@thesis{thesis,
		author={PRATIKTA  TITO AGUSTA},
		title ={PENGARUH MONDAY, WEEK-FOUR, DAN ROGALSKI TERHADAP RETURN SAHAM PADA BEI},
		year={2013},
		url={http://eprints.perbanas.ac.id/1294/},
		abstract={Market anomaly can be describe as a technique or strategy that appear to
contradict effiecient market. Some research find the appearance of some anomaly
market such as, the day of the week effect, Monday effect, week end effect, and
January effect. The purpose of this research is to examine Monday effect, week ?
four effect, and Rogalski effect on the stock return in the Indonesia Stock
Exchange. The sample is selected using Purposive Sampling Technique. The
sample consist are nineteen active stock in the LQ ? 45 index listed during June
2008 until June 2011 in Indonesia Stock Exchange. The statistic methods which
are used to test hypotheses are Independent Sample T ? Test. The result show that
there is a Rogalski effect, but Monday effect and week ? four effect doesn?t exist in
Indonesia Stock Exchange during June 2008 until June 2011.
Keywords : market anomaly, Monday effect, week-four effect, Rogalski effect}
		}