PENGARUH MONDAY, WEEK-FOUR, DAN ROGALSKI TERHADAP RETURN SAHAM PADA BEI
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Institusion
Sekolah Tinggi Ilmu Ekonomi Perbanas Surabaya
Author
PRATIKTA, TITO AGUSTA
Subject
658.15 - FINANCIAL MANAGEMENT
Datestamp
2017-05-15 06:54:04
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
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
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