Impact of COVID-19 News on Performance of Indonesia Stock Market

This research tries to show that information about COVID-19 affects market arousal indicated by the frequency of transactions, and performance shown Jakarta Composite Index (JCI). The theory used for analysis is prospect efficient hypothesis (EMH). results statistical indicate COVID has a negative effect on JCI, as well trading volume previous day. evidence can briefly prove there an weakening daily transactions JCI. findings JCI uncertainty in line with VUCA Prospect theory. In this case, it occurs behavior investors' decision making. Investors' decision-making accumulated behavior, subsequently manifested index changes accordance hypothesis. contribution study financial faced investors affect measured index.