Pengujian Day of The Week Effect pada Perusahaan yang Terdaftar di Indeks LQ45
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Institusion

Universitas Katolik Musi Charitas

Author

Hansen L, Ivan

Subject

HG Finance 

Datestamp

2021-03-08 04:07:11 

Abstract :
This research is a quantitative research on the LQ45 company. The data used in this research is in the form of daily stock returns of companies listed on the LQ45 index for the 2017-2019 period. The purpose of this study is to see and prove the difference in daily stock returns between trading days, Monday phenomenon, and Weekend Effect phenomena. The sampling technique in this study using purposive sampling method with a sample size of 32 companies. The analytical methods used are Kruskall Wallis to prove the Day of The Week Effect and the Mann Whitney U Test to prove the Monday effect and Weekend Effect phenomena. The data were processed using the SPSS software application. The results of the analysis show that there are differences in daily returns between trading days. 

File :
EM-2021-1622048-cover.pdf
EM-2021-1622048-abstract.pdf
EM-2021-1622048-complete.pdf
EM-2021-1622048-summary_id.pdf
EM-2021-1622048-tableofcontent.pdf
EM-2021-1622048-chapter1.pdf
EM-2021-1622048-chapter2.pdf
EM-2021-1622048-chapter3.pdf
EM-2021-1622048-chapter4.pdf
EM-2021-1622048-conclusion.pdf
EM-2021-1622048-reference.pdf
EM-2021-1622048-attachment.pdf