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ANALISIS PERBEDAAN RETURN SAHAM SEBELUM DAN SESUDAH HARI LIBUR KEAGAMAAN SERTA HARI LIBUR NASIONAL DI INDEKS LQ 45 BURSA EFEK INDONESIA PERIODE 2009 -2011
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Institusion
Sekolah Tinggi Ilmu Ekonomi Perbanas Surabaya
Author
MUHSIN, BERFY SUPRIADI
Subject
332.6 - INVESTMENT 
Datestamp
2017-05-19 08:36:33 
Abstract :
This research aims to analyze the differences in stock returns before and after the religious holidays and national holidays in the composite Stock Price Index in the Indonesia Stock Exchange 2009-2011 period The variables used are the stock returns with stok returns one day before the religious holidays, stock returns one days after the religious holiday, stock returns one day before national holidays, and stock returns one day after a national holiday. The method of analysis used in this research were sampe t-test. These result prove that stock returns before than after religious holidays are lower significant, in stock return before than after this national holidays are lower accepted but not significant, in stock returns before religious holidays than before national holidays are lower not significant, and in stock returns after religious holidays and after a national holiday are lower not significant Key words : return before holiday, return after holiday, religious holiday,and national holidays 
Institution Info

Sekolah Tinggi Ilmu Ekonomi Perbanas Surabaya