PRASTISKA, ARLINDA (2013) THE DAY OF THE WEEK EFFECT : STUDI PADA INDONESIA STOCK EXCHANGE, KUALA LUMPUR STOCK EXCHANGE DAN SINGAPORE STOCK EXCHANGE. Undergraduate thesis, STIE PERBANAS SURABAYA.
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Abstract
According to the Efficient Market Hypothesis (EMH), a stock’s return is different to a given trading day. But the day of the week effect phenomenon produces a different return for each day in the week. The purpose of this study is to examine the day of the week effects in Indonesia, Malaysia, Singapore Stock Exchange to find out the existence of anomalyin that countries.. The sample is selected using Purposive Sampling. The sample consist are active stock in the LQ 45, FBMKLCI, and STI during January 2010 trought December 2012. The Statistic Method which are used to test are ANOVA. The results of this study day of the week effect on stock return in the Indonesia Stock Exchange, but there’s no effect in Malaysia an Singapore Stock Exchange. Keywords : Efficient Market Hypotthesis (EMH), Indonesia Stock Exchange, Kuala Lumpur Stock Exchange, Singapore Stock Exchange, ANOVA
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Subjects: | 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 658 - GENERAL MANAGEMENT > 658.15 - FINANCIAL MANAGEMENT |
| Divisions: | Bachelor of Management |
| Depositing User: | Perpustakaan Universitas Hayam Wuruk Perbanas |
| Date Deposited: | 16 May 2017 07:43 |
| Last Modified: | 16 May 2017 07:43 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/1276 |
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