@thesis{thesis, author={Ishak Tabitha Vivin}, title ={Hari Libur Nasional, Return Dan Abnormal Return Di BEI (Studi Pada Perusahaan LQ 45)}, year={2013}, url={http://eprints.ukmc.ac.id/2917/}, abstract={This study aimed to examine the effect of National Holiday on stock return LQ 45 and examine abnormal stock return differences LQ 45 periods before and after the National Holiday in Indonesia Stock Exchange. The population in this study are all companies listed on the Indonesia Stock Exchange in the period 2007 to 2011. The sample set using judgment sampling method, as many as 50 stocks listed on the LQ 45 period of 2011. The first hypothesis testing using multiple regression analysis with dummy and the second hypothesis using non-parametric McNemar test with SPSS version 16.0. The test results indicate that the first hypothesis (H1) and second (H2) which states there is a holiday on the influence of return before and after the National Holiday and there is a difference between the abnormal returns before and after National Holidays accepted.} }