ANALISIS PERBANDINGAN VOLATILITAS INDEX HARGA SAHAM PADA MASA PANDEMIC DI BEBERAPA BURSA SAHAM DUNIA (IDX, NYSE DAN LSX)

Abstract

The stock price’s volatility is a statistical measurement for the stock price fluctuation. This study was aimed to find out the impact and significantly of the volatility of the stock price occurred at Indonesia Stock Exchange (IDX), New York Stock Exchange (NYSE) and London Stock Exchange (LSX) on before situation of Pandemic and after situation of Pandemic Covid- 19. This is a causal associative study using the quantitative approach. The population of this research is the listed companies in Indonesia Stock Exchange (IDX), New York Stock Exchange(NYSE) and London Stock Exchange (LSX). The sample was selected through the full sampling technique on range  January – June 2020. The data collecting technique was documentation. The analysis data  technique was Paired Sample T Test. The results showed that New York Stock Exchange had the highest stock price volatility compared with Indonesia Stock Exchange and London Stock Exchange. Based on Paired Sample T Test that there is no significantly impact on volatility of price stock on the before pandemic covid-19 situation or on the after pandemic covid-19.