A COMPARATIVE ANALYSIS OF TRADING VOLUME AND ABNORMAL RETURN BEFORE AND AFTER TRADING HALT ON MARCH 18 2025 AT THE INDONESIA STOCK EXCHANGE
DOI:
10.54443/morfai.v6i2.4905Published:
2026-01-17Downloads
Abstract
Studi ini menganalisis dampak trading halt terhadap aktivitas volume perdagangan dan abnormal return di bursa efek indonesia selama trading halt pada 18 maret 2025. Menggunakan desain studi peristiwa quasi-eksperimental, analisis mencakup lima hari sebelum dan setelah penghentian perdagangan untuk empat bank milik negara yang terdaftar di IDX. Data dianalisis menggunakan alat SPSS ver.25 dan teknik uji t sampel berpasangan. Hasil menunjukkan tidak ada perubahan signifikan abnormal return, tetapi aktivitas volume perdagangan meningkat secara signifikan setelah perdagangan dilanjutkan. Temuan ini menunjukkan bahwa penghentian perdagangan secara efektif meningkatkan likuiditas pasar tanpa menyebabkan volatilitas harga.
Keywords:
Trading Halt Stock Trading Volume Stock Price Abnormal Return Market ReactionReferences
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