The effect of market risk on returns: case of banking in Indonesia

Dhea, Modeong and Ricky, Wati and Jeine, Ante and Efrianto, Tadung (2023) The effect of market risk on returns: case of banking in Indonesia. The Contrarian: Finance, Accounting, and Business Research, 1 (1): 2. pp. 6-11. ISSN 2963-9743

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Abstract

The banking industries are a sector that play important role to support national development and national economy. During Covid-19 pandemic, most of market in the world include Indonesia has urgent circumstances. The objective of this study is to examine whether the Covid-19 pandemic has bad impact on returns of banking industries. The results of regression over January 3, 2020, to December 30, 2021 show that there is positive relationship for risk-return of BBNI and BBRI. Those results imply that Covid-19 pandemic does not have significant effect on returns for those banks. It also means that most investors feel safe for those banks financial performance.

Item Type: Article
Uncontrolled Keywords: Market risk, Returns, Banking, CAPM, IHSG
Subjects: Economics and Business > Domestic Commerce, Marketing, & Economics
Economics and Business > Banking & Finance
Depositing User: Djaenudin djae Mohamad
Date Deposited: 11 Jul 2023 01:17
Last Modified: 11 Jul 2023 01:17
URI: https://karya.brin.go.id/id/eprint/19704

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