PENGARUH MONDAY, WEEK-FOUR, DAN ROGALSKI TERHADAP RETURN SAHAM PADA BEI

PRATIKTA, TITO AGUSTA (2013) PENGARUH MONDAY, WEEK-FOUR, DAN ROGALSKI TERHADAP RETURN SAHAM PADA BEI. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

Market anomaly can be describe as a technique or strategy that appear to contradict effiecient market. Some research find the appearance of some anomaly market such as, the day of the week effect, Monday effect, week end effect, and January effect. The purpose of this research is to examine Monday effect, week – four effect, and Rogalski effect on the stock return in the Indonesia Stock Exchange. The sample is selected using Purposive Sampling Technique. The sample consist are nineteen active stock in the LQ – 45 index listed during June 2008 until June 2011 in Indonesia Stock Exchange. The statistic methods which are used to test hypotheses are Independent Sample T – Test. The result show that there is a Rogalski effect, but Monday effect and week – four effect doesn’t exist in Indonesia Stock Exchange during June 2008 until June 2011. Keywords : market anomaly, Monday effect, week-four effect, Rogalski effect

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:	15 May 2017 06:54
Last Modified:	15 May 2017 06:54
URI:	http://eprints.perbanas.ac.id/id/eprint/1294

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