ANALISIS MONDAY EFFECT DAN WEEK FOUR EFFECT PADA INDEKS LQ45 DI BURSA EFEK INDONESIA
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Institusion

Universitas Katolik Musi Charitas

Author

Yani, Fari

Subject

HG Finance 

Datestamp

2021-07-21 05:17:53 

Abstract :
This study focuses on the phenomenon of market anomalies, namely the Monday effect and the week four effect. This study aims to examine and analyze the effects of the fourth week on the LQ45 Index in the Indonesia Stock Exchange. This type of research is empirical research with quantitative data analysis. The population of this study were companies that were included in the LQ45 Index list on the Indonesia Stock Exchange in the 2015-2019 period. Sampling was carried out by purposive sampling method with a total sample of 23 companies. Hypothesis testing is done by using paired sample t test. The results of this study indicate that there is a monday effect and a week four effect on LQ45 companies on the Indonesia Stock Exchange. Keyword: Monday effect, week four effect, stock returns. 

File :
EM-2021-1722025-cover.pdf
EM-2021-1722025-abstract.pdf
EM-2021-1722025-complete.pdf
EM-2021-1722025-summary_id.pdf
EM-2021-1722025-tableofcontent.pdf
EM-2021-1722025-chapter1.pdf
EM-2021-1722025-chapter2.pdf
EM-2021-1722025-chapter3.pdf
EM-2021-1722025-chapter4.pdf
EM-2021-1722025-conclusion.pdf
EM-2021-1722025-reference.pdf
EM-2017-1722025-attachment.pdf