@thesis{thesis, author={Krisna Tenang }, title ={JANUARY EFFECT PADA SEKTOR AUTOMOTIF DAN KOMPENEN DI BEJ TAHUN 2003-2006}, year={2007}, url={http://e-journal.uajy.ac.id/8120/}, abstract={The scope of this research aims to examine anomaly of January Effect in Jakarta stock exchange by using daily price stock return form period 2003-2006 in Automotif and Applied Product sector. This research finds no evidence of January Effect anomaly in Jakarta Stock Exchange.} }