained from the Indonesia Stock Exchange (IDX), Bursa Malaysia (KLSE), and Singapore Exchange (SGX) through Bloomberg, Yahoo Finance, and web crawler applications. The sample used in the study came from 1,848 daily transactions from these three exchanges. The research data was processed and analyzed using SPSS version 25, and the method used was Ordinary Least Square (OLS). The results of this study indicate that there are differences in outcomes caused by stock price indices and stock trading volume on stock returns. Stock price indices have a significant negative effect on stock returns, while stock trading volume has a significant positive effect on stock returns. https://jibeka.asia.ac.id/index.php/jibeka/article/view/2316Composite Stock Price IndexStock Trading VolumeMarket ReturnIDXKLSE |
| spellingShingle | Wafi Ahdalloh Ahmad Pandemic-Era Determinants Of Stock Returns Jurnal Ilmiah Bisnis dan Ekonomi Asia Composite Stock Price Index Stock Trading Volume Market Return IDX KLSE |
| title | Pandemic-Era Determinants Of Stock Returns |
| title_full | Pandemic-Era Determinants Of Stock Returns |
| title_fullStr | Pandemic-Era Determinants Of Stock Returns |
| title_full_unstemmed | Pandemic-Era Determinants Of Stock Returns |
| title_short | Pandemic-Era Determinants Of Stock Returns |
| title_sort | pandemic era determinants of stock returns |
| topic | Composite Stock Price Index Stock Trading Volume Market Return IDX KLSE |
| url | https://jibeka.asia.ac.id/index.php/jibeka/article/view/2316 |
| work_keys_str_mv | AT wafiahdallohahmad pandemiceradeterminantsofstockreturns |