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QURRATUL `AINI. ANALYSIS THE INFLUENCE OF DAY OF THE WEEK, MONDAY, AND WEEKEND EFFECT AT SEASONAL ANOMALY IN STOCK RETURN OF COMPANY EVIDENCE FROM LQ45 INDEX IN INDONESIA STOCK EXCHANGE. Banda Aceh : Universitas Syiah Kuala, 2018 |
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AbstrakThis study aims to determine the occurrence of day of the week effect, the occurrence of monday effect, the occurrence of weekend effect, and the effect of day trading on the daily return of shares in the indonesia stock exchange. the sample used in this research is daily return data of company stock lq 45 period of february 2017 until january 2018 which amounted to 45 company. data analysis technique used is one sample t-test for day of the week effect, independent sample t-test for monday effect and weekend effect, and multiple linear regression analysis dummy variable to find the effect of trading day to daily stock return. the results showed that there was no significant difference between daily stock return on trading days in a week on the indonesia stock exchange. then, there is monday effect on the trading of shares in indonesia stock exchange, there is a weekend effect on stock trading in indonesia stock exchange, and also there is influence of trading day to daily return of
Baca Juga : THE INFLUENCE OF CAPITAL STRUCTURE, TRADING VOLUME, AND MARKET CAPITALIZATION ON STOCK RETURN (AN EMPIRICAL STUDY ON LQ45 INDEX COMPANIES LISTED IN THE INDONESIA STOCK EXCHANGE PERIOD 2009-2013) (RAHMI NABILA, 2015) ,
Baca Juga : PENGARUH BID-ASK SPREAD, RASIO HUTANG, STOCK SPLITTERHADAP RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2009-2013 (Syarifah Mariah Algitptiah, 2015) , ares in indonesia stock exchange. keywords: day of the week effect, monday effect, weekend effect, stock Pengarang tidak dapat memberikan Full Text secara langsung, untuk mendapatkan full text silahkan menghubungi email pengarang : qurratulainihusnan@gmail.com atau dapat mengisi Form LSS di bawah. Literature Searching ServiceTulisan yang relevan PENGARUH RETURN ON INVESTMENT, RESIDUAL INCOME DAN EARNING PER SHARE TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA (Malahayati, 2017) ,ANALISIS RETURN SAHAM DAN MONTHLY EFFECTPADA PASAR MODAL DI INDONESIA DAN MALAYSIA: STUDI PERBANDINGAN ANTARA SAHAM KONVENSIONAL DAN SAHAM SYARIAH (Zulva Alvi Vakhira, 2015) , PENGARUH DIVIDEND PAYOUT RATIO, RETURN ON ASSET DAN EARNING VARIABILITY TERHADAP BETA SAHAM STUDI PADA SAHAM SYARIAN DAN NON SYARIAH (RAYHAN, 2013) , |
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PROSPEK EKSPOR KOPI ARABIKA ORGANIK BERSERTIFIKAT DI KABUPATEN ACEH TENGAH |
ANALISIS KOMPARATIF TINGKAT PENDAPATAN USAHATANI PADI SAWAH IRIGASI DAN PADI SAWAH TADAH HUJAN BERDASARKAN STATUS PENGUASAAN LAHAN DI KECAMATAN KUTA COT GLIE KABUPATEN ACEH BESAR |
KAJIAN PEMASARAN DAN KEUNTUNGAN PETANI KACANG TANAH DI KECAMATAN DARUSSALAM KABUPATEN ACEH BESAR |
STUDI PENDAPATAN RUMAH TANGGA PERTANIAN DI DATARAN TINGGI (KASUS DESA URING KECAMATAN BUKIT KABUPATEN BENER MERIAH) |
ANALISIS PENDAPATAN USAHATANI TEMBAKAU DI KECAMATAN BANDAR BARU KABUPATEN PIDIE JAYA |