Analysis of Herding Behavior Before,During,and After COVID-19 Pandemic on The Indonesia Stock Exchange in 2019-2020 (The case of LQ-45 Index)

Dewi, Yulia Silviana (2024) Analysis of Herding Behavior Before,During,and After COVID-19 Pandemic on The Indonesia Stock Exchange in 2019-2020 (The case of LQ-45 Index). S1 thesis, Universitas Andalas.

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Abstract

This study aims to analyze the occurrence of herding behavior before, during, and after the COVID-19 pandemic by looking at the relationship between market returns and CSAD. The sample of this study is a company whose shares are always consistently listed on the LQ-45 index in the period 2019 to 2022. The data were analyzed using quantile regression and the analytical tool used was Stata/MP 17. The results showed that there was herding behavior in the period before and during the COVID-19 pandemic. The results showed that there was herding behavior in the period before and during the COVID-19 pandemic. However, there is no herding behavior in the period before.

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