Analisis Fenomena January Effect Di Masa Sebelum Dan Selama Pandemi Pada Perusahaan Yang Terdaftar Di IDX30 (Periode 2017-2020) Total View This Week0
Institusion
Universitas Katolik Musi Charitas
Author
Gunawan, Vincent Fernando
Subject
H Social Sciences (General)
Datestamp
2022-03-04 04:19:00
Abstract :
This study aims to analyze the phenomenon of the January Effect before the pandemic period and during the pandemic period on companies listed on IDX30 for period 2017 ? 2020. The population on this study are companies listed on the IDX30 index on the Indonesia Stock Exchange. Purposive Sampling method was used to take this research sampling witlh the final result of 12 companies listed. The method used to test the hypothesis was Paired Sample T-Test and Wilcoxon Test. The result of this study indicates that there is a January Effect phenomenon before the pandemic period, while there is no January Effect phenomenon during the pandemic period, and the January Effect phenomenon before the pandemic is greater than the January Effect phenomenon during the pandemic.
Keywords : Pandemic, January Effect, stocks return.