Pengaruh Hari Perdagangan Terhadap Return Saham Pada Saham Indeks Lq45 Di Bursa Efek Indonesia
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Institusion
Universitas Katolik Musi Charitas
Author
Hakim, Jesseca
Subject
H Social Sciences (General)
Datestamp
2021-03-31 01:58:21
Abstract :
The purpose of this research was to examine the influence of day of commerce to return of daily share through LQ45 in Indonesia Stock Exchange with using the phenomenons in the seasonal anomaly are Day of the week effect, Week four effect, and Rogalski effect during 2009-2014. The population in this research is all companies that listed in LQ45 during 2009-2014. The samples in this research are 17 of LQ45 companies that always go over during 2009-2014. The determination of sample is selected by purposive sampling method. Data analysis techiniques in this study by Software SPSS version 16.00 which consist of a test for normality using the One Sample Kolmogorov-Sminorv Test, a test for autocorrelation using the Runs Test, and descriptive statistics. Hypothesis testing that used in this research are One Way ANOVA, One Sample t test, and Independent Sample t Test. The results of this research show that day of commerce have an effect to return of daily share of LQ45 which shown that there is day of the week effect phenomenon in the Indonesia Stock Exchange. Furthermore, Week four effect phenomenon and Rogalski effect phenomenon don?t exist in the Indonesia Stock Exchange.
The purpose of this research was to examine the influence of day of commerce to return of daily share through LQ45 in Indonesia Stock Exchange with using the phenomenons in the seasonal anomaly are Day of the week effect, Week four effect, and Rogalski effect during 2009-2014. The population in this research is all companies that listed in LQ45 during 2009-2014. The samples in this research are 17 of LQ45 companies that always go over during 2009-2014. The determination of sample is selected by purposive sampling method. Data analysis techiniques in this study by Software SPSS version 16.00 which consist of a test for normality using the One Sample Kolmogorov-Sminorv Test, a test for autocorrelation using the Runs Test, and descriptive statistics. Hypothesis testing that used in this research are One Way ANOVA, One Sample t test, and Independent Sample t Test. The results of this research show that day of commerce have an effect to return of daily share of LQ45 which shown that there is day of the week effect phenomenon in the Indonesia Stock Exchange. Furthermore, Week four effect phenomenon and Rogalski effect phenomenon don?t exist in the Indonesia Stock Exchange.
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EA-2015-111620-cover.pdf
EA-2015-111620-abstract.pdf
EA-2015-111620-complete.pdf
EA-2015-111620-summary_id.pdf
EA-2015-111620-tableofcontent.pdf
EA-2015-111620-chapter1.pdf
EA-2015-111620-chapter2.pdf
EA-2015-111620-chapter3.pdf
EA-2015-111620-chapter4.pdf
EA-2015-111620-conclusion.pdf
EA-2015-111620-reference.pdf
EA-2015-111620-attachment.pdf
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