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Stock Liquidity Listed on IDX Main Board During the COVID-19 Pandemic

In: Proceedings of the International Conference on Economics, Management, and Accounting (ICEMAC 2022)

Author

Listed:
  • Riadah Masita

    (University of Indonesia, Graduate Program in Management)

  • Ririen Setiati Riyanti

    (University of Indonesia, Graduate Program in Management)

Abstract

This study is conducted to investigate the effect of the COVID-19 pandemic to the stock liquidity listed on the main board index (MBX). The study employs a panel data regression to analyze the impacts of COVID-19 pandemic proxied by the daily growth of total cases and total deaths due to COVID-19 as variables independent to stock liquidity proxied by Spread and Illiquidity Amihud (2002) as variable dependent from 3 March to 30 November 2021. The results show that there are negative impacts of the COVID-19 pandemic to stock liquidity. Analysis between sectors show that there are significant differences in the impacts of pandemic, the Mining and Finance sectors are the most affected, but Consumer Good Industry, Agriculture, and Trade, Services, & Investment sectors are the least affected.

Suggested Citation

  • Riadah Masita & Ririen Setiati Riyanti, 2023. "Stock Liquidity Listed on IDX Main Board During the COVID-19 Pandemic," Advances in Economics, Business and Management Research, in: Prasetyo Hartanto (ed.), Proceedings of the International Conference on Economics, Management, and Accounting (ICEMAC 2022), pages 188-201, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-226-2_17
    DOI: 10.2991/978-94-6463-226-2_17
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